MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.56
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 2.6 | -0.50 | 36.95 | 1,302 | 77 | 496 | |||
| 19 Dec | 13027.20 | 3.1 | 0.10 | 30.12 | 897 | 57 | 447 | |||
| 18 Dec | 13031.60 | 3 | 1.40 | 28.67 | 715 | 17 | 392 | |||
| 17 Dec | 13091.10 | 1.6 | -0.10 | 24.76 | 521 | -43 | 385 | |||
| 16 Dec | 13207.40 | 1.7 | -0.80 | 22.15 | 901 | 141 | 441 | |||
| 13 Dec | 13134.50 | 2.5 | 0.30 | 21.81 | 592 | 30 | 294 | |||
| 12 Dec | 13071.25 | 2.2 | -0.35 | 21.78 | 600 | 71 | 262 | |||
| 11 Dec | 13133.80 | 2.55 | 0.50 | 20.61 | 590 | 189 | 192 | |||
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| 10 Dec | 13085.40 | 2.05 | -171.85 | 20.16 | 8 | 3 | 3 | |||
| 9 Dec | 12988.80 | 173.9 | 0.00 | 11.42 | 0 | 0 | 0 | |||
| 6 Dec | 12959.55 | 173.9 | 10.99 | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 14700 expiring on 30DEC2024
Delta for 14700 CE is 0.01
Historical price for 14700 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2.6, which was -0.50 lower than the previous day. The implied volatity was 36.95, the open interest changed by 77 which increased total open position to 496
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 3.1, which was 0.10 higher than the previous day. The implied volatity was 30.12, the open interest changed by 57 which increased total open position to 447
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 3, which was 1.40 higher than the previous day. The implied volatity was 28.67, the open interest changed by 17 which increased total open position to 392
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 24.76, the open interest changed by -43 which decreased total open position to 385
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 22.15, the open interest changed by 141 which increased total open position to 441
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 21.81, the open interest changed by 30 which increased total open position to 294
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 21.78, the open interest changed by 71 which increased total open position to 262
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 2.55, which was 0.50 higher than the previous day. The implied volatity was 20.61, the open interest changed by 189 which increased total open position to 192
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 2.05, which was -171.85 lower than the previous day. The implied volatity was 20.16, the open interest changed by 3 which increased total open position to 3
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 173.9, which was 0.00 lower than the previous day. The implied volatity was 11.42, 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 173.9, which was lower than the previous day. The implied volatity was 10.99, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 14700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 1385.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 1385.4 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14700 expiring on 30DEC2024
Delta for 14700 PE is -
Historical price for 14700 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, 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 1385.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
