MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:24 PM IST
| MIDCPNIFTY 25NOV2024 12125 CE | ||||||||||
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Delta: 0.63
Vega: 4.85
Theta: -12.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12181.65 | 127 | 13.15 | 17.16 | 1,48,996 | 2,399 | 3,448 | |||
| 19 Nov | 12171.65 | 113.85 | 12.85 | 16.52 | 16,192 | 82 | 853 | |||
| 18 Nov | 12091.60 | 101 | -43.50 | 15.80 | 3,459 | 689 | 810 | |||
| 14 Nov | 12100.10 | 144.5 | -41.50 | 16.07 | 433 | 39 | 122 | |||
| 13 Nov | 12071.10 | 186 | -1126.20 | 19.12 | 277 | 74 | 83 | |||
| 12 Nov | 12333.00 | 1312.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1312.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1312.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1312.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1312.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1312.2 | 1312.20 | - | 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 12125 expiring on 25NOV2024
Delta for 12125 CE is 0.63
Historical price for 12125 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.65. The strike last trading price was 127, which was 13.15 higher than the previous day. The implied volatity was 17.16, the open interest changed by 2399 which increased total open position to 3448
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 113.85, which was 12.85 higher than the previous day. The implied volatity was 16.52, the open interest changed by 82 which increased total open position to 853
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 101, which was -43.50 lower than the previous day. The implied volatity was 15.80, the open interest changed by 689 which increased total open position to 810
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 144.5, which was -41.50 lower than the previous day. The implied volatity was 16.07, the open interest changed by 39 which increased total open position to 122
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 186, which was -1126.20 lower than the previous day. The implied volatity was 19.12, the open interest changed by 74 which increased total open position to 83
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1312.2, 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 1312.2, 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 1312.2, 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 1312.2, 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 1312.2, 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 1312.2, which was 1312.20 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 12125 PE | |||||||
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Delta: -0.39
Vega: 4.91
Theta: -10.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12181.65 | 70.3 | -32.25 | 19.90 | 1,93,746 | 4,387 | 5,502 |
| 19 Nov | 12171.65 | 102.55 | -35.85 | 18.28 | 44,116 | -39,016 | 1,208 |
| 18 Nov | 12091.60 | 138.4 | -9.40 | 19.83 | 4,686 | -3,090 | 337 |
| 14 Nov | 12100.10 | 147.8 | -14.40 | 18.71 | 31 | -1,822 | 36 |
| 13 Nov | 12071.10 | 162.2 | 0.70 | 20.52 | 47 | 31 | 31 |
| 12 Nov | 12333.00 | 161.5 | 0.00 | 3.10 | 0 | -21 | 0 |
| 11 Nov | 12495.70 | 161.5 | 0.00 | 4.21 | 0 | -5,377 | 0 |
| 8 Nov | 12520.60 | 161.5 | 0.00 | 4.31 | 0 | -1,473 | 0 |
| 7 Nov | 12594.40 | 161.5 | 0.00 | 4.75 | 0 | -1,263 | 0 |
| 6 Nov | 12654.95 | 161.5 | 0.00 | 5.02 | 0 | -842 | 0 |
| 5 Nov | 12371.85 | 161.5 | 0.00 | 1.68 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 161.5 | 0.00 | 1.93 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 161.5 | 0.00 | 3.01 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 161.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 161.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 161.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 161.5 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12125 expiring on 25NOV2024
Delta for 12125 PE is -0.39
Historical price for 12125 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12181.65. The strike last trading price was 70.3, which was -32.25 lower than the previous day. The implied volatity was 19.90, the open interest changed by 4387 which increased total open position to 5502
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 102.55, which was -35.85 lower than the previous day. The implied volatity was 18.28, the open interest changed by -39016 which decreased total open position to 1208
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 138.4, which was -9.40 lower than the previous day. The implied volatity was 19.83, the open interest changed by -3090 which decreased total open position to 337
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 147.8, which was -14.40 lower than the previous day. The implied volatity was 18.71, the open interest changed by -1822 which decreased total open position to 36
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 162.2, which was 0.70 higher than the previous day. The implied volatity was 20.52, the open interest changed by 31 which increased total open position to 31
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 161.5, which was 0.00 lower than the previous day. The implied volatity was 3.10, the open interest changed by -21 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 161.5, which was 0.00 lower than the previous day. The implied volatity was 4.21, the open interest changed by -5377 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 161.5, which was 0.00 lower than the previous day. The implied volatity was 4.31, the open interest changed by -1473 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 161.5, which was 0.00 lower than the previous day. The implied volatity was 4.75, the open interest changed by -1263 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 161.5, which was 0.00 lower than the previous day. The implied volatity was 5.02, the open interest changed by -842 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 161.5, which was 0.00 lower than the previous day. The implied volatity was 1.68, 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 161.5, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 161.5, which was 0.00 lower than the previous day. The implied volatity was 3.01, 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 161.5, 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 161.5, 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 161.5, 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 161.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
