MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:40 PM IST
| MIDCPNIFTY 25NOV2024 11650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12153.05 | 467.35 | -1230.20 | - | 3 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 12091.60 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1697.55 | 0.00 | - | 0 | 45 | 0 | |||
| 5 Nov | 12371.85 | 1697.55 | 0.00 | - | 0 | -11 | 0 | |||
| 4 Nov | 12299.65 | 1697.55 | 0.00 | - | 0 | -11 | 0 | |||
| 1 Nov | 12402.15 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1697.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1697.55 | 1697.55 | - | 0 | -11 | 0 | |||
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 12400.20 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 11650 expiring on 25NOV2024
Delta for 11650 CE is -
Historical price for 11650 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12153.05. The strike last trading price was 467.35, which was -1230.20 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 1697.55, 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 1697.55, 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 1697.55, 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 1697.55, 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 1697.55, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1697.55, 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 1697.55, 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 1697.55, 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 1697.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1697.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1697.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1697.55, 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 1697.55, 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 1697.55, which was 1697.55 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 11650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 1.46
Theta: -4.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12153.05 | 8.25 | -1.25 | 26.34 | 28,025 | 1,739 | 2,418 |
| 19 Nov | 12171.65 | 9.5 | -2.60 | 21.63 | 7,906 | 645 | 680 |
| 18 Nov | 12091.60 | 12.1 | -68.25 | 20.10 | 64 | 32 | 32 |
| 14 Nov | 12100.10 | 80.35 | 0.00 | 5.74 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 80.35 | 0.00 | 5.71 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 80.35 | 80.35 | 8.43 | 0 | -1,680 | 0 |
| 11 Nov | 12495.70 | 0 | 0.00 | 9.13 | 0 | -1,254 | 0 |
| 8 Nov | 12520.60 | 0 | 0.00 | 8.37 | 0 | -1,727 | 0 |
| 7 Nov | 12594.40 | 0 | 0.00 | 8.66 | 0 | -1,377 | 0 |
| 6 Nov | 12654.95 | 0 | 0.00 | 8.79 | 0 | -144 | 0 |
| 5 Nov | 12371.85 | 0 | 0.00 | 6.67 | 0 | -4,138 | 0 |
| 4 Nov | 12299.65 | 0 | 0.00 | 6.04 | 0 | -1,775 | 0 |
| 1 Nov | 12402.15 | 0 | 0.00 | 6.60 | 0 | -3,091 | 0 |
| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | -489 | 0 |
| 30 Oct | 12448.25 | 0 | 0.00 | - | 0 | -137 | 0 |
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | -79 | 0 |
| 28 Oct | 12400.20 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11650 expiring on 25NOV2024
Delta for 11650 PE is -0.06
Historical price for 11650 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12153.05. The strike last trading price was 8.25, which was -1.25 lower than the previous day. The implied volatity was 26.34, the open interest changed by 1739 which increased total open position to 2418
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 9.5, which was -2.60 lower than the previous day. The implied volatity was 21.63, the open interest changed by 645 which increased total open position to 680
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 12.1, which was -68.25 lower than the previous day. The implied volatity was 20.10, the open interest changed by 32 which increased total open position to 32
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 80.35, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 80.35, which was 0.00 lower than the previous day. The implied volatity was 5.71, 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 80.35, which was 80.35 higher than the previous day. The implied volatity was 8.43, the open interest changed by -1680 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.13, the open interest changed by -1254 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.37, the open interest changed by -1727 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.66, the open interest changed by -1377 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.79, the open interest changed by -144 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.67, the open interest changed by -4138 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.04, the open interest changed by -1775 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.60, the open interest changed by -3091 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. 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 30 Oct MIDCPNIFTY was trading at 12448.25. 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 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
