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

11004.35 -62.20 (-0.56%)

Back to Option Chain


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 11004.35 304.15 - 13,42,275 3,300 50,925
23 Feb 11066.55 344.25 - 46,800 -7,050 47,625
22 Feb 10980.10 309.80 - 4,16,550 3,900 54,750
21 Feb 10863.95 187.30 - 96,900 6,300 50,775
20 Feb 10981.05 319.50 - 7,125 -75 44,475
19 Feb 11021.20 354.90 - 55,725 38,700 44,550
16 Feb 11021.30 377.40 - 20,925 -11,100 5,925
15 Feb 10901.00 290.00 - 17,550 -300 17,025
14 Feb 10763.90 230.55 - 64,650 10,950 17,325
13 Feb 10679.15 180.00 - 50,700 3,825 6,375
12 Feb 10671.05 189.60 - 3,000 1,050 2,400
9 Feb 10752.20 243.10 - 1,650 1,350 1,350
7 Feb 10854.75 320.00 - 75 0 1,275
6 Feb 10802.00 297.00 - 1,650 -975 1,275
5 Feb 10741.35 252.00 - 1,950 1,575 2,250
2 Feb 10728.75 300.00 - 675 0 675
1 Feb 10631.55 152.00 - 75 0 750
31 Jan 10701.95 300.00 - 0 675 0
30 Jan 10602.60 300.00 - 1,500 675 675


For NIFTY MID SELECT - strike price 10700 expiring on 26FEB2024

Delta for 10700 CE is n/a

Historical price for 10700 CE is as follows

On 26 Feb MIDCPNIFTY was trading at 11004.35. The strike last trading price was 304.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 50925


On 23 Feb MIDCPNIFTY was trading at 11066.55. The strike last trading price was 344.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -7050 which decreased total open position to 47625


On 22 Feb MIDCPNIFTY was trading at 10980.10. The strike last trading price was 309.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 54750


On 21 Feb MIDCPNIFTY was trading at 10863.95. The strike last trading price was 187.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 50775


On 20 Feb MIDCPNIFTY was trading at 10981.05. The strike last trading price was 319.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 44475


On 19 Feb MIDCPNIFTY was trading at 11021.20. The strike last trading price was 354.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 38700 which increased total open position to 44550


On 16 Feb MIDCPNIFTY was trading at 11021.30. The strike last trading price was 377.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -11100 which decreased total open position to 5925


On 15 Feb MIDCPNIFTY was trading at 10901.00. The strike last trading price was 290.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 17025


On 14 Feb MIDCPNIFTY was trading at 10763.90. The strike last trading price was 230.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 10950 which increased total open position to 17325


On 13 Feb MIDCPNIFTY was trading at 10679.15. The strike last trading price was 180.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 6375


On 12 Feb MIDCPNIFTY was trading at 10671.05. The strike last trading price was 189.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 2400


On 9 Feb MIDCPNIFTY was trading at 10752.20. The strike last trading price was 243.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1350


On 7 Feb MIDCPNIFTY was trading at 10854.75. The strike last trading price was 320.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1275


On 6 Feb MIDCPNIFTY was trading at 10802.00. The strike last trading price was 297.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 1275


On 5 Feb MIDCPNIFTY was trading at 10741.35. The strike last trading price was 252.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 2250


On 2 Feb MIDCPNIFTY was trading at 10728.75. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675


On 1 Feb MIDCPNIFTY was trading at 10631.55. The strike last trading price was 152.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 750


On 31 Jan MIDCPNIFTY was trading at 10701.95. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 0


On 30 Jan MIDCPNIFTY was trading at 10602.60. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675


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 - 25,28,76,000 39,55,425 55,86,375
23 Feb 11066.55 1.00 - 1,40,22,900 10,39,275 16,30,950
22 Feb 10980.10 6.30 - 92,76,900 2,36,475 5,38,050
21 Feb 10863.95 38.00 - 29,95,425 1,09,950 3,09,675
20 Feb 10981.05 23.05 - 12,16,950 38,850 1,99,725
19 Feb 11021.20 26.85 - 4,33,875 1,37,400 1,60,875
16 Feb 11021.30 51.15 - 73,275 11,025 23,025
15 Feb 10901.00 81.85 - 24,825 12,000 12,000
14 Feb 10763.90 125.00 - 75 0 0
13 Feb 10679.15 1087.40 - 0 0 0
12 Feb 10671.05 1087.40 - 0 0 0
9 Feb 10752.20 1087.40 - 0 0 0
7 Feb 10854.75 1087.40 - 0 0 0
6 Feb 10802.00 1087.40 - 0 0 0
5 Feb 10741.35 1087.40 - 0 0 0
2 Feb 10728.75 1087.40 - 0 0 0
1 Feb 10631.55 1087.40 - 0 0 0
31 Jan 10701.95 1087.40 - 0 0 0
30 Jan 10602.60 1087.40 - 0 0 0


For NIFTY MID SELECT - strike price 10700 expiring on 26FEB2024

Delta for 10700 PE is n/a

Historical price for 10700 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 3955425 which increased total open position to 5586375


On 23 Feb MIDCPNIFTY was trading at 11066.55. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1039275 which increased total open position to 1630950


On 22 Feb MIDCPNIFTY was trading at 10980.10. The strike last trading price was 6.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 236475 which increased total open position to 538050


On 21 Feb MIDCPNIFTY was trading at 10863.95. The strike last trading price was 38.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 109950 which increased total open position to 309675


On 20 Feb MIDCPNIFTY was trading at 10981.05. The strike last trading price was 23.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 38850 which increased total open position to 199725


On 19 Feb MIDCPNIFTY was trading at 11021.20. The strike last trading price was 26.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 137400 which increased total open position to 160875


On 16 Feb MIDCPNIFTY was trading at 11021.30. The strike last trading price was 51.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 23025


On 15 Feb MIDCPNIFTY was trading at 10901.00. The strike last trading price was 81.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 12000


On 14 Feb MIDCPNIFTY was trading at 10763.90. The strike last trading price was 125.00, 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 1087.40, 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 1087.40, 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 1087.40, 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 1087.40, 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 1087.40, 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 5 Feb MIDCPNIFTY was trading at 10741.35. The strike last trading price was 1087.40, 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 1087.40, 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 1087.40, 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 31 Jan MIDCPNIFTY was trading at 10701.95. The strike last trading price was 1087.40, 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 30 Jan MIDCPNIFTY was trading at 10602.60. The strike last trading price was 1087.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0