MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
| MIDCPNIFTY 25NOV2024 11925 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 2.33
Theta: -7.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 265 | -1204.25 | 16.30 | 837 | 86 | 86 | |||
| 19 Nov | 12171.65 | 1469.25 | 0.00 | - | 0 | 44 | 0 | |||
| 18 Nov | 12091.60 | 1469.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1469.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1469.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1469.25 | 0.00 | - | 0 | -2 | 0 | |||
| 11 Nov | 12495.70 | 1469.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1469.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1469.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1469.25 | 1469.25 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 11925 expiring on 25NOV2024
Delta for 11925 CE is 0.89
Historical price for 11925 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 265, which was -1204.25 lower than the previous day. The implied volatity was 16.30, the open interest changed by 86 which increased total open position to 86
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1469.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1469.25, 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 1469.25, 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 1469.25, 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 1469.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1469.25, 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 1469.25, 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 1469.25, 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 1469.25, which was 1469.25 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 11925 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 3.01
Theta: -6.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 20.35 | -19.65 | 19.91 | 63,690 | 1,403 | 2,100 |
| 19 Nov | 12171.65 | 40 | -29.95 | 19.42 | 12,422 | 699 | 705 |
| 18 Nov | 12091.60 | 69.95 | -52.20 | 21.96 | 9 | 6 | 6 |
| 14 Nov | 12100.10 | 122.15 | 0.00 | 2.63 | 0 | 1,654 | 0 |
| 13 Nov | 12071.10 | 122.15 | 0.00 | 2.71 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 122.15 | 0.00 | 5.13 | 0 | 0 | 0 |
| 11 Nov | 12495.70 | 122.15 | 0.00 | 6.03 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 122.15 | 0.00 | 6.06 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 122.15 | 0.00 | 6.44 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 122.15 | 0.00 | 6.64 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 122.15 | 0.00 | 4.43 | 0 | -9,171 | 0 |
| 4 Nov | 12299.65 | 122.15 | 0.00 | 3.82 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 122.15 | 0.00 | 4.55 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 122.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 122.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 122.15 | 0.00 | - | 0 | -55 | 0 |
| 28 Oct | 12400.20 | 122.15 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11925 expiring on 25NOV2024
Delta for 11925 PE is -0.15
Historical price for 11925 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 20.35, which was -19.65 lower than the previous day. The implied volatity was 19.91, the open interest changed by 1403 which increased total open position to 2100
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 40, which was -29.95 lower than the previous day. The implied volatity was 19.42, the open interest changed by 699 which increased total open position to 705
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 69.95, which was -52.20 lower than the previous day. The implied volatity was 21.96, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 2.63, the open interest changed by 1654 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 122.15, which was 0.00 lower than the previous day. The implied volatity was 2.71, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 6.03, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 6.44, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 6.64, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 4.43, the open interest changed by -9171 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 122.15, which was 0.00 lower than the previous day. The implied volatity was 3.82, 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 122.15, which was 0.00 lower than the previous day. The implied volatity was 4.55, 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 122.15, 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 122.15, 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 29 Oct MIDCPNIFTY was trading at 12524.20. The strike last trading price was 122.15, 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 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 122.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
