[--[65.84.65.76]--]
MIDCPNIFTY
NIFTY MID SELECT

11004.35 -62.20 (-0.56%)

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Historical option data for MIDCPNIFTY

26 Feb 2024 04:28 PM IST
Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
Date Symbol Close Ltp Chng IV Volume Chng OI OI
26 Feb 11004.35 504.00 - 44,700 -19,950 8,550
23 Feb 11066.55 547.70 - 7,500 -900 28,500
22 Feb 10980.10 497.35 - 72,375 1,200 29,775
21 Feb 10863.95 360.00 - 59,250 3,150 28,350
20 Feb 10981.05 501.15 - 22,050 2,400 25,200
19 Feb 11021.20 511.00 - 24,375 22,800 22,800
16 Feb 11021.30 260.00 - 0 75 0
15 Feb 10901.00 260.00 - 0 75 0
14 Feb 10763.90 260.00 - 150 75 75
13 Feb 10679.15 105.45 - 0 0 0
12 Feb 10671.05 105.45 - 0 0 0
9 Feb 10752.20 105.45 - 0 0 0
7 Feb 10854.75 105.45 - 0 0 0
6 Feb 10802.00 105.45 - 0 0 0
2 Feb 10728.75 105.45 - 0 0 0
1 Feb 10631.55 105.45 - 0 0 0


For NIFTY MID SELECT - strike price 10500 expiring on 26FEB2024

Delta for 10500 CE is n/a

Historical price for 10500 CE is as follows

On 26 Feb MIDCPNIFTY was trading at 11004.35. The strike last trading price was 504.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -19950 which decreased total open position to 8550


On 23 Feb MIDCPNIFTY was trading at 11066.55. The strike last trading price was 547.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 28500


On 22 Feb MIDCPNIFTY was trading at 10980.10. The strike last trading price was 497.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 29775


On 21 Feb MIDCPNIFTY was trading at 10863.95. The strike last trading price was 360.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 28350


On 20 Feb MIDCPNIFTY was trading at 10981.05. The strike last trading price was 501.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 25200


On 19 Feb MIDCPNIFTY was trading at 11021.20. The strike last trading price was 511.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22800 which increased total open position to 22800


On 16 Feb MIDCPNIFTY was trading at 11021.30. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0


On 15 Feb MIDCPNIFTY was trading at 10901.00. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0


On 14 Feb MIDCPNIFTY was trading at 10763.90. The strike last trading price was 260.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75


On 13 Feb MIDCPNIFTY was trading at 10679.15. The strike last trading price was 105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb MIDCPNIFTY was trading at 10671.05. The strike last trading price was 105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb MIDCPNIFTY was trading at 10752.20. The strike last trading price was 105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb MIDCPNIFTY was trading at 10854.75. The strike last trading price was 105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb MIDCPNIFTY was trading at 10802.00. The strike last trading price was 105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb MIDCPNIFTY was trading at 10728.75. The strike last trading price was 105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb MIDCPNIFTY was trading at 10631.55. The strike last trading price was 105.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: n/a
Gamma: n/a
Theta: n/a
Rho: n/a
Date Symbol Close Ltp Chng IV Volume Chng OI OI
26 Feb 11004.35 0.05 - 5,09,37,975 18,14,325 33,66,075
23 Feb 11066.55 0.45 - 1,08,12,000 2,16,075 15,51,750
22 Feb 10980.10 1.20 - 1,01,91,450 4,53,075 13,32,450
21 Feb 10863.95 9.85 - 56,41,800 2,43,975 8,91,825
20 Feb 10981.05 7.90 - 30,42,000 2,64,225 6,47,850
19 Feb 11021.20 8.55 - 8,44,125 3,55,275 3,83,625
16 Feb 11021.30 26.00 - 73,050 23,250 28,125
15 Feb 10901.00 36.20 - 15,900 4,875 4,875
14 Feb 10763.90 60.00 - 75 0 0
13 Feb 10679.15 922.35 - 0 0 0
12 Feb 10671.05 922.35 - 0 0 0
9 Feb 10752.20 922.35 - 0 0 0
7 Feb 10854.75 922.35 - 0 0 0
6 Feb 10802.00 922.35 - 0 0 0
2 Feb 10728.75 922.35 - 0 0 0
1 Feb 10631.55 922.35 - 0 0 0


For NIFTY MID SELECT - strike price 10500 expiring on 26FEB2024

Delta for 10500 PE is n/a

Historical price for 10500 PE is as follows

On 26 Feb MIDCPNIFTY was trading at 11004.35. The strike last trading price was 0.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1814325 which increased total open position to 3366075


On 23 Feb MIDCPNIFTY was trading at 11066.55. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 216075 which increased total open position to 1551750


On 22 Feb MIDCPNIFTY was trading at 10980.10. The strike last trading price was 1.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 453075 which increased total open position to 1332450


On 21 Feb MIDCPNIFTY was trading at 10863.95. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 243975 which increased total open position to 891825


On 20 Feb MIDCPNIFTY was trading at 10981.05. The strike last trading price was 7.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 264225 which increased total open position to 647850


On 19 Feb MIDCPNIFTY was trading at 11021.20. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 355275 which increased total open position to 383625


On 16 Feb MIDCPNIFTY was trading at 11021.30. The strike last trading price was 26.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 23250 which increased total open position to 28125


On 15 Feb MIDCPNIFTY was trading at 10901.00. The strike last trading price was 36.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 4875


On 14 Feb MIDCPNIFTY was trading at 10763.90. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb MIDCPNIFTY was trading at 10679.15. The strike last trading price was 922.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb MIDCPNIFTY was trading at 10671.05. The strike last trading price was 922.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb MIDCPNIFTY was trading at 10752.20. The strike last trading price was 922.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Feb MIDCPNIFTY was trading at 10854.75. The strike last trading price was 922.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb MIDCPNIFTY was trading at 10802.00. The strike last trading price was 922.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb MIDCPNIFTY was trading at 10728.75. The strike last trading price was 922.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb MIDCPNIFTY was trading at 10631.55. The strike last trading price was 922.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0