MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
| MIDCPNIFTY 25NOV2024 11675 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1676.25 | 0.00 | - | 0 | 272 | 0 | |||
| 18 Nov | 12091.60 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 12100.10 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1676.25 | 0.00 | - | 0 | 9 | 0 | |||
| 5 Nov | 12371.85 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1676.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1676.25 | 1676.25 | - | 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 11675 expiring on 25NOV2024
Delta for 11675 CE is -
Historical price for 11675 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 1676.25, 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 1676.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 272 which increased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1676.25, 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 1676.25, 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 1676.25, 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 1676.25, 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 1676.25, 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 1676.25, 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 1676.25, 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 1676.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1676.25, 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 1676.25, 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 1676.25, 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 1676.25, 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 1676.25, which was 1676.25 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 11675 PE | |||||||
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Delta: -0.04
Vega: 1.09
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 4.8 | -5.80 | 23.23 | 14,802 | 1,033 | 1,422 |
| 19 Nov | 12171.65 | 10.6 | -12.25 | 21.27 | 2,618 | -16,530 | 401 |
| 18 Nov | 12091.60 | 22.85 | -60.80 | 22.90 | 228 | -3,473 | 157 |
| 14 Nov | 12100.10 | 83.65 | 0.00 | 5.46 | 0 | 643 | 0 |
| 13 Nov | 12071.10 | 83.65 | 83.65 | 5.38 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 0 | 0.00 | 7.61 | 0 | 0 | 0 |
| 11 Nov | 12495.70 | 0 | 0.00 | 8.90 | 0 | -441 | 0 |
| 8 Nov | 12520.60 | 0 | 0.00 | 8.16 | 0 | -401 | 0 |
| 7 Nov | 12594.40 | 0 | 0.00 | 8.46 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 0 | 0.00 | 8.60 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 0 | 0.00 | 6.47 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 0 | 0.00 | 5.84 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 0 | 0.00 | 6.42 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 0 | 0.00 | - | 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 11675 expiring on 25NOV2024
Delta for 11675 PE is -0.04
Historical price for 11675 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 4.8, which was -5.80 lower than the previous day. The implied volatity was 23.23, the open interest changed by 1033 which increased total open position to 1422
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 10.6, which was -12.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by -16530 which decreased total open position to 401
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 22.85, which was -60.80 lower than the previous day. The implied volatity was 22.90, the open interest changed by -3473 which decreased total open position to 157
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 83.65, which was 0.00 lower than the previous day. The implied volatity was 5.46, the open interest changed by 643 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 83.65, which was 83.65 higher than the previous day. The implied volatity was 5.38, 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 0, which was 0.00 lower than the previous day. The implied volatity was 7.61, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.90, the open interest changed by -441 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 8.16, the open interest changed by -401 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 8.46, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.60, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 0, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 0, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 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
