MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:15 PM IST
| MIDCPNIFTY 25NOV2024 12000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 3.31
Theta: -9.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12171.10 | 203.65 | 11.95 | 15.66 | 46,471 | 258 | 4,262 | |||
| 19 Nov | 12171.65 | 191.7 | 20.00 | 16.63 | 16,556 | -2,133 | 4,031 | |||
| 18 Nov | 12091.60 | 171.7 | -50.35 | 15.64 | 10,267 | 576 | 1,492 | |||
| 14 Nov | 12100.10 | 222.05 | -41.05 | 16.69 | 1,786 | -1,290 | 944 | |||
| 13 Nov | 12071.10 | 263.1 | -1146.30 | 19.63 | 632 | 35 | 309 | |||
| 12 Nov | 12333.00 | 1409.4 | 0.00 | - | 0 | -30 | 0 | |||
| 11 Nov | 12495.70 | 1409.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1409.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1409.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1409.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1409.4 | 1409.40 | - | 0 | -281 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 0 | 0.00 | - | 0 | -432 | 0 | |||
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | -345 | 0 | |||
| 28 Oct | 12400.20 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12000 expiring on 25NOV2024
Delta for 12000 CE is 0.82
Historical price for 12000 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12171.10. The strike last trading price was 203.65, which was 11.95 higher than the previous day. The implied volatity was 15.66, the open interest changed by 258 which increased total open position to 4262
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 191.7, which was 20.00 higher than the previous day. The implied volatity was 16.63, the open interest changed by -2133 which decreased total open position to 4031
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 171.7, which was -50.35 lower than the previous day. The implied volatity was 15.64, the open interest changed by 576 which increased total open position to 1492
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 222.05, which was -41.05 lower than the previous day. The implied volatity was 16.69, the open interest changed by -1290 which decreased total open position to 944
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 263.1, which was -1146.30 lower than the previous day. The implied volatity was 19.63, the open interest changed by 35 which increased total open position to 309
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1409.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1409.4, 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 1409.4, 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 1409.4, 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 1409.4, 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 1409.4, which was 1409.40 higher than the previous day. The implied volatity was -, the open interest changed by -281 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 12000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 4.05
Theta: -9.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12171.10 | 41.25 | -15.75 | 21.60 | 2,91,231 | 10,785 | 17,595 |
| 19 Nov | 12171.65 | 57 | -28.55 | 18.76 | 1,01,227 | 2,137 | 7,334 |
| 18 Nov | 12091.60 | 85.55 | -12.45 | 20.38 | 22,743 | 2,993 | 5,232 |
| 14 Nov | 12100.10 | 98 | -16.55 | 19.17 | 6,684 | 1,053 | 2,339 |
| 13 Nov | 12071.10 | 114.55 | 55.80 | 21.10 | 4,653 | 935 | 1,262 |
| 12 Nov | 12333.00 | 58.75 | 13.80 | 19.82 | 825 | -52,636 | 325 |
| 11 Nov | 12495.70 | 44.95 | 13.95 | 22.38 | 292 | -34,486 | 139 |
| 8 Nov | 12520.60 | 31 | -104.95 | 18.28 | 36 | -32,980 | 28 |
| 7 Nov | 12594.40 | 135.95 | 0.00 | 5.77 | 0 | 6,658 | 0 |
| 6 Nov | 12654.95 | 135.95 | 0.00 | 6.04 | 0 | -4,541 | 0 |
| 5 Nov | 12371.85 | 135.95 | 0.00 | 3.49 | 0 | 10,106 | 0 |
| 4 Nov | 12299.65 | 135.95 | 0.00 | 3.17 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 135.95 | 0.00 | 3.83 | 0 | -40,377 | 0 |
| 31 Oct | 12343.15 | 135.95 | 0.00 | - | 0 | 9,534 | 0 |
| 30 Oct | 12448.25 | 135.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 135.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 135.95 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12000 expiring on 25NOV2024
Delta for 12000 PE is -0.25
Historical price for 12000 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12171.10. The strike last trading price was 41.25, which was -15.75 lower than the previous day. The implied volatity was 21.60, the open interest changed by 10785 which increased total open position to 17595
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 57, which was -28.55 lower than the previous day. The implied volatity was 18.76, the open interest changed by 2137 which increased total open position to 7334
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 85.55, which was -12.45 lower than the previous day. The implied volatity was 20.38, the open interest changed by 2993 which increased total open position to 5232
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 98, which was -16.55 lower than the previous day. The implied volatity was 19.17, the open interest changed by 1053 which increased total open position to 2339
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 114.55, which was 55.80 higher than the previous day. The implied volatity was 21.10, the open interest changed by 935 which increased total open position to 1262
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 58.75, which was 13.80 higher than the previous day. The implied volatity was 19.82, the open interest changed by -52636 which decreased total open position to 325
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 44.95, which was 13.95 higher than the previous day. The implied volatity was 22.38, the open interest changed by -34486 which decreased total open position to 139
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 31, which was -104.95 lower than the previous day. The implied volatity was 18.28, the open interest changed by -32980 which decreased total open position to 28
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 135.95, which was 0.00 lower than the previous day. The implied volatity was 5.77, the open interest changed by 6658 which increased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 135.95, which was 0.00 lower than the previous day. The implied volatity was 6.04, the open interest changed by -4541 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 135.95, which was 0.00 lower than the previous day. The implied volatity was 3.49, the open interest changed by 10106 which increased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 135.95, 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 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 135.95, which was 0.00 lower than the previous day. The implied volatity was 3.83, the open interest changed by -40377 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 135.95, 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 135.95, 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 135.95, 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 135.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
