MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:25 PM IST
| MIDCPNIFTY 25NOV2024 12025 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 3.68
Theta: -10.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12179.90 | 193.05 | 18.95 | 16.44 | 12,284 | 497 | 648 | |||
| 19 Nov | 12171.65 | 174.1 | -1215.60 | 16.58 | 1,807 | 152 | 152 | |||
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| 18 Nov | 12091.60 | 1389.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1389.7 | 0.00 | - | 0 | 566 | 0 | |||
| 13 Nov | 12071.10 | 1389.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1389.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1389.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1389.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1389.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1389.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1389.7 | 1389.70 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | -1 | 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 12025 expiring on 25NOV2024
Delta for 12025 CE is 0.79
Historical price for 12025 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 193.05, which was 18.95 higher than the previous day. The implied volatity was 16.44, the open interest changed by 497 which increased total open position to 648
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 174.1, which was -1215.60 lower than the previous day. The implied volatity was 16.58, the open interest changed by 152 which increased total open position to 152
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1389.7, 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 1389.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 566 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1389.7, 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 1389.7, 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 1389.7, 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 1389.7, 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 1389.7, 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 1389.7, 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 1389.7, which was 1389.70 higher 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 -1 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 12025 PE | |||||||
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Delta: -0.26
Vega: 4.15
Theta: -9.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12179.90 | 42.3 | -23.95 | 20.82 | 1,08,890 | 3,289 | 4,388 |
| 19 Nov | 12171.65 | 66.25 | -27.25 | 19.01 | 21,537 | -38,624 | 1,102 |
| 18 Nov | 12091.60 | 93.5 | 2.80 | 19.98 | 733 | 145 | 154 |
| 14 Nov | 12100.10 | 90.7 | -50.10 | 17.01 | 20 | 8 | 8 |
| 13 Nov | 12071.10 | 140.8 | 0.00 | 1.66 | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 140.8 | 0.00 | 4.13 | 0 | -11,240 | 0 |
| 11 Nov | 12495.70 | 140.8 | 0.00 | 4.94 | 0 | 444 | 0 |
| 8 Nov | 12520.60 | 140.8 | 0.00 | 5.19 | 0 | -2,076 | 0 |
| 7 Nov | 12594.40 | 140.8 | 0.00 | 5.60 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 140.8 | 0.00 | 5.84 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 140.8 | 0.00 | 3.59 | 0 | -24,279 | 0 |
| 4 Nov | 12299.65 | 140.8 | 0.00 | 3.05 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 140.8 | 0.00 | 3.78 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 140.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 140.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 140.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 140.8 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12025 expiring on 25NOV2024
Delta for 12025 PE is -0.26
Historical price for 12025 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 42.3, which was -23.95 lower than the previous day. The implied volatity was 20.82, the open interest changed by 3289 which increased total open position to 4388
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 66.25, which was -27.25 lower than the previous day. The implied volatity was 19.01, the open interest changed by -38624 which decreased total open position to 1102
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 93.5, which was 2.80 higher than the previous day. The implied volatity was 19.98, the open interest changed by 145 which increased total open position to 154
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 90.7, which was -50.10 lower than the previous day. The implied volatity was 17.01, the open interest changed by 8 which increased total open position to 8
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 140.8, which was 0.00 lower than the previous day. The implied volatity was 1.66, 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 140.8, which was 0.00 lower than the previous day. The implied volatity was 4.13, the open interest changed by -11240 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 140.8, which was 0.00 lower than the previous day. The implied volatity was 4.94, the open interest changed by 444 which increased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 140.8, which was 0.00 lower than the previous day. The implied volatity was 5.19, the open interest changed by -2076 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 140.8, 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 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 140.8, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 140.8, which was 0.00 lower than the previous day. The implied volatity was 3.59, the open interest changed by -24279 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 140.8, which was 0.00 lower than the previous day. The implied volatity was 3.05, 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 140.8, which was 0.00 lower than the previous day. The implied volatity was 3.78, 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 140.8, 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 140.8, 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 140.8, 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 140.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
