MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:25 PM IST
| MIDCPNIFTY 25NOV2024 11975 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 3.02
Theta: -9.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12179.90 | 235.05 | 23.15 | 16.86 | 2,818 | 324 | 379 | |||
| 19 Nov | 12171.65 | 211.9 | -1217.30 | 17.04 | 287 | 60 | 60 | |||
| 18 Nov | 12091.60 | 1429.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1429.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1429.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1429.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1429.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1429.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1429.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1429.2 | 1429.20 | - | 0 | 14 | 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 11975 expiring on 25NOV2024
Delta for 11975 CE is 0.85
Historical price for 11975 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 235.05, which was 23.15 higher than the previous day. The implied volatity was 16.86, the open interest changed by 324 which increased total open position to 379
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 211.9, which was -1217.30 lower than the previous day. The implied volatity was 17.04, the open interest changed by 60 which increased total open position to 60
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1429.2, 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 1429.2, 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 1429.2, 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 1429.2, 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 1429.2, 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 1429.2, 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 1429.2, 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 1429.2, which was 1429.20 higher than the previous day. The implied volatity was -, the open interest changed by 14 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 11975 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 3.66
Theta: -8.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12179.90 | 32 | -17.30 | 21.24 | 73,874 | 2,315 | 3,040 |
| 19 Nov | 12171.65 | 49.3 | -26.25 | 18.70 | 14,710 | -40,268 | 728 |
| 18 Nov | 12091.60 | 75.55 | -55.70 | 20.08 | 132 | -5,261 | 55 |
| 14 Nov | 12100.10 | 131.25 | 0.00 | 2.15 | 0 | 1,446 | 0 |
| 13 Nov | 12071.10 | 131.25 | 0.00 | 2.24 | 0 | 666 | 0 |
| 12 Nov | 12333.00 | 131.25 | 0.00 | 5.57 | 0 | -54 | 0 |
| 11 Nov | 12495.70 | 131.25 | 0.00 | 5.60 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 131.25 | 0.00 | 5.65 | 0 | -1,407 | 0 |
| 7 Nov | 12594.40 | 131.25 | 0.00 | 6.01 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 131.25 | 0.00 | 6.24 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 131.25 | 0.00 | 4.02 | 0 | -12,028 | 0 |
| 4 Nov | 12299.65 | 131.25 | 0.00 | 3.37 | 0 | -12,861 | 0 |
| 1 Nov | 12402.15 | 131.25 | 0.00 | 4.17 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 131.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 131.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 131.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 131.25 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 11975 expiring on 25NOV2024
Delta for 11975 PE is -0.21
Historical price for 11975 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 32, which was -17.30 lower than the previous day. The implied volatity was 21.24, the open interest changed by 2315 which increased total open position to 3040
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 49.3, which was -26.25 lower than the previous day. The implied volatity was 18.70, the open interest changed by -40268 which decreased total open position to 728
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 75.55, which was -55.70 lower than the previous day. The implied volatity was 20.08, the open interest changed by -5261 which decreased total open position to 55
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 131.25, which was 0.00 lower than the previous day. The implied volatity was 2.15, the open interest changed by 1446 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 131.25, which was 0.00 lower than the previous day. The implied volatity was 2.24, the open interest changed by 666 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 131.25, which was 0.00 lower than the previous day. The implied volatity was 5.57, the open interest changed by -54 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 131.25, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 131.25, which was 0.00 lower than the previous day. The implied volatity was 5.65, the open interest changed by -1407 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 131.25, which was 0.00 lower than the previous day. The implied volatity was 6.01, 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 131.25, which was 0.00 lower than the previous day. The implied volatity was 6.24, 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 131.25, which was 0.00 lower than the previous day. The implied volatity was 4.02, the open interest changed by -12028 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 131.25, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by -12861 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 131.25, which was 0.00 lower than the previous day. The implied volatity was 4.17, 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 131.25, 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 131.25, 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 131.25, 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 131.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
