MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:25 PM IST
| MIDCPNIFTY 25NOV2024 12175 CE | ||||||||||
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Delta: 0.54
Vega: 5.09
Theta: -12.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12179.90 | 96.6 | 8.40 | 17.04 | 2,05,394 | 3,614 | 5,054 | |||
| 19 Nov | 12171.65 | 88.2 | 9.20 | 16.40 | 37,702 | -57,579 | 1,450 | |||
| 18 Nov | 12091.60 | 79 | -49.95 | 15.83 | 1,221 | -5,255 | 411 | |||
| 14 Nov | 12100.10 | 128.95 | -24.70 | 17.18 | 146 | -2,820 | 161 | |||
| 13 Nov | 12071.10 | 153.65 | -1120.60 | 18.29 | 223 | 113 | 113 | |||
| 12 Nov | 12333.00 | 1274.25 | 0.00 | - | 0 | 2 | 0 | |||
| 11 Nov | 12495.70 | 1274.25 | 0.00 | - | 0 | -5 | 0 | |||
| 8 Nov | 12520.60 | 1274.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1274.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1274.25 | 1274.25 | - | 0 | 692 | 0 | |||
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| 5 Nov | 12371.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | -492 | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 12572.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12175 expiring on 25NOV2024
Delta for 12175 CE is 0.54
Historical price for 12175 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 96.6, which was 8.40 higher than the previous day. The implied volatity was 17.04, the open interest changed by 3614 which increased total open position to 5054
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 88.2, which was 9.20 higher than the previous day. The implied volatity was 16.40, the open interest changed by -57579 which decreased total open position to 1450
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 79, which was -49.95 lower than the previous day. The implied volatity was 15.83, the open interest changed by -5255 which decreased total open position to 411
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 128.95, which was -24.70 lower than the previous day. The implied volatity was 17.18, the open interest changed by -2820 which decreased total open position to 161
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 153.65, which was -1120.60 lower than the previous day. The implied volatity was 18.29, the open interest changed by 113 which increased total open position to 113
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1274.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1274.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1274.25, 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 1274.25, 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 1274.25, which was 1274.25 higher than the previous day. The implied volatity was -, the open interest changed by 692 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 -492 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MIDCPNIFTY was trading at 12321.20. 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 24 Oct MIDCPNIFTY was trading at 12572.15. 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 23 Oct MIDCPNIFTY was trading at 12544.15. 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 12175 PE | |||||||
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Delta: -0.47
Vega: 5.10
Theta: -11.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12179.90 | 94 | -36.35 | 20.14 | 1,99,295 | 4,218 | 5,989 |
| 19 Nov | 12171.65 | 130.35 | -38.25 | 18.60 | 67,581 | -5,407 | 2,511 |
| 18 Nov | 12091.60 | 168.6 | -13.65 | 20.25 | 284 | 79 | 95 |
| 14 Nov | 12100.10 | 182.25 | 1.30 | 19.77 | 2 | -1,120 | 16 |
| 13 Nov | 12071.10 | 180.95 | 30.95 | 19.83 | 10 | -452 | 9 |
| 12 Nov | 12333.00 | 150 | 0.00 | 0.00 | 0 | 31 | 0 |
| 11 Nov | 12495.70 | 150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 150 | 0.00 | 0.00 | 0 | -2,294 | 5 |
| 7 Nov | 12594.40 | 150 | 0.00 | 0.00 | 0 | 5 | 5 |
| 6 Nov | 12654.95 | 150 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 150 | 0.00 | 0.00 | 0 | 5 | 5 |
| 4 Nov | 12299.65 | 150 | 0.00 | 0.00 | 0 | 0 | 5 |
| 1 Nov | 12402.15 | 150 | 0.00 | 0.00 | 0 | 0 | 5 |
| 31 Oct | 12343.15 | 150 | 0.00 | - | 0 | 0 | 5 |
| 30 Oct | 12448.25 | 150 | 0.00 | - | 0 | 0 | 5 |
| 29 Oct | 12524.20 | 150 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 150 | 8.30 | - | 3 | 0 | 5 |
| 25 Oct | 12321.20 | 141.7 | 0.00 | - | 0 | 5 | 5 |
| 24 Oct | 12572.15 | 141.7 | 0.00 | - | 0 | 5 | 5 |
| 23 Oct | 12544.15 | 141.7 | - | 7 | 5 | 5 | |
For Nifty Midcap Select - strike price 12175 expiring on 25NOV2024
Delta for 12175 PE is -0.47
Historical price for 12175 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12179.90. The strike last trading price was 94, which was -36.35 lower than the previous day. The implied volatity was 20.14, the open interest changed by 4218 which increased total open position to 5989
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 130.35, which was -38.25 lower than the previous day. The implied volatity was 18.60, the open interest changed by -5407 which decreased total open position to 2511
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 168.6, which was -13.65 lower than the previous day. The implied volatity was 20.25, the open interest changed by 79 which increased total open position to 95
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 182.25, which was 1.30 higher than the previous day. The implied volatity was 19.77, the open interest changed by -1120 which decreased total open position to 16
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 180.95, which was 30.95 higher than the previous day. The implied volatity was 19.83, the open interest changed by -452 which decreased total open position to 9
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2294 which decreased total open position to 5
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 5
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 5
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 150, 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, 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, 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, which was 8.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct MIDCPNIFTY was trading at 12321.20. The strike last trading price was 141.7, 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 24 Oct MIDCPNIFTY was trading at 12572.15. The strike last trading price was 141.7, 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 23 Oct MIDCPNIFTY was trading at 12544.15. The strike last trading price was 141.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
