MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14300 CE | ||||||||||
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Delta: 0.01
Vega: 0.77
Theta: -1.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 3.35 | -0.85 | 31.69 | 1,488 | 189 | 1,149 | |||
| 19 Dec | 13027.20 | 4.2 | 0.15 | 25.04 | 901 | 230 | 959 | |||
| 18 Dec | 13031.60 | 4.05 | 1.20 | 23.79 | 848 | -131 | 724 | |||
| 17 Dec | 13091.10 | 2.85 | 0.00 | 20.93 | 1,550 | 31 | 858 | |||
| 16 Dec | 13207.40 | 2.85 | -0.35 | 18.20 | 1,828 | 79 | 845 | |||
| 13 Dec | 13134.50 | 3.2 | -0.40 | 17.51 | 617 | -105 | 754 | |||
| 12 Dec | 13071.25 | 3.6 | 0.20 | 18.27 | 1,246 | 78 | 859 | |||
| 11 Dec | 13133.80 | 3.4 | 0.10 | 16.63 | 628 | 84 | 789 | |||
| 10 Dec | 13085.40 | 3.3 | 0.05 | 16.81 | 819 | 45 | 698 | |||
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| 9 Dec | 12988.80 | 3.25 | 0.00 | 17.52 | 1,739 | 1 | 670 | |||
| 6 Dec | 12959.55 | 3.25 | -1.60 | 16.69 | 941 | 146 | 667 | |||
| 5 Dec | 12935.60 | 4.85 | 2.60 | 17.57 | 706 | 77 | 507 | |||
| 4 Dec | 12927.50 | 2.25 | 0.25 | 15.47 | 336 | 28 | 430 | |||
| 3 Dec | 12812.85 | 2 | -0.05 | 16.16 | 715 | 258 | 402 | |||
| 2 Dec | 12726.30 | 2.05 | -0.20 | 16.78 | 1,424 | 141 | 146 | |||
| 29 Nov | 12619.50 | 2.25 | -261.60 | 17.19 | 6 | 3 | 3 | |||
| 28 Nov | 12553.75 | 263.85 | 0.00 | 9.27 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 263.85 | 0.00 | 8.87 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 263.85 | 9.01 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 14300 expiring on 30DEC2024
Delta for 14300 CE is 0.01
Historical price for 14300 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3.35, which was -0.85 lower than the previous day. The implied volatity was 31.69, the open interest changed by 189 which increased total open position to 1149
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 4.2, which was 0.15 higher than the previous day. The implied volatity was 25.04, the open interest changed by 230 which increased total open position to 959
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 4.05, which was 1.20 higher than the previous day. The implied volatity was 23.79, the open interest changed by -131 which decreased total open position to 724
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 20.93, the open interest changed by 31 which increased total open position to 858
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.85, which was -0.35 lower than the previous day. The implied volatity was 18.20, the open interest changed by 79 which increased total open position to 845
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 3.2, which was -0.40 lower than the previous day. The implied volatity was 17.51, the open interest changed by -105 which decreased total open position to 754
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 3.6, which was 0.20 higher than the previous day. The implied volatity was 18.27, the open interest changed by 78 which increased total open position to 859
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3.4, which was 0.10 higher than the previous day. The implied volatity was 16.63, the open interest changed by 84 which increased total open position to 789
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was 16.81, the open interest changed by 45 which increased total open position to 698
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 17.52, the open interest changed by 1 which increased total open position to 670
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 3.25, which was -1.60 lower than the previous day. The implied volatity was 16.69, the open interest changed by 146 which increased total open position to 667
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 4.85, which was 2.60 higher than the previous day. The implied volatity was 17.57, the open interest changed by 77 which increased total open position to 507
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 15.47, the open interest changed by 28 which increased total open position to 430
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 16.16, the open interest changed by 258 which increased total open position to 402
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 2.05, which was -0.20 lower than the previous day. The implied volatity was 16.78, the open interest changed by 141 which increased total open position to 146
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 2.25, which was -261.60 lower than the previous day. The implied volatity was 17.19, the open interest changed by 3 which increased total open position to 3
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 263.85, which was 0.00 lower than the previous day. The implied volatity was 9.27, the open interest changed by 0 which decreased total open position to 0
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 263.85, which was 0.00 lower than the previous day. The implied volatity was 8.87, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 263.85, which was lower than the previous day. The implied volatity was 9.01, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 14300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 1082.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 1082.6 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14300 expiring on 30DEC2024
Delta for 14300 PE is -
Historical price for 14300 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 1082.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 1082.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
