MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:02 PM IST
| MIDCPNIFTY 25NOV2024 11600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12185.80 | 515 | -50.00 | - | 1 | 0 | 4 | |||
| 19 Nov | 12171.65 | 565 | 65.00 | 27.45 | 1 | 2 | 4 | |||
| 18 Nov | 12091.60 | 500 | -1240.40 | - | 5 | 4 | 4 | |||
| 14 Nov | 12100.10 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1740.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1740.4 | 1740.40 | - | 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 11600 expiring on 25NOV2024
Delta for 11600 CE is -
Historical price for 11600 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12185.80. The strike last trading price was 515, which was -50.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 565, which was 65.00 higher than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 4
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 500, which was -1240.40 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1740.4, 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 1740.4, 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 1740.4, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1740.4, 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 1740.4, 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 1740.4, 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 1740.4, 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 1740.4, 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 1740.4, 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 1740.4, 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 1740.4, 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 1740.4, which was 1740.40 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 11600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 1.14
Theta: -3.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12185.80 | 6.05 | -0.70 | 27.77 | 43,593 | 3,491 | 6,466 |
| 19 Nov | 12171.65 | 6.75 | -6.35 | 21.74 | 24,580 | 1,466 | 3,105 |
| 18 Nov | 12091.60 | 13.1 | -11.60 | 22.20 | 8,004 | -11,093 | 1,639 |
| 14 Nov | 12100.10 | 24.7 | -8.40 | 21.81 | 569 | 62 | 515 |
| 13 Nov | 12071.10 | 33.1 | 18.50 | 23.30 | 585 | 107 | 466 |
| 12 Nov | 12333.00 | 14.6 | 6.55 | 22.02 | 465 | 74 | 357 |
| 11 Nov | 12495.70 | 8.05 | -66.10 | 22.35 | 400 | 273 | 273 |
| 8 Nov | 12520.60 | 74.15 | 0.00 | 9.25 | 0 | -6,119 | 0 |
| 7 Nov | 12594.40 | 74.15 | 0.00 | 9.48 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 74.15 | 0.00 | 9.65 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 74.15 | 0.00 | 7.07 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 74.15 | 0.00 | 6.45 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 74.15 | 0.00 | 6.96 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 74.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 74.15 | 0.00 | - | 0 | -5,556 | 0 |
| 29 Oct | 12524.20 | 74.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 74.15 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11600 expiring on 25NOV2024
Delta for 11600 PE is -0.04
Historical price for 11600 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12185.80. The strike last trading price was 6.05, which was -0.70 lower than the previous day. The implied volatity was 27.77, the open interest changed by 3491 which increased total open position to 6466
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 6.75, which was -6.35 lower than the previous day. The implied volatity was 21.74, the open interest changed by 1466 which increased total open position to 3105
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 13.1, which was -11.60 lower than the previous day. The implied volatity was 22.20, the open interest changed by -11093 which decreased total open position to 1639
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 24.7, which was -8.40 lower than the previous day. The implied volatity was 21.81, the open interest changed by 62 which increased total open position to 515
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 33.1, which was 18.50 higher than the previous day. The implied volatity was 23.30, the open interest changed by 107 which increased total open position to 466
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 14.6, which was 6.55 higher than the previous day. The implied volatity was 22.02, the open interest changed by 74 which increased total open position to 357
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 8.05, which was -66.10 lower than the previous day. The implied volatity was 22.35, the open interest changed by 273 which increased total open position to 273
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 74.15, which was 0.00 lower than the previous day. The implied volatity was 9.25, the open interest changed by -6119 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 74.15, which was 0.00 lower than the previous day. The implied volatity was 9.48, 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 74.15, which was 0.00 lower than the previous day. The implied volatity was 9.65, 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 74.15, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 74.15, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 74.15, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 74.15, 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 74.15, 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 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 74.15, 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 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 74.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
