MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:30 PM IST
| MIDCPNIFTY 25NOV2024 11100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12163.05 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 12091.60 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 12343.15 | 2187.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 2187.7 | 2187.70 | - | 0 | 0 | 0 | |||
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11100 expiring on 25NOV2024
Delta for 11100 CE is -
Historical price for 11100 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12163.05. The strike last trading price was 2187.7, 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 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 2187.7, 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 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 2187.7, 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 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 2187.7, 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 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 2187.7, 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 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 2187.7, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 2187.7, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 2187.7, 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 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 2187.7, 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 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 2187.7, 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 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 2187.7, 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 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 2187.7, 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 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 2187.7, 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 2187.7, which was 2187.70 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 11100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.26
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12163.05 | 1.15 | -2.40 | 36.42 | 4,353 | 1,467 | 1,708 |
| 19 Nov | 12171.65 | 3.55 | -26.85 | 33.97 | 417 | -6,473 | 229 |
| 18 Nov | 12091.60 | 30.4 | 0.00 | 14.57 | 0 | 644 | 0 |
| 14 Nov | 12100.10 | 30.4 | 0.00 | 11.91 | 0 | -834 | 0 |
| 13 Nov | 12071.10 | 30.4 | 0.00 | 11.72 | 0 | 7 | 0 |
| 12 Nov | 12333.00 | 30.4 | 0.00 | 13.48 | 0 | -933 | 0 |
| 8 Nov | 12520.60 | 30.4 | 0.00 | 13.84 | 0 | -595 | 0 |
| 7 Nov | 12594.40 | 30.4 | 0.00 | 13.99 | 0 | -610 | 0 |
| 6 Nov | 12654.95 | 30.4 | 0.00 | 13.97 | 0 | -899 | 0 |
| 5 Nov | 12371.85 | 30.4 | 0.00 | 11.38 | 0 | -250 | 0 |
| 4 Nov | 12299.65 | 30.4 | 0.00 | 10.73 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 30.4 | 0.00 | 10.97 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 30.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 30.4 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11100 expiring on 25NOV2024
Delta for 11100 PE is -0.01
Historical price for 11100 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12163.05. The strike last trading price was 1.15, which was -2.40 lower than the previous day. The implied volatity was 36.42, the open interest changed by 1467 which increased total open position to 1708
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 3.55, which was -26.85 lower than the previous day. The implied volatity was 33.97, the open interest changed by -6473 which decreased total open position to 229
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 14.57, the open interest changed by 644 which increased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 11.91, the open interest changed by -834 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 11.72, the open interest changed by 7 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 13.48, the open interest changed by -933 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 13.84, the open interest changed by -595 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 13.99, the open interest changed by -610 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 13.97, the open interest changed by -899 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 11.38, the open interest changed by -250 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 30.4, which was 0.00 lower than the previous day. The implied volatity was 10.73, 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 30.4, which was 0.00 lower than the previous day. The implied volatity was 10.97, 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 30.4, 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 30.4, 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 30.4, 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 30.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
