MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:03 PM IST
| MIDCPNIFTY 25NOV2024 11900 CE | ||||||||||
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Delta: 0.95
Vega: 1.23
Theta: -5.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12181.45 | 298 | 30.95 | 13.78 | 1,215 | 26 | 287 | |||
| 19 Nov | 12171.65 | 267.05 | 29.50 | 16.15 | 604 | -105 | 261 | |||
| 18 Nov | 12091.60 | 237.55 | -1251.90 | 14.46 | 540 | 369 | 369 | |||
| 14 Nov | 12100.10 | 1489.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1489.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1489.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1489.45 | 0.00 | - | 0 | -3 | 0 | |||
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| 8 Nov | 12520.60 | 1489.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1489.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1489.45 | 1489.45 | - | 0 | 82 | 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 11900 expiring on 25NOV2024
Delta for 11900 CE is 0.95
Historical price for 11900 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.45. The strike last trading price was 298, which was 30.95 higher than the previous day. The implied volatity was 13.78, the open interest changed by 26 which increased total open position to 287
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 267.05, which was 29.50 higher than the previous day. The implied volatity was 16.15, the open interest changed by -105 which decreased total open position to 261
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 237.55, which was -1251.90 lower than the previous day. The implied volatity was 14.46, the open interest changed by 369 which increased total open position to 369
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1489.45, 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 1489.45, 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 1489.45, 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 1489.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1489.45, 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 1489.45, 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 1489.45, which was 1489.45 higher than the previous day. The implied volatity was -, the open interest changed by 82 which increased 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 11900 PE | |||||||
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Delta: -0.15
Vega: 2.99
Theta: -7.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12181.45 | 22.75 | -12.25 | 22.63 | 1,23,838 | 1,732 | 5,387 |
| 19 Nov | 12171.65 | 35 | -20.55 | 19.58 | 53,241 | -43,853 | 3,942 |
| 18 Nov | 12091.60 | 55.55 | -17.95 | 20.60 | 9,485 | -17,108 | 2,015 |
| 14 Nov | 12100.10 | 73.5 | 46.50 | 20.19 | 1,261 | -4,350 | 474 |
| 13 Nov | 12071.10 | 27 | 0.00 | 0.00 | 0 | 4,341 | 0 |
| 12 Nov | 12333.00 | 27 | 0.00 | 0.00 | 0 | 3,871 | 0 |
| 11 Nov | 12495.70 | 27 | -13.00 | 21.79 | 1 | 2 | 2 |
| 8 Nov | 12520.60 | 40 | 0.00 | 0.00 | 0 | 2 | 2 |
| 7 Nov | 12594.40 | 40 | 0.00 | 0.00 | 0 | 1,809 | 0 |
| 6 Nov | 12654.95 | 40 | -5.95 | 24.73 | 2 | 3 | 3 |
| 5 Nov | 12371.85 | 45.95 | 2.15 | 19.44 | 1 | -70,819 | 3 |
| 4 Nov | 12299.65 | 43.8 | -74.00 | 16.58 | 3 | 2 | 2 |
| 1 Nov | 12402.15 | 117.8 | 0.00 | 4.74 | 0 | -27,772 | 0 |
| 31 Oct | 12343.15 | 117.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 117.8 | 0.00 | - | 0 | -3,852 | 0 |
| 29 Oct | 12524.20 | 117.8 | 0.00 | - | 0 | -1,236 | 0 |
| 28 Oct | 12400.20 | 117.8 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11900 expiring on 25NOV2024
Delta for 11900 PE is -0.15
Historical price for 11900 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.45. The strike last trading price was 22.75, which was -12.25 lower than the previous day. The implied volatity was 22.63, the open interest changed by 1732 which increased total open position to 5387
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 35, which was -20.55 lower than the previous day. The implied volatity was 19.58, the open interest changed by -43853 which decreased total open position to 3942
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 55.55, which was -17.95 lower than the previous day. The implied volatity was 20.60, the open interest changed by -17108 which decreased total open position to 2015
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 73.5, which was 46.50 higher than the previous day. The implied volatity was 20.19, the open interest changed by -4350 which decreased total open position to 474
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4341 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3871 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 27, which was -13.00 lower than the previous day. The implied volatity was 21.79, the open interest changed by 2 which increased total open position to 2
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 2 which increased total open position to 2
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 1809 which increased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 40, which was -5.95 lower than the previous day. The implied volatity was 24.73, the open interest changed by 3 which increased total open position to 3
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 45.95, which was 2.15 higher than the previous day. The implied volatity was 19.44, the open interest changed by -70819 which decreased total open position to 3
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 43.8, which was -74.00 lower than the previous day. The implied volatity was 16.58, the open interest changed by 2 which increased total open position to 2
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 117.8, which was 0.00 lower than the previous day. The implied volatity was 4.74, the open interest changed by -27772 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 117.8, 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 117.8, 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 117.8, 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 117.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
