MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
02 Dec 2024 04:13 PM IST
| MIDCPNIFTY 30DEC2024 11300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Dec | 12726.30 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 29 Nov | 12619.50 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 12553.75 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 12619.25 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 12569.65 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 12576.40 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 12306.85 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 12164.65 | 2155.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2155.35 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11300 expiring on 30DEC2024
Delta for 11300 CE is -
Historical price for 11300 CE is as follows
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 2155.35, 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 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 2155.35, 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 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 2155.35, 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 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 2155.35, 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 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 2155.35, 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 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 2155.35, 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 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 2155.35, 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 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 2155.35, 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 2155.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 30DEC2024 11300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 1.84
Theta: -0.68
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Dec | 12726.30 | 6.75 | -0.35 | 23.08 | 4,716 | 160 | 569 |
| 29 Nov | 12619.50 | 7.1 | -7.40 | 20.92 | 1,869 | -61 | 312 |
| 28 Nov | 12553.75 | 14.5 | 0.25 | 22.79 | 367 | 76 | 375 |
| 27 Nov | 12619.25 | 14.25 | -2.30 | 23.12 | 761 | 223 | 302 |
| 26 Nov | 12569.65 | 16.55 | 3.55 | 22.75 | 299 | 77 | 77 |
| 25 Nov | 12576.40 | 13 | -15.20 | 21.69 | 8 | 0 | 0 |
| 22 Nov | 12306.85 | 28.2 | 0.00 | 7.02 | 0 | 0 | 0 |
| 21 Nov | 12164.65 | 28.2 | 0.00 | 6.28 | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 28.2 | 6.83 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11300 expiring on 30DEC2024
Delta for 11300 PE is -0.02
Historical price for 11300 PE is as follows
On 2 Dec MIDCPNIFTY was trading at 12726.30. The strike last trading price was 6.75, which was -0.35 lower than the previous day. The implied volatity was 23.08, the open interest changed by 160 which increased total open position to 569
On 29 Nov MIDCPNIFTY was trading at 12619.50. The strike last trading price was 7.1, which was -7.40 lower than the previous day. The implied volatity was 20.92, the open interest changed by -61 which decreased total open position to 312
On 28 Nov MIDCPNIFTY was trading at 12553.75. The strike last trading price was 14.5, which was 0.25 higher than the previous day. The implied volatity was 22.79, the open interest changed by 76 which increased total open position to 375
On 27 Nov MIDCPNIFTY was trading at 12619.25. The strike last trading price was 14.25, which was -2.30 lower than the previous day. The implied volatity was 23.12, the open interest changed by 223 which increased total open position to 302
On 26 Nov MIDCPNIFTY was trading at 12569.65. The strike last trading price was 16.55, which was 3.55 higher than the previous day. The implied volatity was 22.75, the open interest changed by 77 which increased total open position to 77
On 25 Nov MIDCPNIFTY was trading at 12576.40. The strike last trading price was 13, which was -15.20 lower than the previous day. The implied volatity was 21.69, the open interest changed by 0 which decreased total open position to 0
On 22 Nov MIDCPNIFTY was trading at 12306.85. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 28.2, which was 0.00 lower than the previous day. The implied volatity was 6.28, 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 28.2, which was lower than the previous day. The implied volatity was 6.83, the open interest changed by 0 which decreased total open position to 0
