MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.69
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 3 | -0.25 | 32.96 | 1,107 | 9 | 1,007 | |||
| 19 Dec | 13027.20 | 3.25 | -0.70 | 25.71 | 2,631 | 4 | 999 | |||
| 18 Dec | 13031.60 | 3.95 | 0.95 | 25.26 | 735 | -104 | 995 | |||
| 17 Dec | 13091.10 | 3 | 0.40 | 22.55 | 1,627 | 56 | 1,101 | |||
| 16 Dec | 13207.40 | 2.6 | -0.15 | 19.42 | 1,802 | 209 | 1,066 | |||
| 13 Dec | 13134.50 | 2.75 | -0.65 | 18.40 | 602 | 43 | 857 | |||
| 12 Dec | 13071.25 | 3.4 | 0.40 | 19.42 | 844 | -126 | 925 | |||
| 11 Dec | 13133.80 | 3 | -0.05 | 17.54 | 1,733 | 256 | 1,068 | |||
| 10 Dec | 13085.40 | 3.05 | -0.05 | 17.80 | 1,629 | 87 | 820 | |||
| 9 Dec | 12988.80 | 3.1 | 0.35 | 18.51 | 1,421 | 280 | 740 | |||
| 6 Dec | 12959.55 | 2.75 | -0.10 | 17.38 | 506 | 30 | 460 | |||
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| 5 Dec | 12935.60 | 2.85 | 0.60 | 17.30 | 673 | 25 | 429 | |||
| 4 Dec | 12927.50 | 2.25 | 0.25 | 16.46 | 617 | 55 | 419 | |||
| 3 Dec | 12812.85 | 2 | 0.05 | 17.11 | 911 | -32 | 375 | |||
| 2 Dec | 12726.30 | 1.95 | -0.05 | 17.60 | 1,548 | 293 | 407 | |||
| 29 Nov | 12619.50 | 2 | -237.00 | 17.80 | 576 | 113 | 113 | |||
| 28 Nov | 12553.75 | 239 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 239 | 0.00 | 9.34 | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 239 | 9.46 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 14400 expiring on 30DEC2024
Delta for 14400 CE is 0.01
Historical price for 14400 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 32.96, the open interest changed by 9 which increased total open position to 1007
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.25, which was -0.70 lower than the previous day. The implied volatity was 25.71, the open interest changed by 4 which increased total open position to 999
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.95, which was 0.95 higher than the previous day. The implied volatity was 25.26, the open interest changed by -104 which decreased total open position to 995
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 3, which was 0.40 higher than the previous day. The implied volatity was 22.55, the open interest changed by 56 which increased total open position to 1101
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 19.42, the open interest changed by 209 which increased total open position to 1066
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 18.40, the open interest changed by 43 which increased total open position to 857
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 3.4, which was 0.40 higher than the previous day. The implied volatity was 19.42, the open interest changed by -126 which decreased total open position to 925
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 17.54, the open interest changed by 256 which increased total open position to 1068
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 17.80, the open interest changed by 87 which increased total open position to 820
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 3.1, which was 0.35 higher than the previous day. The implied volatity was 18.51, the open interest changed by 280 which increased total open position to 740
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2.75, which was -0.10 lower than the previous day. The implied volatity was 17.38, the open interest changed by 30 which increased total open position to 460
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 2.85, which was 0.60 higher than the previous day. The implied volatity was 17.30, the open interest changed by 25 which increased total open position to 429
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 16.46, the open interest changed by 55 which increased total open position to 419
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 17.11, the open interest changed by -32 which decreased total open position to 375
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 17.60, the open interest changed by 293 which increased total open position to 407
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 2, which was -237.00 lower than the previous day. The implied volatity was 17.80, the open interest changed by 113 which increased total open position to 113
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 239, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 239, which was 0.00 lower than the previous day. The implied volatity was 9.34, 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 239, which was lower than the previous day. The implied volatity was 9.46, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 14400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 1155.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 1155.95 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14400 expiring on 30DEC2024
Delta for 14400 PE is -
Historical price for 14400 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, 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 1155.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
