[--[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 11004.35 404.60 - 64,650 3,525 10,575
23 Feb 11066.55 450.00 - 15,825 -675 7,050
22 Feb 10980.10 403.85 - 77,250 975 7,725
21 Feb 10863.95 277.85 - 7,800 -975 6,750
20 Feb 10981.05 389.65 - 6,375 2,175 7,725
19 Feb 11021.20 442.35 - 3,975 975 5,550
16 Feb 11021.30 487.30 - 1,575 -825 4,350
15 Feb 10901.00 370.35 - 6,300 -2,250 5,175
14 Feb 10763.90 280.00 - 37,050 6,900 7,425
13 Feb 10679.15 257.60 - 8,775 525 525
12 Feb 10671.05 88.60 - 0 0 0
9 Feb 10752.20 88.60 - 0 0 0
7 Feb 10854.75 88.60 - 0 0 0
6 Feb 10802.00 88.60 - 0 0 0
2 Feb 10728.75 88.60 - 0 0 0
1 Feb 10631.55 88.60 - 0 0 0


For NIFTY MID SELECT - strike price 10600 expiring on 26FEB2024

Delta for 10600 CE is n/a

Historical price for 10600 CE is as follows

On 26 Feb MIDCPNIFTY was trading at 11004.35. The strike last trading price was 404.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 10575


On 23 Feb MIDCPNIFTY was trading at 11066.55. The strike last trading price was 450.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 7050


On 22 Feb MIDCPNIFTY was trading at 10980.10. The strike last trading price was 403.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 7725


On 21 Feb MIDCPNIFTY was trading at 10863.95. The strike last trading price was 277.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 6750


On 20 Feb MIDCPNIFTY was trading at 10981.05. The strike last trading price was 389.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 7725


On 19 Feb MIDCPNIFTY was trading at 11021.20. The strike last trading price was 442.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 5550


On 16 Feb MIDCPNIFTY was trading at 11021.30. The strike last trading price was 487.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 4350


On 15 Feb MIDCPNIFTY was trading at 10901.00. The strike last trading price was 370.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 5175


On 14 Feb MIDCPNIFTY was trading at 10763.90. The strike last trading price was 280.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 7425


On 13 Feb MIDCPNIFTY was trading at 10679.15. The strike last trading price was 257.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525


On 12 Feb MIDCPNIFTY was trading at 10671.05. The strike last trading price was 88.60, 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 88.60, 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 88.60, 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 88.60, 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 88.60, 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 88.60, 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 - 11,62,35,450 18,03,300 32,80,650
23 Feb 11066.55 0.55 - 98,87,175 9,82,425 14,77,350
22 Feb 10980.10 2.65 - 73,85,850 1,81,575 4,97,775
21 Feb 10863.95 18.00 - 29,71,725 71,700 3,21,975
20 Feb 10981.05 14.85 - 13,11,900 69,000 2,50,275
19 Feb 11021.20 14.80 - 4,89,675 1,36,275 1,81,275
16 Feb 11021.30 37.75 - 1,29,600 29,625 44,850
15 Feb 10901.00 55.00 - 47,400 8,400 15,225
14 Feb 10763.90 90.00 - 10,350 6,600 6,825
13 Feb 10679.15 151.00 - 675 150 225
12 Feb 10671.05 53.30 - 0 0 0
9 Feb 10752.20 53.30 - 0 0 0
7 Feb 10854.75 1003.70 - 0 0 0
6 Feb 10802.00 1003.70 - 0 0 0
2 Feb 10728.75 1003.70 - 0 0 0
1 Feb 10631.55 1003.70 - 0 0 0


For NIFTY MID SELECT - strike price 10600 expiring on 26FEB2024

Delta for 10600 PE is n/a

Historical price for 10600 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 1803300 which increased total open position to 3280650


On 23 Feb MIDCPNIFTY was trading at 11066.55. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 982425 which increased total open position to 1477350


On 22 Feb MIDCPNIFTY was trading at 10980.10. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 181575 which increased total open position to 497775


On 21 Feb MIDCPNIFTY was trading at 10863.95. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 71700 which increased total open position to 321975


On 20 Feb MIDCPNIFTY was trading at 10981.05. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 69000 which increased total open position to 250275


On 19 Feb MIDCPNIFTY was trading at 11021.20. The strike last trading price was 14.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 136275 which increased total open position to 181275


On 16 Feb MIDCPNIFTY was trading at 11021.30. The strike last trading price was 37.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 29625 which increased total open position to 44850


On 15 Feb MIDCPNIFTY was trading at 10901.00. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 15225


On 14 Feb MIDCPNIFTY was trading at 10763.90. The strike last trading price was 90.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 6825


On 13 Feb MIDCPNIFTY was trading at 10679.15. The strike last trading price was 151.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 225


On 12 Feb MIDCPNIFTY was trading at 10671.05. The strike last trading price was 53.30, 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 53.30, 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 1003.70, 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 1003.70, 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 1003.70, 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 1003.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0