MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:12 PM IST
| MIDCPNIFTY 25NOV2024 12050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 4.07
Theta: -10.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12175.30 | 170 | 11.05 | 16.27 | 47,508 | 741 | 1,246 | |||
| 19 Nov | 12171.65 | 158.95 | 19.95 | 16.81 | 4,315 | -16,686 | 511 | |||
| 18 Nov | 12091.60 | 139 | -63.45 | 15.67 | 3,984 | -2,394 | 543 | |||
| 14 Nov | 12100.10 | 202.45 | -1167.70 | 18.13 | 35 | -2,286 | 18 | |||
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| 13 Nov | 12071.10 | 1370.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1370.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1370.15 | 0.00 | - | 0 | -3 | 0 | |||
| 8 Nov | 12520.60 | 1370.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1370.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1370.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1370.15 | 1370.15 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | - | 0 | -41 | 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 12050 expiring on 25NOV2024
Delta for 12050 CE is 0.75
Historical price for 12050 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12175.30. The strike last trading price was 170, which was 11.05 higher than the previous day. The implied volatity was 16.27, the open interest changed by 741 which increased total open position to 1246
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 158.95, which was 19.95 higher than the previous day. The implied volatity was 16.81, the open interest changed by -16686 which decreased total open position to 511
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 139, which was -63.45 lower than the previous day. The implied volatity was 15.67, the open interest changed by -2394 which decreased total open position to 543
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 202.45, which was -1167.70 lower than the previous day. The implied volatity was 18.13, the open interest changed by -2286 which decreased total open position to 18
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1370.15, 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 1370.15, 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 1370.15, 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 1370.15, 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 1370.15, 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 1370.15, 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 1370.15, which was 1370.15 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 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 -41 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 12050 PE | |||||||
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Delta: -0.30
Vega: 4.48
Theta: -10.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12175.30 | 53.7 | -18.85 | 21.48 | 1,64,248 | 5,666 | 7,176 |
| 19 Nov | 12171.65 | 72.55 | -32.55 | 18.50 | 36,187 | 514 | 1,515 |
| 18 Nov | 12091.60 | 105.1 | -24.15 | 20.17 | 6,989 | 1,042 | 1,081 |
| 14 Nov | 12100.10 | 129.25 | -10.60 | 20.56 | 192 | -7,483 | 40 |
| 13 Nov | 12071.10 | 139.85 | -5.95 | 21.78 | 21 | 17 | 17 |
| 12 Nov | 12333.00 | 145.8 | 0.00 | 4.64 | 0 | -241 | 0 |
| 11 Nov | 12495.70 | 145.8 | 0.00 | 4.94 | 0 | -11,971 | 0 |
| 8 Nov | 12520.60 | 145.8 | 0.00 | 4.97 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 145.8 | 0.00 | 5.38 | 0 | -4,557 | 0 |
| 6 Nov | 12654.95 | 145.8 | 0.00 | 5.63 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 145.8 | 0.00 | 3.38 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 145.8 | 0.00 | 2.73 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 145.8 | 0.00 | 3.58 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 145.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 145.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 145.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 145.8 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12050 expiring on 25NOV2024
Delta for 12050 PE is -0.30
Historical price for 12050 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12175.30. The strike last trading price was 53.7, which was -18.85 lower than the previous day. The implied volatity was 21.48, the open interest changed by 5666 which increased total open position to 7176
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 72.55, which was -32.55 lower than the previous day. The implied volatity was 18.50, the open interest changed by 514 which increased total open position to 1515
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 105.1, which was -24.15 lower than the previous day. The implied volatity was 20.17, the open interest changed by 1042 which increased total open position to 1081
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 129.25, which was -10.60 lower than the previous day. The implied volatity was 20.56, the open interest changed by -7483 which decreased total open position to 40
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 139.85, which was -5.95 lower than the previous day. The implied volatity was 21.78, the open interest changed by 17 which increased total open position to 17
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 145.8, which was 0.00 lower than the previous day. The implied volatity was 4.64, the open interest changed by -241 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 145.8, which was 0.00 lower than the previous day. The implied volatity was 4.94, the open interest changed by -11971 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 145.8, which was 0.00 lower than the previous day. The implied volatity was 4.97, 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 145.8, which was 0.00 lower than the previous day. The implied volatity was 5.38, the open interest changed by -4557 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 145.8, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 145.8, which was 0.00 lower than the previous day. The implied volatity was 3.38, 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 145.8, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 145.8, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 145.8, 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 145.8, 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 145.8, 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 145.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
