MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:08 PM IST
| MIDCPNIFTY 25NOV2024 12275 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 4.76
Theta: -11.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12173.45 | 52.2 | 3.25 | 17.38 | 1,38,282 | 1,402 | 3,838 | |||
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| 19 Nov | 12171.65 | 48.95 | 4.15 | 16.05 | 1,09,113 | -23,398 | 2,519 | |||
| 18 Nov | 12091.60 | 44.8 | -25.25 | 15.86 | 230 | -6,645 | 126 | |||
| 14 Nov | 12100.10 | 70.05 | -379.95 | 14.77 | 4 | 0 | 2 | |||
| 13 Nov | 12071.10 | 450 | 0.00 | 0.00 | 0 | 343 | 0 | |||
| 12 Nov | 12333.00 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 450 | 0.00 | 0.00 | 0 | 1 | 2 | |||
| 8 Nov | 12520.60 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 450 | 223.20 | 18.87 | 1 | 2 | 3 | |||
| 6 Nov | 12654.95 | 226.8 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Nov | 12371.85 | 226.8 | -973.65 | 19.74 | 5 | 3 | 3 | |||
| 4 Nov | 12299.65 | 1200.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1200.45 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1200.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1200.45 | 1200.45 | - | 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 12275 expiring on 25NOV2024
Delta for 12275 CE is 0.35
Historical price for 12275 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.45. The strike last trading price was 52.2, which was 3.25 higher than the previous day. The implied volatity was 17.38, the open interest changed by 1402 which increased total open position to 3838
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 48.95, which was 4.15 higher than the previous day. The implied volatity was 16.05, the open interest changed by -23398 which decreased total open position to 2519
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 44.8, which was -25.25 lower than the previous day. The implied volatity was 15.86, the open interest changed by -6645 which decreased total open position to 126
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 70.05, which was -379.95 lower than the previous day. The implied volatity was 14.77, the open interest changed by 0 which decreased total open position to 2
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 343 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 450, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 2
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 450, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 450, which was 223.20 higher than the previous day. The implied volatity was 18.87, the open interest changed by 2 which increased total open position to 3
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 226.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 226.8, which was -973.65 lower than the previous day. The implied volatity was 19.74, the open interest changed by 3 which increased total open position to 3
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1200.45, 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 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1200.45, 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 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1200.45, 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 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 1200.45, which was 1200.45 higher 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 12275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 4.90
Theta: -11.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12173.45 | 163.05 | -28.50 | 22.15 | 24,797 | 270 | 1,698 |
| 19 Nov | 12171.65 | 191.55 | -48.45 | 18.64 | 1,12,311 | 2,673 | 2,684 |
| 18 Nov | 12091.60 | 240 | 40.00 | 21.61 | 1 | 0 | 10 |
| 14 Nov | 12100.10 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 200 | -20.00 | 15.60 | 2 | 0 | 10 |
| 12 Nov | 12333.00 | 220 | 0.00 | 0.00 | 0 | 0 | 10 |
| 11 Nov | 12495.70 | 220 | 0.00 | 0.00 | 0 | 0 | 10 |
| 8 Nov | 12520.60 | 220 | 0.00 | 0.00 | 0 | 0 | 10 |
| 7 Nov | 12594.40 | 220 | 0.00 | 0.00 | 0 | 0 | 10 |
| 6 Nov | 12654.95 | 220 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 220 | 0.00 | 0.00 | 0 | 1,881 | 0 |
| 4 Nov | 12299.65 | 220 | 0.00 | 0.00 | 0 | 10 | 10 |
| 1 Nov | 12402.15 | 220 | 0.00 | 0.00 | 11 | 10 | 10 |
| 31 Oct | 12343.15 | 220 | 22.90 | - | 11 | 1 | 1 |
| 30 Oct | 12448.25 | 197.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 197.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 197.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 197.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 197.1 | 197.10 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12275 expiring on 25NOV2024
Delta for 12275 PE is -0.62
Historical price for 12275 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12173.45. The strike last trading price was 163.05, which was -28.50 lower than the previous day. The implied volatity was 22.15, the open interest changed by 270 which increased total open position to 1698
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 191.55, which was -48.45 lower than the previous day. The implied volatity was 18.64, the open interest changed by 2673 which increased total open position to 2684
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 240, which was 40.00 higher than the previous day. The implied volatity was 21.61, the open interest changed by 0 which decreased total open position to 10
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 200, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 200, which was -20.00 lower than the previous day. The implied volatity was 15.60, the open interest changed by 0 which decreased total open position to 10
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 220, 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 10
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 220, 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 10
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 220, 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 10
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 220, 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 10
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 220, 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 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1881 which increased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 220, 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 10
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 220, 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 10
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 220, which was 22.90 higher 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 197.1, 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 197.1, 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 197.1, 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 197.1, 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 197.1, which was 197.10 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
