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Related Pages for MIDCPNIFTY
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MIDCPNIFTY
Nifty Midcap Select
12683.15 -344.05 (-2.64%)

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Historical option data for MIDCPNIFTY

20 Dec 2024 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
MIDCPNIFTY 30DEC2024 14600 CE
Delta: 0.01
Vega: 0.56
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 12683.15 2.45 -0.25 35.19 1,261 294 1,003
19 Dec 13027.20 2.7 -0.50 28.09 1,038 -66 710
18 Dec 13031.60 3.2 0.40 27.47 827 -33 777
17 Dec 13091.10 2.8 0.80 25.20 918 150 795
16 Dec 13207.40 2 -0.30 21.31 323 2 615
13 Dec 13134.50 2.3 0.15 20.39 934 -16 600
12 Dec 13071.25 2.15 -0.55 20.56 738 -150 652
11 Dec 13133.80 2.7 0.40 19.66 381 17 802
10 Dec 13085.40 2.3 -0.30 19.36 516 37 787
9 Dec 12988.80 2.6 -0.05 20.32 570 -9 750
6 Dec 12959.55 2.65 0.40 19.34 1,436 93 765
5 Dec 12935.60 2.25 0.40 18.73 1,908 424 672
4 Dec 12927.50 1.85 -0.15 17.97 379 -24 250
3 Dec 12812.85 2 0.15 19.02 413 259 274
2 Dec 12726.30 1.85 -0.05 19.28 17 3 6
29 Nov 12619.50 1.9 19.40 9 3 3

For Nifty Midcap Select - strike price 14600 expiring on 30DEC2024

Delta for 14600 CE is 0.01

Historical price for 14600 CE is as follows

On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 35.19, the open interest changed by 294 which increased total open position to 1003


On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 28.09, the open interest changed by -66 which decreased total open position to 710


On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3.2, which was 0.40 higher than the previous day. The implied volatity was 27.47, the open interest changed by -33 which decreased total open position to 777


On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.8, which was 0.80 higher than the previous day. The implied volatity was 25.20, the open interest changed by 150 which increased total open position to 795


On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 21.31, the open interest changed by 2 which increased total open position to 615


On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.3, which was 0.15 higher than the previous day. The implied volatity was 20.39, the open interest changed by -16 which decreased total open position to 600


On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 20.56, the open interest changed by -150 which decreased total open position to 652


On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 2.7, which was 0.40 higher than the previous day. The implied volatity was 19.66, the open interest changed by 17 which increased total open position to 802


On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 19.36, the open interest changed by 37 which increased total open position to 787


On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 2.6, which was -0.05 lower than the previous day. The implied volatity was 20.32, the open interest changed by -9 which decreased total open position to 750


On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2.65, which was 0.40 higher than the previous day. The implied volatity was 19.34, the open interest changed by 93 which increased total open position to 765


On 5 Dec MIDCPNIFTY was trading at 12935.60. The strike last trading price was 2.25, which was 0.40 higher than the previous day. The implied volatity was 18.73, the open interest changed by 424 which increased total open position to 672


On 4 Dec MIDCPNIFTY was trading at 12927.50. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by -24 which decreased total open position to 250


On 3 Dec MIDCPNIFTY was trading at 12812.85. The strike last trading price was 2, which was 0.15 higher than the previous day. The implied volatity was 19.02, the open interest changed by 259 which increased total open position to 274


On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 19.28, the open interest changed by 3 which increased total open position to 6


On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 19.40, the open interest changed by 3 which increased total open position to 3


MIDCPNIFTY 30DEC2024 14600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 12683.15 1306.95 0.00 - 0 0 0
19 Dec 13027.20 1306.95 0.00 - 0 0 0
18 Dec 13031.60 1306.95 0.00 - 0 0 0
17 Dec 13091.10 1306.95 0.00 - 0 0 0
16 Dec 13207.40 1306.95 0.00 - 0 0 0
13 Dec 13134.50 1306.95 0.00 - 0 0 0
12 Dec 13071.25 1306.95 0.00 - 0 0 0
11 Dec 13133.80 1306.95 0.00 - 0 0 0
10 Dec 13085.40 1306.95 0.00 - 0 0 0
9 Dec 12988.80 1306.95 0.00 - 0 0 0
6 Dec 12959.55 1306.95 0.00 - 0 0 0
5 Dec 12935.60 1306.95 0.00 - 0 0 0
4 Dec 12927.50 1306.95 0.00 - 0 0 0
3 Dec 12812.85 1306.95 0.00 - 0 0 0
2 Dec 12726.30 1306.95 0.00 - 0 0 0
29 Nov 12619.50 1306.95 - 0 0 0

For Nifty Midcap Select - strike price 14600 expiring on 30DEC2024

Delta for 14600 PE is -

Historical price for 14600 PE is as follows

On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, 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 1306.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0