MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:00 PM IST
| MIDCPNIFTY 25NOV2024 11875 CE | ||||||||||
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Delta: 0.88
Vega: 2.64
Theta: -10.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12183.05 | 338.45 | 23.45 | 22.17 | 16 | 6 | 10 | |||
| 19 Nov | 12171.65 | 315 | -1194.75 | 22.78 | 21 | -99 | 5 | |||
| 18 Nov | 12091.60 | 1509.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1509.75 | 0.00 | - | 0 | 37 | 0 | |||
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| 13 Nov | 12071.10 | 1509.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1509.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1509.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1509.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1509.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1509.75 | 1509.75 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | - | 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 11875 expiring on 25NOV2024
Delta for 11875 CE is 0.88
Historical price for 11875 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12183.05. The strike last trading price was 338.45, which was 23.45 higher than the previous day. The implied volatity was 22.17, the open interest changed by 6 which increased total open position to 10
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 315, which was -1194.75 lower than the previous day. The implied volatity was 22.78, the open interest changed by -99 which decreased total open position to 5
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1509.75, 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 1509.75, 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 1509.75, 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 1509.75, 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 1509.75, 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 1509.75, 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 1509.75, 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 1509.75, which was 1509.75 higher 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 0, 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 0, 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 0, 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 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
| MIDCPNIFTY 25NOV2024 11875 PE | |||||||
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Delta: -0.13
Vega: 2.73
Theta: -7.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12183.05 | 19.4 | -9.65 | 22.78 | 39,651 | 852 | 1,311 |
| 19 Nov | 12171.65 | 29.05 | -20.95 | 19.33 | 9,110 | 415 | 422 |
| 18 Nov | 12091.60 | 50 | -63.55 | 20.88 | 7 | 6 | 6 |
| 14 Nov | 12100.10 | 113.55 | 0.00 | 3.17 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 113.55 | 0.00 | 2.61 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 113.55 | 113.55 | 5.62 | 0 | -10,483 | 0 |
| 11 Nov | 12495.70 | 0 | 0.00 | 6.62 | 0 | -1,319 | 0 |
| 8 Nov | 12520.60 | 0 | 0.00 | 6.49 | 0 | -489 | 0 |
| 7 Nov | 12594.40 | 0 | 0.00 | 6.85 | 0 | -380 | 0 |
| 6 Nov | 12654.95 | 0 | 0.00 | 7.04 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 0 | 0.00 | 4.84 | 0 | -7,374 | 0 |
| 4 Nov | 12299.65 | 0 | 0.00 | 4.23 | 0 | -2,201 | 0 |
| 1 Nov | 12402.15 | 0 | 0.00 | 4.93 | 0 | -3,012 | 0 |
| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | -68 | 0 |
| 30 Oct | 12448.25 | 0 | 0.00 | - | 0 | -211 | 0 |
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | -2 | 0 |
| 28 Oct | 12400.20 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11875 expiring on 25NOV2024
Delta for 11875 PE is -0.13
Historical price for 11875 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12183.05. The strike last trading price was 19.4, which was -9.65 lower than the previous day. The implied volatity was 22.78, the open interest changed by 852 which increased total open position to 1311
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 29.05, which was -20.95 lower than the previous day. The implied volatity was 19.33, the open interest changed by 415 which increased total open position to 422
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 50, which was -63.55 lower than the previous day. The implied volatity was 20.88, the open interest changed by 6 which increased total open position to 6
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 113.55, which was 0.00 lower than the previous day. The implied volatity was 3.17, 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 113.55, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 113.55, which was 113.55 higher than the previous day. The implied volatity was 5.62, the open interest changed by -10483 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 6.62, the open interest changed by -1319 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 6.49, the open interest changed by -489 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 6.85, the open interest changed by -380 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 7.04, 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 4.84, the open interest changed by -7374 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 4.23, the open interest changed by -2201 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 4.93, the open interest changed by -3012 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
