MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:09 PM IST
| MIDCPNIFTY 25NOV2024 12150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 5.04
Theta: -12.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12173.45 | 104.45 | 6.20 | 16.62 | 2,06,816 | 2,291 | 3,908 | |||
| 19 Nov | 12171.65 | 98.25 | 9.25 | 16.13 | 38,794 | -97,749 | 1,708 | |||
| 18 Nov | 12091.60 | 89 | -56.45 | 15.89 | 4,517 | -9,525 | 905 | |||
| 14 Nov | 12100.10 | 145.45 | -1147.70 | 17.74 | 80 | -4,731 | 25 | |||
| 13 Nov | 12071.10 | 1293.15 | 0.00 | - | 0 | -22 | 0 | |||
| 12 Nov | 12333.00 | 1293.15 | 0.00 | - | 0 | -8 | 0 | |||
| 11 Nov | 12495.70 | 1293.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1293.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 12594.40 | 1293.15 | 0.00 | - | 0 | -82 | 0 | |||
| 6 Nov | 12654.95 | 1293.15 | 1293.15 | - | 0 | 610 | 0 | |||
| 5 Nov | 12371.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 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 12150 expiring on 25NOV2024
Delta for 12150 CE is 0.57
Historical price for 12150 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.45. The strike last trading price was 104.45, which was 6.20 higher than the previous day. The implied volatity was 16.62, the open interest changed by 2291 which increased total open position to 3908
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 98.25, which was 9.25 higher than the previous day. The implied volatity was 16.13, the open interest changed by -97749 which decreased total open position to 1708
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 89, which was -56.45 lower than the previous day. The implied volatity was 15.89, the open interest changed by -9525 which decreased total open position to 905
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 145.45, which was -1147.70 lower than the previous day. The implied volatity was 17.74, the open interest changed by -4731 which decreased total open position to 25
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1293.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1293.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1293.15, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1293.15, 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 1293.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -82 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1293.15, which was 1293.15 higher than the previous day. The implied volatity was -, the open interest changed by 610 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. 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 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 12150 PE | |||||||
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Delta: -0.44
Vega: 5.06
Theta: -11.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12173.45 | 91.6 | -23.40 | 21.36 | 2,21,738 | 5,588 | 8,979 |
| 19 Nov | 12171.65 | 115 | -40.90 | 18.24 | 72,687 | 3,208 | 3,637 |
| 18 Nov | 12091.60 | 155.9 | -9.10 | 20.45 | 1,615 | -3,842 | 432 |
| 14 Nov | 12100.10 | 165 | 78.90 | 19.27 | 197 | -1,585 | 29 |
| 13 Nov | 12071.10 | 86.1 | 39.10 | 10.44 | 2 | 1 | 2 |
| 12 Nov | 12333.00 | 47 | -120.00 | 14.26 | 1 | -474 | 0 |
| 11 Nov | 12495.70 | 167 | 0.00 | 3.95 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 167 | 0.00 | 4.10 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 167 | 0.00 | 4.54 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 167 | 0.00 | 4.80 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 167 | 0.00 | 1.56 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 167 | 0.00 | 1.74 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 167 | 0.00 | 2.84 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 167 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 167 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 167 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 167 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12150 expiring on 25NOV2024
Delta for 12150 PE is -0.44
Historical price for 12150 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.45. The strike last trading price was 91.6, which was -23.40 lower than the previous day. The implied volatity was 21.36, the open interest changed by 5588 which increased total open position to 8979
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 115, which was -40.90 lower than the previous day. The implied volatity was 18.24, the open interest changed by 3208 which increased total open position to 3637
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 155.9, which was -9.10 lower than the previous day. The implied volatity was 20.45, the open interest changed by -3842 which decreased total open position to 432
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 165, which was 78.90 higher than the previous day. The implied volatity was 19.27, the open interest changed by -1585 which decreased total open position to 29
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 86.1, which was 39.10 higher than the previous day. The implied volatity was 10.44, the open interest changed by 1 which increased total open position to 2
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 47, which was -120.00 lower than the previous day. The implied volatity was 14.26, the open interest changed by -474 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 167, which was 0.00 lower than the previous day. The implied volatity was 3.95, 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 167, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 167, 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 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 167, which was 0.00 lower than the previous day. The implied volatity was 4.80, 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 167, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 167, which was 0.00 lower than the previous day. The implied volatity was 1.74, 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 167, which was 0.00 lower than the previous day. The implied volatity was 2.84, 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 167, 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 167, 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 167, 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 167, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
