MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 01:59 PM IST
| MIDCPNIFTY 25NOV2024 12100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 4.58
Theta: -11.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12188.30 | 146.7 | 21.15 | 16.92 | 2,46,463 | 5,075 | 10,678 | |||
| 19 Nov | 12171.65 | 125.55 | 13.55 | 16.27 | 38,635 | -2,62,962 | 6,533 | |||
| 18 Nov | 12091.60 | 112 | -47.70 | 15.76 | 43,999 | -9,264 | 9,969 | |||
| 14 Nov | 12100.10 | 159.7 | -1171.65 | 16.38 | 2,172 | -6,853 | 670 | |||
| 13 Nov | 12071.10 | 1331.35 | 0.00 | - | 0 | -152 | 0 | |||
| 12 Nov | 12333.00 | 1331.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1331.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1331.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1331.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1331.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1331.35 | 1331.35 | - | 0 | -397 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | -352 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | - | 0 | -324 | 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 | |||
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| 28 Oct | 12400.20 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12100 expiring on 25NOV2024
Delta for 12100 CE is 0.68
Historical price for 12100 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12188.30. The strike last trading price was 146.7, which was 21.15 higher than the previous day. The implied volatity was 16.92, the open interest changed by 5075 which increased total open position to 10678
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 125.55, which was 13.55 higher than the previous day. The implied volatity was 16.27, the open interest changed by -262962 which decreased total open position to 6533
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 112, which was -47.70 lower than the previous day. The implied volatity was 15.76, the open interest changed by -9264 which decreased total open position to 9969
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 159.7, which was -1171.65 lower than the previous day. The implied volatity was 16.38, the open interest changed by -6853 which decreased total open position to 670
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1331.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -152 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1331.35, 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 1331.35, 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 1331.35, 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 1331.35, 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 1331.35, 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 1331.35, which was 1331.35 higher than the previous day. The implied volatity was -, the open interest changed by -397 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 -352 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 -324 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 12100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 4.73
Theta: -10.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12188.30 | 60.2 | -32.80 | 20.20 | 4,22,574 | 12,582 | 19,476 |
| 19 Nov | 12171.65 | 93 | -36.60 | 18.52 | 91,966 | -262 | 6,761 |
| 18 Nov | 12091.60 | 129.6 | -14.20 | 20.39 | 39,098 | -11,750 | 7,310 |
| 14 Nov | 12100.10 | 143.8 | -1.00 | 19.65 | 1,869 | -5,847 | 628 |
| 13 Nov | 12071.10 | 144.8 | -11.35 | 19.85 | 105 | -4,520 | 55 |
| 12 Nov | 12333.00 | 156.15 | 0.00 | 4.13 | 0 | -35,768 | 0 |
| 11 Nov | 12495.70 | 156.15 | 0.00 | 3.87 | 0 | 8,622 | 0 |
| 8 Nov | 12520.60 | 156.15 | 0.00 | 4.54 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 156.15 | 0.00 | 4.96 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 156.15 | 0.00 | 5.22 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 156.15 | 0.00 | 1.90 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 156.15 | 0.00 | 2.18 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 156.15 | 0.00 | 3.21 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 156.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 156.15 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 156.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 156.15 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12100 expiring on 25NOV2024
Delta for 12100 PE is -0.34
Historical price for 12100 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12188.30. The strike last trading price was 60.2, which was -32.80 lower than the previous day. The implied volatity was 20.20, the open interest changed by 12582 which increased total open position to 19476
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 93, which was -36.60 lower than the previous day. The implied volatity was 18.52, the open interest changed by -262 which decreased total open position to 6761
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 129.6, which was -14.20 lower than the previous day. The implied volatity was 20.39, the open interest changed by -11750 which decreased total open position to 7310
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 143.8, which was -1.00 lower than the previous day. The implied volatity was 19.65, the open interest changed by -5847 which decreased total open position to 628
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 144.8, which was -11.35 lower than the previous day. The implied volatity was 19.85, the open interest changed by -4520 which decreased total open position to 55
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 156.15, which was 0.00 lower than the previous day. The implied volatity was 4.13, the open interest changed by -35768 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 156.15, which was 0.00 lower than the previous day. The implied volatity was 3.87, the open interest changed by 8622 which increased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 156.15, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 156.15, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 156.15, which was 0.00 lower than the previous day. The implied volatity was 5.22, 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 156.15, which was 0.00 lower than the previous day. The implied volatity was 1.90, 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 156.15, which was 0.00 lower than the previous day. The implied volatity was 2.18, 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 156.15, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 156.15, 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 156.15, 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 156.15, 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 156.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
