MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:24 PM IST
| MIDCPNIFTY 25NOV2024 11625 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12181.65 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1718.9 | 0.00 | - | 0 | 4 | 0 | |||
| 18 Nov | 12091.60 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 12071.10 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1718.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1718.9 | 1718.90 | - | 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 11625 expiring on 25NOV2024
Delta for 11625 CE is -
Historical price for 11625 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.65. The strike last trading price was 1718.9, 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 1718.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, 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 1718.9, which was 1718.90 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 11625 PE | |||||||
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Delta: -0.04
Vega: 1.20
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12181.65 | 6.35 | -1.50 | 26.94 | 11,857 | 898 | 1,101 |
| 19 Nov | 12171.65 | 7.85 | -8.50 | 21.56 | 760 | 215 | 218 |
| 18 Nov | 12091.60 | 16.35 | -60.85 | 22.66 | 3 | 1 | 1 |
| 14 Nov | 12100.10 | 77.2 | 0.00 | 6.00 | 0 | 632 | 0 |
| 13 Nov | 12071.10 | 77.2 | 0.00 | 5.94 | 0 | -33 | 0 |
| 12 Nov | 12333.00 | 77.2 | 0.00 | 7.75 | 0 | -722 | 0 |
| 11 Nov | 12495.70 | 77.2 | 0.00 | 9.36 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 77.2 | 0.00 | 8.57 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 77.2 | 0.00 | 9.32 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 77.2 | 0.00 | 9.45 | 0 | -278 | 0 |
| 5 Nov | 12371.85 | 77.2 | 0.00 | 6.87 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 77.2 | 0.00 | 6.24 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 77.2 | 0.00 | 6.79 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 77.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 77.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 77.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 77.2 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11625 expiring on 25NOV2024
Delta for 11625 PE is -0.04
Historical price for 11625 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.65. The strike last trading price was 6.35, which was -1.50 lower than the previous day. The implied volatity was 26.94, the open interest changed by 898 which increased total open position to 1101
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 7.85, which was -8.50 lower than the previous day. The implied volatity was 21.56, the open interest changed by 215 which increased total open position to 218
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 16.35, which was -60.85 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 1
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 6.00, the open interest changed by 632 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 5.94, the open interest changed by -33 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 7.75, the open interest changed by -722 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 9.36, 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 77.2, which was 0.00 lower than the previous day. The implied volatity was 8.57, 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 77.2, which was 0.00 lower than the previous day. The implied volatity was 9.32, 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 77.2, which was 0.00 lower than the previous day. The implied volatity was 9.45, the open interest changed by -278 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 77.2, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 77.2, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 77.2, which was 0.00 lower than the previous day. The implied volatity was 6.79, 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 77.2, 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 77.2, 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 77.2, 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 77.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
