MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 01:59 PM IST
| MIDCPNIFTY 25NOV2024 11825 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 1.80
Theta: -7.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12188.30 | 385.3 | -1165.40 | 20.69 | 18 | 9 | 9 | |||
| 19 Nov | 12171.65 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 12091.60 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 12654.95 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1550.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1550.7 | 1550.70 | - | 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 11825 expiring on 25NOV2024
Delta for 11825 CE is 0.93
Historical price for 11825 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12188.30. The strike last trading price was 385.3, which was -1165.40 lower than the previous day. The implied volatity was 20.69, the open interest changed by 9 which increased total open position to 9
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, 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 1550.7, which was 1550.70 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 11825 PE | |||||||
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Delta: -0.10
Vega: 2.25
Theta: -6.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12188.30 | 14.25 | -7.30 | 23.36 | 33,009 | 622 | 1,038 |
| 19 Nov | 12171.65 | 21.55 | -16.95 | 19.47 | 6,573 | 391 | 404 |
| 18 Nov | 12091.60 | 38.5 | -1.50 | 20.84 | 26 | 10 | 11 |
| 14 Nov | 12100.10 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 12495.70 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 40 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 40 | 0.00 | 0.00 | 0 | 6,147 | 0 |
| 4 Nov | 12299.65 | 40 | -65.40 | 18.10 | 1 | 0 | 0 |
| 1 Nov | 12402.15 | 105.4 | 0.00 | 5.23 | 0 | -1,672 | 0 |
| 31 Oct | 12343.15 | 105.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 105.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 105.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 105.4 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11825 expiring on 25NOV2024
Delta for 11825 PE is -0.10
Historical price for 11825 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12188.30. The strike last trading price was 14.25, which was -7.30 lower than the previous day. The implied volatity was 23.36, the open interest changed by 622 which increased total open position to 1038
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 21.55, which was -16.95 lower than the previous day. The implied volatity was 19.47, the open interest changed by 391 which increased total open position to 404
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 38.5, which was -1.50 lower than the previous day. The implied volatity was 20.84, the open interest changed by 10 which increased total open position to 11
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6147 which increased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 40, which was -65.40 lower than the previous day. The implied volatity was 18.10, 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 105.4, which was 0.00 lower than the previous day. The implied volatity was 5.23, the open interest changed by -1672 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 105.4, 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 105.4, 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 105.4, 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 105.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
