MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:03 PM IST
| MIDCPNIFTY 25NOV2024 11200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12181.45 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 12091.60 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 2095.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 2095.9 | 2095.90 | - | 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 11200 expiring on 25NOV2024
Delta for 11200 CE is -
Historical price for 11200 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.45. The strike last trading price was 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, 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 2095.9, which was 2095.90 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 11200 PE | |||||||
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Delta: -0.01
Vega: 0.34
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12181.45 | 1.5 | 0.00 | 34.86 | 23,743 | 4,132 | 5,088 |
| 19 Nov | 12171.65 | 1.5 | -0.75 | 27.52 | 6,007 | -6,914 | 1,006 |
| 18 Nov | 12091.60 | 2.25 | -34.60 | 26.10 | 572 | -5,007 | 283 |
| 14 Nov | 12100.10 | 36.85 | 0.00 | 10.93 | 0 | 1,901 | 0 |
| 13 Nov | 12071.10 | 36.85 | 0.00 | 10.77 | 0 | 44 | 0 |
| 12 Nov | 12333.00 | 36.85 | 0.00 | 12.01 | 0 | -414 | 0 |
| 8 Nov | 12520.60 | 36.85 | 0.00 | 12.42 | 0 | -397 | 0 |
| 7 Nov | 12594.40 | 36.85 | 0.00 | 12.55 | 0 | -108 | 0 |
| 6 Nov | 12654.95 | 36.85 | 0.00 | 12.60 | 0 | -50 | 0 |
| 5 Nov | 12371.85 | 36.85 | 0.00 | 10.63 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 36.85 | 0.00 | 9.98 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 36.85 | 0.00 | 10.27 | 0 | -1,074 | 0 |
| 31 Oct | 12343.15 | 36.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 36.85 | 0.00 | - | 0 | 827 | 0 |
| 29 Oct | 12524.20 | 36.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 36.85 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11200 expiring on 25NOV2024
Delta for 11200 PE is -0.01
Historical price for 11200 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.45. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 34.86, the open interest changed by 4132 which increased total open position to 5088
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 27.52, the open interest changed by -6914 which decreased total open position to 1006
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 2.25, which was -34.60 lower than the previous day. The implied volatity was 26.10, the open interest changed by -5007 which decreased total open position to 283
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 10.93, the open interest changed by 1901 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 10.77, the open interest changed by 44 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 12.01, the open interest changed by -414 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 12.42, the open interest changed by -397 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 12.55, the open interest changed by -108 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 12.60, the open interest changed by -50 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 36.85, which was 0.00 lower than the previous day. The implied volatity was 10.63, 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 36.85, which was 0.00 lower than the previous day. The implied volatity was 9.98, 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 36.85, which was 0.00 lower than the previous day. The implied volatity was 10.27, the open interest changed by -1074 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 36.85, 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 36.85, 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 36.85, 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 36.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
