MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14500 CE | ||||||||||
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Delta: 0.01
Vega: 0.68
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 3.1 | 0.05 | 34.74 | 5,620 | 488 | 7,718 | |||
| 19 Dec | 13027.20 | 3.05 | -0.05 | 27.02 | 4,872 | 976 | 7,851 | |||
| 18 Dec | 13031.60 | 3.1 | 0.45 | 25.89 | 4,460 | -686 | 6,884 | |||
| 17 Dec | 13091.10 | 2.65 | 0.40 | 23.60 | 3,419 | -582 | 7,575 | |||
| 16 Dec | 13207.40 | 2.25 | -0.30 | 20.40 | 4,582 | 626 | 8,111 | |||
| 13 Dec | 13134.50 | 2.55 | -0.55 | 19.45 | 5,445 | 648 | 7,495 | |||
| 12 Dec | 13071.25 | 3.1 | 0.50 | 20.39 | 3,573 | -294 | 6,871 | |||
| 11 Dec | 13133.80 | 2.6 | 0.00 | 18.37 | 2,237 | -66 | 7,200 | |||
| 10 Dec | 13085.40 | 2.6 | 0.00 | 18.53 | 3,196 | -243 | 7,264 | |||
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| 9 Dec | 12988.80 | 2.6 | -0.10 | 19.26 | 2,638 | 318 | 7,527 | |||
| 6 Dec | 12959.55 | 2.7 | 0.45 | 18.35 | 3,404 | 575 | 7,184 | |||
| 5 Dec | 12935.60 | 2.25 | 0.35 | 17.76 | 3,783 | -192 | 6,599 | |||
| 4 Dec | 12927.50 | 1.9 | 0.00 | 17.07 | 3,667 | 61 | 6,785 | |||
| 3 Dec | 12812.85 | 1.9 | 0.25 | 17.95 | 14,996 | 4,132 | 6,730 | |||
| 2 Dec | 12726.30 | 1.65 | 0.00 | 18.12 | 2,666 | 176 | 2,607 | |||
| 29 Nov | 12619.50 | 1.65 | -1.40 | 18.24 | 4,627 | 23 | 2,434 | |||
| 28 Nov | 12553.75 | 3.05 | -0.65 | 19.78 | 2,925 | 652 | 2,411 | |||
| 27 Nov | 12619.25 | 3.7 | -1.10 | 19.46 | 2,177 | 76 | 1,758 | |||
| 26 Nov | 12569.65 | 4.8 | 20.50 | 3,372 | 1,683 | 1,683 | ||||
For Nifty Midcap Select - strike price 14500 expiring on 30DEC2024
Delta for 14500 CE is 0.01
Historical price for 14500 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 34.74, the open interest changed by 488 which increased total open position to 7718
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 27.02, the open interest changed by 976 which increased total open position to 7851
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.1, which was 0.45 higher than the previous day. The implied volatity was 25.89, the open interest changed by -686 which decreased total open position to 6884
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.65, which was 0.40 higher than the previous day. The implied volatity was 23.60, the open interest changed by -582 which decreased total open position to 7575
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 20.40, the open interest changed by 626 which increased total open position to 8111
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 19.45, the open interest changed by 648 which increased total open position to 7495
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 3.1, which was 0.50 higher than the previous day. The implied volatity was 20.39, the open interest changed by -294 which decreased total open position to 6871
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 18.37, the open interest changed by -66 which decreased total open position to 7200
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 18.53, the open interest changed by -243 which decreased total open position to 7264
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 2.6, which was -0.10 lower than the previous day. The implied volatity was 19.26, the open interest changed by 318 which increased total open position to 7527
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2.7, which was 0.45 higher than the previous day. The implied volatity was 18.35, the open interest changed by 575 which increased total open position to 7184
On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 17.76, the open interest changed by -192 which decreased total open position to 6599
On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 17.07, the open interest changed by 61 which increased total open position to 6785
On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 17.95, the open interest changed by 4132 which increased total open position to 6730
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 1.65, which was 0.00 lower than the previous day. The implied volatity was 18.12, the open interest changed by 176 which increased total open position to 2607
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 1.65, which was -1.40 lower than the previous day. The implied volatity was 18.24, the open interest changed by 23 which increased total open position to 2434
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 3.05, which was -0.65 lower than the previous day. The implied volatity was 19.78, the open interest changed by 652 which increased total open position to 2411
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 3.7, which was -1.10 lower than the previous day. The implied volatity was 19.46, the open interest changed by 76 which increased total open position to 1758
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was 20.50, the open interest changed by 1683 which increased total open position to 1683
| MIDCPNIFTY 30DEC2024 14500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 12935.60 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 12927.50 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 12812.85 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 12726.30 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 12619.50 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 12553.75 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 12619.25 | 1230.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 12569.65 | 1230.8 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14500 expiring on 30DEC2024
Delta for 14500 PE is -
Historical price for 14500 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, 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 1230.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
