MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
| MIDCPNIFTY 25NOV2024 12225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 4.98
Theta: -11.87
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 65 | -3.45 | 16.85 | 2,91,722 | 3,204 | 4,585 | |||
| 19 Nov | 12171.65 | 68.45 | 9.60 | 16.55 | 48,847 | -37,497 | 1,411 | |||
| 18 Nov | 12091.60 | 58.85 | -37.45 | 15.70 | 709 | -5,059 | 256 | |||
| 14 Nov | 12100.10 | 96.3 | -3.70 | 15.77 | 12 | 5 | 7 | |||
| 13 Nov | 12071.10 | 100 | -423.00 | 14.71 | 6 | 2 | 2 | |||
| 12 Nov | 12333.00 | 523 | 0.00 | 0.00 | 0 | -41 | 0 | |||
| 11 Nov | 12495.70 | 523 | 0.00 | 0.00 | 0 | 20 | 0 | |||
| 8 Nov | 12520.60 | 523 | 0.00 | 0.00 | 0 | -19 | 0 | |||
| 7 Nov | 12594.40 | 523 | 229.85 | 22.97 | 1 | -849 | 1 | |||
| 6 Nov | 12654.95 | 293.15 | 0.00 | 0.00 | 0 | 939 | 0 | |||
| 5 Nov | 12371.85 | 293.15 | 293.15 | 18.47 | 1 | -40 | 0 | |||
|
|
||||||||||
| 4 Nov | 12299.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | - | 0 | -1 | 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 12225 expiring on 25NOV2024
Delta for 12225 CE is 0.42
Historical price for 12225 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 65, which was -3.45 lower than the previous day. The implied volatity was 16.85, the open interest changed by 3204 which increased total open position to 4585
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 68.45, which was 9.60 higher than the previous day. The implied volatity was 16.55, the open interest changed by -37497 which decreased total open position to 1411
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 58.85, which was -37.45 lower than the previous day. The implied volatity was 15.70, the open interest changed by -5059 which decreased total open position to 256
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 96.3, which was -3.70 lower than the previous day. The implied volatity was 15.77, the open interest changed by 5 which increased total open position to 7
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 100, which was -423.00 lower than the previous day. The implied volatity was 14.71, the open interest changed by 2 which increased total open position to 2
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 523, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -41 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 523, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 523, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -19 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 523, which was 229.85 higher than the previous day. The implied volatity was 22.97, the open interest changed by -849 which decreased total open position to 1
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 293.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 939 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 293.15, which was 293.15 higher than the previous day. The implied volatity was 18.47, the open interest changed by -40 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 -1 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 12225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 5.00
Theta: -9.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 119.35 | -40.60 | 18.66 | 1,38,001 | 217 | 1,347 |
| 19 Nov | 12171.65 | 159.95 | -22.65 | 18.72 | 57,575 | 1,097 | 1,108 |
| 18 Nov | 12091.60 | 182.6 | -1.75 | 17.68 | 16 | 7 | 7 |
| 14 Nov | 12100.10 | 184.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 184.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 184.35 | 0.00 | 2.17 | 0 | -21,317 | 0 |
| 11 Nov | 12495.70 | 184.35 | 0.00 | 3.22 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 184.35 | 0.00 | 3.41 | 0 | -1,936 | 0 |
| 7 Nov | 12594.40 | 184.35 | 0.00 | 3.89 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 184.35 | 0.00 | 4.18 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 184.35 | 0.00 | 0.88 | 0 | -38,890 | 0 |
| 4 Nov | 12299.65 | 184.35 | 0.00 | 1.15 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 184.35 | 0.00 | 2.08 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 184.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 184.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 184.35 | 184.35 | - | 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 12225 expiring on 25NOV2024
Delta for 12225 PE is -0.57
Historical price for 12225 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 119.35, which was -40.60 lower than the previous day. The implied volatity was 18.66, the open interest changed by 217 which increased total open position to 1347
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 159.95, which was -22.65 lower than the previous day. The implied volatity was 18.72, the open interest changed by 1097 which increased total open position to 1108
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 182.6, which was -1.75 lower than the previous day. The implied volatity was 17.68, the open interest changed by 7 which increased total open position to 7
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 184.35, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 184.35, 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 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 184.35, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by -21317 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 184.35, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 184.35, which was 0.00 lower than the previous day. The implied volatity was 3.41, the open interest changed by -1936 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 184.35, which was 0.00 lower than the previous day. The implied volatity was 3.89, 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 184.35, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 184.35, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by -38890 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 184.35, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 184.35, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 184.35, 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 184.35, 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 184.35, which was 184.35 higher 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
