MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:42 PM IST
| MIDCPNIFTY 25NOV2024 11400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12149.25 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 12091.60 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 12371.85 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1915.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1915.55 | 0.00 | - | 0 | -4 | 0 | |||
| 30 Oct | 12448.25 | 1915.55 | 1915.55 | - | 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 11400 expiring on 25NOV2024
Delta for 11400 CE is -
Historical price for 11400 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12149.25. The strike last trading price was 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, 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 1915.55, which was 1915.55 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 11400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.66
Theta: -2.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12149.25 | 3.2 | -0.10 | 30.78 | 25,614 | 1,855 | 3,947 |
| 19 Nov | 12171.65 | 3.3 | -1.70 | 24.90 | 14,180 | -8,044 | 2,172 |
| 18 Nov | 12091.60 | 5 | -7.50 | 23.87 | 7,809 | -3,999 | 3,431 |
| 14 Nov | 12100.10 | 12.5 | -5.00 | 23.48 | 933 | -3,361 | 625 |
| 13 Nov | 12071.10 | 17.5 | 9.50 | 24.70 | 41 | 18 | 18 |
| 12 Nov | 12333.00 | 8 | -44.90 | 23.88 | 4 | 2 | 2 |
| 8 Nov | 12520.60 | 52.9 | 0.00 | 10.88 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 52.9 | 0.00 | 11.09 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 52.9 | 0.00 | 11.17 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 52.9 | 0.00 | 6.94 | 0 | -2,545 | 0 |
| 4 Nov | 12299.65 | 52.9 | 0.00 | 8.00 | 0 | -19 | 0 |
| 1 Nov | 12402.15 | 52.9 | 0.00 | 8.39 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 52.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 52.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 52.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 52.9 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11400 expiring on 25NOV2024
Delta for 11400 PE is -0.02
Historical price for 11400 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12149.25. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 30.78, the open interest changed by 1855 which increased total open position to 3947
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 3.3, which was -1.70 lower than the previous day. The implied volatity was 24.90, the open interest changed by -8044 which decreased total open position to 2172
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 5, which was -7.50 lower than the previous day. The implied volatity was 23.87, the open interest changed by -3999 which decreased total open position to 3431
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 12.5, which was -5.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by -3361 which decreased total open position to 625
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 17.5, which was 9.50 higher than the previous day. The implied volatity was 24.70, the open interest changed by 18 which increased total open position to 18
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 8, which was -44.90 lower than the previous day. The implied volatity was 23.88, the open interest changed by 2 which increased total open position to 2
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 10.88, 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 52.9, which was 0.00 lower than the previous day. The implied volatity was 11.09, 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 52.9, which was 0.00 lower than the previous day. The implied volatity was 11.17, 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 52.9, which was 0.00 lower than the previous day. The implied volatity was 6.94, the open interest changed by -2545 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 8.00, the open interest changed by -19 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 52.9, which was 0.00 lower than the previous day. The implied volatity was 8.39, 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 52.9, 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 52.9, 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 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 52.9, 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 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 52.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
