MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:09 PM IST
| MIDCPNIFTY 25NOV2024 11725 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12173.45 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 1633.95 | 0.00 | - | 0 | 117 | 0 | |||
| 18 Nov | 12091.60 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 12594.40 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1633.95 | 0.00 | - | 0 | -5 | 0 | |||
| 4 Nov | 12299.65 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1633.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1633.95 | 1633.95 | - | 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 11725 expiring on 25NOV2024
Delta for 11725 CE is -
Historical price for 11725 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.45. The strike last trading price was 1633.95, 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 1633.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 117 which increased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1633.95, 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 1633.95, 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 1633.95, 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 1633.95, 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 1633.95, 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 1633.95, 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 1633.95, 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 1633.95, 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 1633.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1633.95, 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 1633.95, 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 1633.95, 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 1633.95, which was 1633.95 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 11725 PE | |||||||
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Delta: -0.07
Vega: 1.77
Theta: -5.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12173.45 | 10.65 | -2.90 | 25.41 | 17,516 | 1,133 | 1,509 |
| 19 Nov | 12171.65 | 13.55 | -11.95 | 20.72 | 2,821 | -22,437 | 405 |
| 18 Nov | 12091.60 | 25.5 | -64.95 | 21.82 | 17 | 12 | 12 |
| 14 Nov | 12100.10 | 90.45 | 0.00 | 4.93 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 90.45 | 0.00 | 4.87 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 90.45 | 0.00 | 7.13 | 0 | -1,866 | 0 |
| 11 Nov | 12495.70 | 90.45 | 0.00 | 7.99 | 0 | -685 | 0 |
| 8 Nov | 12520.60 | 90.45 | 0.00 | 7.75 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 90.45 | 0.00 | 8.06 | 0 | -175 | 0 |
| 6 Nov | 12654.95 | 90.45 | 0.00 | 8.21 | 0 | -41 | 0 |
| 5 Nov | 12371.85 | 90.45 | 0.00 | 6.07 | 0 | -4,566 | 0 |
| 4 Nov | 12299.65 | 90.45 | 0.00 | 5.41 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 90.45 | 0.00 | 6.05 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 90.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 90.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 90.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 90.45 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11725 expiring on 25NOV2024
Delta for 11725 PE is -0.07
Historical price for 11725 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.45. The strike last trading price was 10.65, which was -2.90 lower than the previous day. The implied volatity was 25.41, the open interest changed by 1133 which increased total open position to 1509
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 13.55, which was -11.95 lower than the previous day. The implied volatity was 20.72, the open interest changed by -22437 which decreased total open position to 405
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 25.5, which was -64.95 lower than the previous day. The implied volatity was 21.82, the open interest changed by 12 which increased total open position to 12
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 90.45, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 90.45, which was 0.00 lower than the previous day. The implied volatity was 7.13, the open interest changed by -1866 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 7.99, the open interest changed by -685 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 7.75, 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 90.45, which was 0.00 lower than the previous day. The implied volatity was 8.06, the open interest changed by -175 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 8.21, the open interest changed by -41 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 6.07, the open interest changed by -4566 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 90.45, which was 0.00 lower than the previous day. The implied volatity was 5.41, 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 90.45, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 90.45, 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 90.45, 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 90.45, 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 90.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
