MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:13 PM IST
| MIDCPNIFTY 25NOV2024 11850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12173.30 | 330.7 | 16.65 | - | 62 | 9 | 20 | |||
| 19 Nov | 12171.65 | 314.05 | -1216.10 | 17.20 | 24 | 11 | 11 | |||
| 18 Nov | 12091.60 | 1530.15 | 0.00 | - | 0 | -7 | 0 | |||
| 14 Nov | 12100.10 | 1530.15 | 0.00 | - | 0 | 37 | 0 | |||
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| 13 Nov | 12071.10 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1530.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1530.15 | 1530.15 | - | 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 11850 expiring on 25NOV2024
Delta for 11850 CE is -
Historical price for 11850 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.30. The strike last trading price was 330.7, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 20
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 314.05, which was -1216.10 lower than the previous day. The implied volatity was 17.20, the open interest changed by 11 which increased total open position to 11
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1530.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1530.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, 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 1530.15, which was 1530.15 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 11850 PE | |||||||
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Delta: -0.13
Vega: 2.66
Theta: -7.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12173.30 | 19.25 | -7.75 | 23.54 | 51,624 | 1,744 | 2,644 |
| 19 Nov | 12171.65 | 27 | -17.50 | 19.89 | 17,517 | 662 | 918 |
| 18 Nov | 12091.60 | 44.5 | -64.90 | 20.87 | 434 | -6,273 | 177 |
| 14 Nov | 12100.10 | 109.4 | 0.00 | 3.47 | 0 | 778 | 0 |
| 13 Nov | 12071.10 | 109.4 | 0.00 | 3.58 | 0 | 3,149 | 0 |
| 12 Nov | 12333.00 | 109.4 | 0.00 | 6.60 | 0 | 0 | 0 |
| 11 Nov | 12495.70 | 109.4 | 0.00 | 7.17 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 109.4 | 0.00 | 6.70 | 0 | -1,802 | 0 |
| 7 Nov | 12594.40 | 109.4 | 0.00 | 7.05 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 109.4 | 0.00 | 7.24 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 109.4 | 0.00 | 5.05 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 109.4 | 0.00 | 4.37 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 109.4 | 0.00 | 5.12 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 109.4 | 0.00 | - | 0 | -2,231 | 0 |
| 30 Oct | 12448.25 | 109.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 109.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 109.4 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11850 expiring on 25NOV2024
Delta for 11850 PE is -0.13
Historical price for 11850 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.30. The strike last trading price was 19.25, which was -7.75 lower than the previous day. The implied volatity was 23.54, the open interest changed by 1744 which increased total open position to 2644
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 27, which was -17.50 lower than the previous day. The implied volatity was 19.89, the open interest changed by 662 which increased total open position to 918
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 44.5, which was -64.90 lower than the previous day. The implied volatity was 20.87, the open interest changed by -6273 which decreased total open position to 177
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 109.4, which was 0.00 lower than the previous day. The implied volatity was 3.47, the open interest changed by 778 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 109.4, which was 0.00 lower than the previous day. The implied volatity was 3.58, the open interest changed by 3149 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 109.4, which was 0.00 lower than the previous day. The implied volatity was 6.60, 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 109.4, which was 0.00 lower than the previous day. The implied volatity was 7.17, 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 109.4, which was 0.00 lower than the previous day. The implied volatity was 6.70, the open interest changed by -1802 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 109.4, which was 0.00 lower than the previous day. The implied volatity was 7.05, 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 109.4, which was 0.00 lower than the previous day. The implied volatity was 7.24, 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 109.4, which was 0.00 lower than the previous day. The implied volatity was 5.05, 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 109.4, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 109.4, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 109.4, 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 109.4, 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 109.4, 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 109.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
