MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:03 PM IST
| MIDCPNIFTY 25NOV2024 11800 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 | 378 | 19.75 | - | 1,092 | 188 | 212 | |||
| 19 Nov | 12171.65 | 358.25 | -1213.10 | 17.49 | 33 | -71 | 25 | |||
| 18 Nov | 12091.60 | 1571.35 | 0.00 | - | 0 | 86 | 0 | |||
| 14 Nov | 12100.10 | 1571.35 | 0.00 | - | 0 | 114 | 0 | |||
| 13 Nov | 12071.10 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1571.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 12448.25 | 1571.35 | 1571.35 | - | 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 11800 expiring on 25NOV2024
Delta for 11800 CE is -
Historical price for 11800 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 378, which was 19.75 higher than the previous day. The implied volatity was -, the open interest changed by 188 which increased total open position to 212
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 358.25, which was -1213.10 lower than the previous day. The implied volatity was 17.49, the open interest changed by -71 which decreased total open position to 25
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1571.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 86 which increased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1571.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 114 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, 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 1571.35, which was 1571.35 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 11800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 1.82
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 9.35 | -10.85 | 21.29 | 1,44,360 | 3,238 | 7,661 |
| 19 Nov | 12171.65 | 20.2 | -16.70 | 20.13 | 64,077 | 3,070 | 4,755 |
| 18 Nov | 12091.60 | 36.9 | -8.80 | 21.57 | 6,346 | 995 | 1,627 |
| 14 Nov | 12100.10 | 45.7 | -16.30 | 19.68 | 1,266 | 454 | 659 |
| 13 Nov | 12071.10 | 62 | 36.00 | 22.02 | 535 | 130 | 202 |
| 12 Nov | 12333.00 | 26 | 6.50 | 20.07 | 274 | 35 | 73 |
| 11 Nov | 12495.70 | 19.5 | -82.00 | 22.46 | 67 | 39 | 39 |
| 8 Nov | 12520.60 | 101.5 | 0.00 | 7.13 | 0 | -9,349 | 0 |
| 7 Nov | 12594.40 | 101.5 | 0.00 | 7.43 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 101.5 | 0.00 | 7.64 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 101.5 | 0.00 | 5.46 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 101.5 | 0.00 | 4.74 | 0 | -17,313 | 0 |
| 1 Nov | 12402.15 | 101.5 | 0.00 | 5.27 | 0 | -18,089 | 0 |
| 31 Oct | 12343.15 | 101.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 101.5 | 0.00 | - | 0 | -14,178 | 0 |
| 29 Oct | 12524.20 | 101.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 101.5 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11800 expiring on 25NOV2024
Delta for 11800 PE is -0.08
Historical price for 11800 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 9.35, which was -10.85 lower than the previous day. The implied volatity was 21.29, the open interest changed by 3238 which increased total open position to 7661
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 20.2, which was -16.70 lower than the previous day. The implied volatity was 20.13, the open interest changed by 3070 which increased total open position to 4755
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 36.9, which was -8.80 lower than the previous day. The implied volatity was 21.57, the open interest changed by 995 which increased total open position to 1627
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 45.7, which was -16.30 lower than the previous day. The implied volatity was 19.68, the open interest changed by 454 which increased total open position to 659
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 62, which was 36.00 higher than the previous day. The implied volatity was 22.02, the open interest changed by 130 which increased total open position to 202
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 26, which was 6.50 higher than the previous day. The implied volatity was 20.07, the open interest changed by 35 which increased total open position to 73
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 19.5, which was -82.00 lower than the previous day. The implied volatity was 22.46, the open interest changed by 39 which increased total open position to 39
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 101.5, which was 0.00 lower than the previous day. The implied volatity was 7.13, the open interest changed by -9349 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 101.5, which was 0.00 lower than the previous day. The implied volatity was 7.43, 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 101.5, which was 0.00 lower than the previous day. The implied volatity was 7.64, 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 101.5, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 101.5, which was 0.00 lower than the previous day. The implied volatity was 4.74, the open interest changed by -17313 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 101.5, which was 0.00 lower than the previous day. The implied volatity was 5.27, the open interest changed by -18089 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 101.5, 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 101.5, 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 101.5, 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 101.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
