MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:22 PM IST
| MIDCPNIFTY 25NOV2024 12250 CE | ||||||||||
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Delta: 0.41
Vega: 4.97
Theta: -11.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12182.30 | 63.05 | 6.20 | 17.06 | 2,51,841 | 5,641 | 8,634 | |||
| 19 Nov | 12171.65 | 56.85 | 2.90 | 16.09 | 1,03,310 | -43,345 | 3,023 | |||
| 18 Nov | 12091.60 | 53.95 | -36.15 | 16.08 | 2,730 | 732 | 908 | |||
| 14 Nov | 12100.10 | 90.1 | -19.20 | 16.24 | 310 | -4,866 | 177 | |||
| 13 Nov | 12071.10 | 109.3 | -1109.05 | 16.98 | 350 | 167 | 167 | |||
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| 12 Nov | 12333.00 | 1218.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1218.35 | 0.00 | - | 0 | -13 | 0 | |||
| 8 Nov | 12520.60 | 1218.35 | 0.00 | - | 0 | -1 | 0 | |||
| 7 Nov | 12594.40 | 1218.35 | 0.00 | - | 0 | -224 | 0 | |||
| 6 Nov | 12654.95 | 1218.35 | 0.00 | - | 0 | 17 | 0 | |||
| 5 Nov | 12371.85 | 1218.35 | 0.00 | - | 0 | -10,862 | 0 | |||
| 4 Nov | 12299.65 | 1218.35 | 0.00 | - | 0 | -1,791 | 0 | |||
| 1 Nov | 12402.15 | 1218.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1218.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1218.35 | 0.00 | - | 0 | -437 | 0 | |||
| 29 Oct | 12524.20 | 1218.35 | 0.00 | - | 0 | -384 | 0 | |||
| 28 Oct | 12400.20 | 1218.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 1218.35 | 1218.35 | - | 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 12250 expiring on 25NOV2024
Delta for 12250 CE is 0.41
Historical price for 12250 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12182.30. The strike last trading price was 63.05, which was 6.20 higher than the previous day. The implied volatity was 17.06, the open interest changed by 5641 which increased total open position to 8634
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 56.85, which was 2.90 higher than the previous day. The implied volatity was 16.09, the open interest changed by -43345 which decreased total open position to 3023
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 53.95, which was -36.15 lower than the previous day. The implied volatity was 16.08, the open interest changed by 732 which increased total open position to 908
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 90.1, which was -19.20 lower than the previous day. The implied volatity was 16.24, the open interest changed by -4866 which decreased total open position to 177
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 109.3, which was -1109.05 lower than the previous day. The implied volatity was 16.98, the open interest changed by 167 which increased total open position to 167
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1218.35, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1218.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1218.35, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1218.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -224 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1218.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1218.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -10862 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1218.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1791 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1218.35, 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 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1218.35, 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 1218.35, 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 1218.35, 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 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 1218.35, 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 25 Oct MIDCPNIFTY was trading at 12321.20. The strike last trading price was 1218.35, which was 1218.35 higher 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 12250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 5.02
Theta: -10.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12182.30 | 134 | -39.00 | 20.41 | 85,015 | 1,382 | 2,645 |
| 19 Nov | 12171.65 | 173 | -44.20 | 18.28 | 1,04,883 | 1,272 | 1,354 |
| 18 Nov | 12091.60 | 217.2 | -10.80 | 20.61 | 212 | 73 | 82 |
| 14 Nov | 12100.10 | 228 | 37.60 | 20.21 | 30 | -1,202 | 11 |
| 13 Nov | 12071.10 | 190.4 | 0.00 | - | 0 | 502 | 0 |
| 12 Nov | 12333.00 | 190.4 | 0.00 | 2.87 | 0 | 0 | 0 |
| 11 Nov | 12495.70 | 190.4 | 0.00 | 2.97 | 0 | -36 | 0 |
| 8 Nov | 12520.60 | 190.4 | 0.00 | 3.18 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 190.4 | 0.00 | 3.67 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 190.4 | 0.00 | 3.98 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 190.4 | 0.00 | 0.65 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 190.4 | 0.00 | 0.92 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 190.4 | 0.00 | 1.88 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 190.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 190.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 190.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 190.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 190.4 | 190.40 | - | 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 12250 expiring on 25NOV2024
Delta for 12250 PE is -0.58
Historical price for 12250 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12182.30. The strike last trading price was 134, which was -39.00 lower than the previous day. The implied volatity was 20.41, the open interest changed by 1382 which increased total open position to 2645
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 173, which was -44.20 lower than the previous day. The implied volatity was 18.28, the open interest changed by 1272 which increased total open position to 1354
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 217.2, which was -10.80 lower than the previous day. The implied volatity was 20.61, the open interest changed by 73 which increased total open position to 82
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 228, which was 37.60 higher than the previous day. The implied volatity was 20.21, the open interest changed by -1202 which decreased total open position to 11
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 190.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 502 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 190.4, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 190.4, which was 0.00 lower than the previous day. The implied volatity was 2.97, the open interest changed by -36 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 190.4, which was 0.00 lower than the previous day. The implied volatity was 3.18, 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 190.4, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 190.4, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 190.4, which was 0.00 lower than the previous day. The implied volatity was 0.65, 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 190.4, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 190.4, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 190.4, 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 190.4, 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 190.4, 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 190.4, 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 190.4, which was 190.40 higher 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
