MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
| MIDCPNIFTY 25NOV2024 12075 CE | ||||||||||
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Delta: 0.69
Vega: 4.47
Theta: -11.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 146.3 | 5.50 | 16.58 | 66,300 | 748 | 1,460 | |||
| 19 Nov | 12171.65 | 140.8 | 16.75 | 16.37 | 5,819 | -69,535 | 713 | |||
| 18 Nov | 12091.60 | 124.05 | -48.35 | 15.57 | 6,978 | -1,383 | 1,087 | |||
| 14 Nov | 12100.10 | 172.4 | -1178.30 | 16.15 | 39 | -1,489 | 14 | |||
| 13 Nov | 12071.10 | 1350.7 | 0.00 | - | 0 | -4 | 0 | |||
| 12 Nov | 12333.00 | 1350.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1350.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1350.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1350.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1350.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1350.7 | 1350.70 | - | 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 12075 expiring on 25NOV2024
Delta for 12075 CE is 0.69
Historical price for 12075 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 146.3, which was 5.50 higher than the previous day. The implied volatity was 16.58, the open interest changed by 748 which increased total open position to 1460
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 140.8, which was 16.75 higher than the previous day. The implied volatity was 16.37, the open interest changed by -69535 which decreased total open position to 713
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 124.05, which was -48.35 lower than the previous day. The implied volatity was 15.57, the open interest changed by -1383 which decreased total open position to 1087
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 172.4, which was -1178.30 lower than the previous day. The implied volatity was 16.15, the open interest changed by -1489 which decreased total open position to 14
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1350.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1350.7, 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 1350.7, 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 1350.7, 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 1350.7, 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 1350.7, 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 1350.7, which was 1350.70 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 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 12075 PE | |||||||
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Delta: -0.33
Vega: 4.61
Theta: -9.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 53 | -29.00 | 19.05 | 2,03,901 | 3,200 | 4,444 |
| 19 Nov | 12171.65 | 82 | -36.00 | 18.45 | 35,005 | -1,74,290 | 1,694 |
| 18 Nov | 12091.60 | 118 | -4.20 | 20.43 | 7,060 | 2,046 | 2,074 |
| 14 Nov | 12100.10 | 122.2 | -12.90 | 18.46 | 95 | -4,657 | 32 |
| 13 Nov | 12071.10 | 135.1 | -15.80 | 19.99 | 4 | -645 | 3 |
| 12 Nov | 12333.00 | 150.9 | 0.00 | 3.62 | 0 | -2 | 0 |
| 11 Nov | 12495.70 | 150.9 | 0.00 | 4.08 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 150.9 | 0.00 | 4.75 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 150.9 | 0.00 | 5.12 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 150.9 | 0.00 | 4.56 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 150.9 | 0.00 | 2.10 | 0 | -36,623 | 0 |
| 4 Nov | 12299.65 | 150.9 | 0.00 | 2.35 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 150.9 | 0.00 | 3.39 | 0 | -1,668 | 0 |
| 31 Oct | 12343.15 | 150.9 | 0.00 | - | 0 | 211 | 0 |
| 30 Oct | 12448.25 | 150.9 | 0.00 | - | 0 | -439 | 0 |
| 29 Oct | 12524.20 | 150.9 | 0.00 | - | 0 | -2 | 0 |
| 28 Oct | 12400.20 | 150.9 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12075 expiring on 25NOV2024
Delta for 12075 PE is -0.33
Historical price for 12075 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 53, which was -29.00 lower than the previous day. The implied volatity was 19.05, the open interest changed by 3200 which increased total open position to 4444
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 82, which was -36.00 lower than the previous day. The implied volatity was 18.45, the open interest changed by -174290 which decreased total open position to 1694
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 118, which was -4.20 lower than the previous day. The implied volatity was 20.43, the open interest changed by 2046 which increased total open position to 2074
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 122.2, which was -12.90 lower than the previous day. The implied volatity was 18.46, the open interest changed by -4657 which decreased total open position to 32
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 135.1, which was -15.80 lower than the previous day. The implied volatity was 19.99, the open interest changed by -645 which decreased total open position to 3
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 150.9, which was 0.00 lower than the previous day. The implied volatity was 3.62, 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 150.9, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 150.9, which was 0.00 lower than the previous day. The implied volatity was 4.75, 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 150.9, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 150.9, which was 0.00 lower than the previous day. The implied volatity was 4.56, 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 150.9, which was 0.00 lower than the previous day. The implied volatity was 2.10, the open interest changed by -36623 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 150.9, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 150.9, which was 0.00 lower than the previous day. The implied volatity was 3.39, the open interest changed by -1668 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 150.9, 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 150.9, 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 150.9, 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 150.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
