MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
20 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 14800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.47
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 12683.15 | 2.1 | -0.20 | 37.53 | 1,883 | 480 | 1,173 | |||
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| 19 Dec | 13027.20 | 2.3 | -0.40 | 30.42 | 1,661 | 29 | 698 | |||
| 18 Dec | 13031.60 | 2.7 | 0.30 | 29.67 | 931 | -217 | 669 | |||
| 17 Dec | 13091.10 | 2.4 | 0.45 | 27.36 | 905 | -21 | 886 | |||
| 16 Dec | 13207.40 | 1.95 | -0.15 | 23.86 | 933 | 157 | 859 | |||
| 13 Dec | 13134.50 | 2.1 | -0.05 | 22.49 | 656 | 46 | 702 | |||
| 12 Dec | 13071.25 | 2.15 | -0.20 | 22.79 | 1,183 | -12 | 673 | |||
| 11 Dec | 13133.80 | 2.35 | 0.00 | 21.50 | 677 | 109 | 677 | |||
| 10 Dec | 13085.40 | 2.35 | 0.15 | 21.57 | 1,872 | 334 | 587 | |||
| 9 Dec | 12988.80 | 2.2 | -0.10 | 21.94 | 939 | 124 | 253 | |||
| 6 Dec | 12959.55 | 2.3 | 20.98 | 228 | 127 | 127 | ||||
For Nifty Midcap Select - strike price 14800 expiring on 30DEC2024
Delta for 14800 CE is 0.01
Historical price for 14800 CE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 37.53, the open interest changed by 480 which increased total open position to 1173
On 19 Dec MIDCPNIFTY was trading at 13027.20. The strike last trading price was 2.3, which was -0.40 lower than the previous day. The implied volatity was 30.42, the open interest changed by 29 which increased total open position to 698
On 18 Dec MIDCPNIFTY was trading at 13031.60. The strike last trading price was 2.7, which was 0.30 higher than the previous day. The implied volatity was 29.67, the open interest changed by -217 which decreased total open position to 669
On 17 Dec MIDCPNIFTY was trading at 13091.10. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 27.36, the open interest changed by -21 which decreased total open position to 886
On 16 Dec MIDCPNIFTY was trading at 13207.40. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 23.86, the open interest changed by 157 which increased total open position to 859
On 13 Dec MIDCPNIFTY was trading at 13134.50. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 22.49, the open interest changed by 46 which increased total open position to 702
On 12 Dec MIDCPNIFTY was trading at 13071.25. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 22.79, the open interest changed by -12 which decreased total open position to 673
On 11 Dec MIDCPNIFTY was trading at 13133.80. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 21.50, the open interest changed by 109 which increased total open position to 677
On 10 Dec MIDCPNIFTY was trading at 13085.40. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was 21.57, the open interest changed by 334 which increased total open position to 587
On 9 Dec MIDCPNIFTY was trading at 12988.80. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 21.94, the open interest changed by 124 which increased total open position to 253
On 6 Dec MIDCPNIFTY was trading at 12959.55. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was 20.98, the open interest changed by 127 which increased total open position to 127
| MIDCPNIFTY 30DEC2024 14800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 12683.15 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 13027.20 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 13031.60 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 13091.10 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 13207.40 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 13134.50 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 13071.25 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 13133.80 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 13085.40 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 12988.80 | 1465.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 12959.55 | 1465.55 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 14800 expiring on 30DEC2024
Delta for 14800 PE is -
Historical price for 14800 PE is as follows
On 20 Dec MIDCPNIFTY was trading at 12683.15. The strike last trading price was 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, 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 1465.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
