MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:28 PM IST
| MIDCPNIFTY 25NOV2024 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.30 | 641.65 | -42.00 | - | 22 | -3 | 13 | |||
| 19 Nov | 12171.65 | 683.65 | -1143.65 | 37.94 | 16 | 10 | 10 | |||
| 18 Nov | 12091.60 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 12371.85 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1827.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1827.3 | 1827.30 | - | 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 11500 expiring on 25NOV2024
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.30. The strike last trading price was 641.65, which was -42.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 13
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 683.65, which was -1143.65 lower than the previous day. The implied volatity was 37.94, the open interest changed by 10 which increased total open position to 10
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, 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 1827.3, which was 1827.30 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 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.92
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.30 | 4.8 | -1.50 | 29.63 | 72,799 | 5,711 | 24,890 |
| 19 Nov | 12171.65 | 6.3 | -2.65 | 24.65 | 63,099 | 12,234 | 19,114 |
| 18 Nov | 12091.60 | 8.95 | -9.00 | 23.55 | 15,493 | 4,270 | 6,863 |
| 14 Nov | 12100.10 | 17.95 | -4.10 | 22.77 | 5,303 | 1,176 | 2,591 |
| 13 Nov | 12071.10 | 22.05 | 11.30 | 23.43 | 5,310 | 678 | 1,417 |
| 12 Nov | 12333.00 | 10.75 | -52.05 | 22.86 | 969 | 732 | 732 |
| 8 Nov | 12520.60 | 62.8 | 0.00 | 9.70 | 0 | -426 | 0 |
| 7 Nov | 12594.40 | 62.8 | 0.00 | 10.35 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 62.8 | 0.00 | 10.42 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 62.8 | 0.00 | 7.85 | 0 | -17,967 | 0 |
| 4 Nov | 12299.65 | 62.8 | 0.00 | 7.05 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 62.8 | 0.00 | 7.68 | 0 | -967 | 0 |
| 31 Oct | 12343.15 | 62.8 | 0.00 | - | 0 | -14,588 | 0 |
| 30 Oct | 12448.25 | 62.8 | 0.00 | - | 0 | -11,700 | 0 |
| 29 Oct | 12524.20 | 62.8 | 0.00 | - | 0 | -3,954 | 0 |
| 28 Oct | 12400.20 | 62.8 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11500 expiring on 25NOV2024
Delta for 11500 PE is -0.03
Historical price for 11500 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.30. The strike last trading price was 4.8, which was -1.50 lower than the previous day. The implied volatity was 29.63, the open interest changed by 5711 which increased total open position to 24890
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 6.3, which was -2.65 lower than the previous day. The implied volatity was 24.65, the open interest changed by 12234 which increased total open position to 19114
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 8.95, which was -9.00 lower than the previous day. The implied volatity was 23.55, the open interest changed by 4270 which increased total open position to 6863
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 17.95, which was -4.10 lower than the previous day. The implied volatity was 22.77, the open interest changed by 1176 which increased total open position to 2591
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 22.05, which was 11.30 higher than the previous day. The implied volatity was 23.43, the open interest changed by 678 which increased total open position to 1417
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 10.75, which was -52.05 lower than the previous day. The implied volatity was 22.86, the open interest changed by 732 which increased total open position to 732
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was 9.70, the open interest changed by -426 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was 10.35, 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 62.8, which was 0.00 lower than the previous day. The implied volatity was 10.42, 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 62.8, which was 0.00 lower than the previous day. The implied volatity was 7.85, the open interest changed by -17967 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 62.8, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 62.8, which was 0.00 lower than the previous day. The implied volatity was 7.68, the open interest changed by -967 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 62.8, 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 62.8, 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 62.8, 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 62.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
