MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:25 PM IST
| MIDCPNIFTY 25NOV2024 11300 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12179.90 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 12091.60 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 12071.10 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 2005.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 2005.15 | 2005.15 | - | 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 11300 expiring on 25NOV2024
Delta for 11300 CE is -
Historical price for 11300 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, 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 2005.15, which was 2005.15 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 11300 PE | |||||||
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Delta: -0.01
Vega: 0.46
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12179.90 | 2.1 | -0.30 | 33.08 | 20,802 | 3,499 | 6,539 |
| 19 Nov | 12171.65 | 2.4 | -0.45 | 26.51 | 13,476 | 1,041 | 3,068 |
| 18 Nov | 12091.60 | 2.85 | -41.45 | 24.41 | 6,514 | -1,945 | 2,044 |
| 14 Nov | 12100.10 | 44.3 | 0.00 | 9.90 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 44.3 | 0.00 | 9.20 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 44.3 | 0.00 | 11.12 | 0 | -49,268 | 0 |
| 8 Nov | 12520.60 | 44.3 | 0.00 | 11.66 | 0 | -2,761 | 0 |
| 7 Nov | 12594.40 | 44.3 | 0.00 | 11.84 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 44.3 | 0.00 | 11.90 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 44.3 | 0.00 | 9.87 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 44.3 | 0.00 | 8.76 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 44.3 | 0.00 | 9.08 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 44.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 44.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 44.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 44.3 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11300 expiring on 25NOV2024
Delta for 11300 PE is -0.01
Historical price for 11300 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 33.08, the open interest changed by 3499 which increased total open position to 6539
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 26.51, the open interest changed by 1041 which increased total open position to 3068
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 2.85, which was -41.45 lower than the previous day. The implied volatity was 24.41, the open interest changed by -1945 which decreased total open position to 2044
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 44.3, which was 0.00 lower than the previous day. The implied volatity was 9.90, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 9.20, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 11.12, the open interest changed by -49268 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 44.3, which was 0.00 lower than the previous day. The implied volatity was 11.66, the open interest changed by -2761 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 44.3, which was 0.00 lower than the previous day. The implied volatity was 11.84, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 11.90, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 9.87, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 8.76, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 9.08, 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 44.3, 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 44.3, 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 44.3, 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 44.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
