MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:03 PM IST
| MIDCPNIFTY 25NOV2024 11000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 1420.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Nov | 12171.65 | 1420.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 12091.60 | 1420.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1420.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1420.2 | 0.00 | 0.00 | 0 | 7 | 7 | |||
| 12 Nov | 12333.00 | 1420.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1420.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1420.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1420.2 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 5 Nov | 12371.85 | 1420.2 | 0.00 | 0.00 | 0 | -8 | 7 | |||
| 4 Nov | 12299.65 | 1420.2 | 0.00 | 0.00 | 0 | -8 | 7 | |||
| 1 Nov | 12402.15 | 1420.2 | 0.00 | 0.00 | 0 | -8 | 7 | |||
| 31 Oct | 12343.15 | 1420.2 | 0.00 | - | 0 | -8 | 7 | |||
| 30 Oct | 12448.25 | 1420.2 | 0.00 | - | 0 | -8 | 7 | |||
| 29 Oct | 12524.20 | 1420.2 | 0.00 | - | 7 | 7 | 7 | |||
| 28 Oct | 12400.20 | 1420.2 | - | 7 | 3 | 3 | ||||
For Nifty Midcap Select - strike price 11000 expiring on 25NOV2024
Delta for 11000 CE is 0.00
Historical price for 11000 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 7
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 7
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 7
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 7
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 1420.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 1420.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 11000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.10
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 0.35 | -0.45 | 35.06 | 51,343 | 1,570 | 13,903 |
| 19 Nov | 12171.65 | 0.8 | -0.65 | 30.46 | 32,173 | 9,018 | 12,337 |
| 18 Nov | 12091.60 | 1.45 | -1.85 | 29.51 | 7,329 | 2,667 | 3,344 |
| 14 Nov | 12100.10 | 3.3 | -3.60 | 26.90 | 1,971 | 531 | 666 |
| 13 Nov | 12071.10 | 6.9 | 2.95 | 29.25 | 268 | 120 | 125 |
| 12 Nov | 12333.00 | 3.95 | -16.05 | 29.13 | 4 | -2,596 | 4 |
| 8 Nov | 12520.60 | 20 | 0.00 | 0.00 | 0 | 0 | 1 |
| 7 Nov | 12594.40 | 20 | 0.00 | 0.00 | 0 | 0 | 1 |
| 6 Nov | 12654.95 | 20 | 0.00 | 0.00 | 0 | 0 | 1 |
| 5 Nov | 12371.85 | 20 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 12299.65 | 20 | -4.95 | 30.21 | 1 | 0 | 0 |
| 1 Nov | 12402.15 | 24.95 | 0.00 | 11.64 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 24.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 24.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 24.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 24.95 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11000 expiring on 25NOV2024
Delta for 11000 PE is -0.00
Historical price for 11000 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 35.06, the open interest changed by 1570 which increased total open position to 13903
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 30.46, the open interest changed by 9018 which increased total open position to 12337
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1.45, which was -1.85 lower than the previous day. The implied volatity was 29.51, the open interest changed by 2667 which increased total open position to 3344
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 3.3, which was -3.60 lower than the previous day. The implied volatity was 26.90, the open interest changed by 531 which increased total open position to 666
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 6.9, which was 2.95 higher than the previous day. The implied volatity was 29.25, the open interest changed by 120 which increased total open position to 125
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 3.95, which was -16.05 lower than the previous day. The implied volatity was 29.13, the open interest changed by -2596 which decreased total open position to 4
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 20, which was -4.95 lower than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 24.95, which was 0.00 lower than the previous day. The implied volatity was 11.64, the open interest changed by 0 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 24.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 24.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 24.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 24.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
