MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:32 PM IST
| MIDCPNIFTY 25NOV2024 12200 CE | ||||||||||
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Delta: 0.45
Vega: 5.06
Theta: -11.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12156.15 | 70.4 | -6.75 | 16.58 | 5,22,560 | 12,247 | 18,849 | |||
| 19 Nov | 12171.65 | 77.15 | 6.90 | 16.36 | 1,38,118 | -89,282 | 6,823 | |||
| 18 Nov | 12091.60 | 70.25 | -46.65 | 16.12 | 15,655 | -20,817 | 3,513 | |||
| 14 Nov | 12100.10 | 116.9 | -33.10 | 17.07 | 1,585 | -17,540 | 458 | |||
| 13 Nov | 12071.10 | 150 | -1105.45 | 19.21 | 558 | -52 | 178 | |||
| 12 Nov | 12333.00 | 1255.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 12495.70 | 1255.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1255.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1255.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1255.45 | 0.00 | - | 0 | 400 | 0 | |||
| 5 Nov | 12371.85 | 1255.45 | 1255.45 | - | 0 | -2,960 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | - | 0 | -1,828 | 0 | |||
| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | -8 | 0 | |||
| 30 Oct | 12448.25 | 0 | 0.00 | - | 0 | -576 | 0 | |||
| 29 Oct | 12524.20 | 0 | 0.00 | - | 0 | -481 | 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 12200 expiring on 25NOV2024
Delta for 12200 CE is 0.45
Historical price for 12200 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12156.15. The strike last trading price was 70.4, which was -6.75 lower than the previous day. The implied volatity was 16.58, the open interest changed by 12247 which increased total open position to 18849
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 77.15, which was 6.90 higher than the previous day. The implied volatity was 16.36, the open interest changed by -89282 which decreased total open position to 6823
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 70.25, which was -46.65 lower than the previous day. The implied volatity was 16.12, the open interest changed by -20817 which decreased total open position to 3513
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 116.9, which was -33.10 lower than the previous day. The implied volatity was 17.07, the open interest changed by -17540 which decreased total open position to 458
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 150, which was -1105.45 lower than the previous day. The implied volatity was 19.21, the open interest changed by -52 which decreased total open position to 178
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1255.45, 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 1255.45, 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 1255.45, 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 1255.45, 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 1255.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1255.45, which was 1255.45 higher than the previous day. The implied volatity was -, the open interest changed by -2960 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 -1828 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 12200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 5.08
Theta: -12.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12156.15 | 129.5 | -15.60 | 22.25 | 3,74,597 | 6,451 | 12,141 |
| 19 Nov | 12171.65 | 145.1 | -38.15 | 18.72 | 1,45,594 | -1,918 | 6,203 |
| 18 Nov | 12091.60 | 183.25 | -1.75 | 20.44 | 5,162 | 1,940 | 2,134 |
| 14 Nov | 12100.10 | 185 | -13.00 | 18.45 | 482 | 92 | 190 |
| 13 Nov | 12071.10 | 198 | 48.00 | 20.26 | 467 | -4,295 | 97 |
| 12 Nov | 12333.00 | 150 | 0.00 | 0.00 | 0 | 0 | 11 |
| 11 Nov | 12495.70 | 150 | 0.00 | 0.00 | 0 | -399 | 11 |
| 8 Nov | 12520.60 | 150 | 0.00 | 0.00 | 0 | 11 | 11 |
| 7 Nov | 12594.40 | 150 | 0.00 | 0.00 | 0 | 11 | 11 |
| 6 Nov | 12654.95 | 150 | 0.00 | 0.00 | 0 | 10 | 0 |
| 5 Nov | 12371.85 | 150 | 34.00 | 21.79 | 11 | 9 | 10 |
| 4 Nov | 12299.65 | 116 | 0.00 | 0.00 | 0 | 8,489 | 0 |
| 1 Nov | 12402.15 | 116 | 0.00 | 0.00 | 0 | -13,408 | 1 |
| 31 Oct | 12343.15 | 116 | -62.45 | - | 1 | 0 | 0 |
| 30 Oct | 12448.25 | 178.45 | 0.00 | - | 0 | -4,679 | 0 |
| 29 Oct | 12524.20 | 178.45 | 0.00 | - | 0 | -2,733 | 0 |
| 28 Oct | 12400.20 | 178.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 178.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 178.45 | 178.45 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12200 expiring on 25NOV2024
Delta for 12200 PE is -0.54
Historical price for 12200 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12156.15. The strike last trading price was 129.5, which was -15.60 lower than the previous day. The implied volatity was 22.25, the open interest changed by 6451 which increased total open position to 12141
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 145.1, which was -38.15 lower than the previous day. The implied volatity was 18.72, the open interest changed by -1918 which decreased total open position to 6203
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 183.25, which was -1.75 lower than the previous day. The implied volatity was 20.44, the open interest changed by 1940 which increased total open position to 2134
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 185, which was -13.00 lower than the previous day. The implied volatity was 18.45, the open interest changed by 92 which increased total open position to 190
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 198, which was 48.00 higher than the previous day. The implied volatity was 20.26, the open interest changed by -4295 which decreased total open position to 97
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 0 which decreased total open position to 11
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 -399 which decreased total open position to 11
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 11 which increased total open position to 11
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 11 which increased total open position to 11
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 10 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 150, which was 34.00 higher than the previous day. The implied volatity was 21.79, the open interest changed by 9 which increased total open position to 10
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 116, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8489 which increased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 116, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13408 which decreased total open position to 1
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 116, which was -62.45 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 178.45, 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 178.45, 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 178.45, 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 178.45, 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 178.45, which was 178.45 higher 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
