MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
| MIDCPNIFTY 25NOV2024 12300 CE | ||||||||||
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Delta: 0.30
Vega: 4.41
Theta: -10.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 41 | -3.10 | 17.32 | 4,03,196 | 5,176 | 17,393 | |||
| 19 Nov | 12171.65 | 44.1 | 4.50 | 16.53 | 3,34,086 | -29,870 | 12,292 | |||
| 18 Nov | 12091.60 | 39.6 | -39.70 | 16.07 | 13,366 | -22,571 | 2,990 | |||
| 14 Nov | 12100.10 | 79.3 | -21.80 | 17.08 | 2,835 | -12,243 | 1,298 | |||
| 13 Nov | 12071.10 | 101.1 | -1081.10 | 18.25 | 199 | -2,603 | 69 | |||
| 12 Nov | 12333.00 | 1182.2 | 0.00 | - | 0 | -176 | 0 | |||
| 11 Nov | 12495.70 | 1182.2 | 0.00 | - | 0 | -9,418 | 0 | |||
| 8 Nov | 12520.60 | 1182.2 | 0.00 | - | 0 | -249 | 0 | |||
| 7 Nov | 12594.40 | 1182.2 | 0.00 | - | 0 | -3,019 | 0 | |||
| 6 Nov | 12654.95 | 1182.2 | 0.00 | - | 0 | 72 | 0 | |||
| 5 Nov | 12371.85 | 1182.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 1182.2 | 0.00 | - | 0 | -478 | 0 | |||
| 1 Nov | 12402.15 | 1182.2 | 0.00 | - | 0 | -428 | 0 | |||
| 31 Oct | 12343.15 | 1182.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1182.2 | 0.00 | - | 0 | -3,949 | 0 | |||
| 29 Oct | 12524.20 | 1182.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 1182.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 1182.2 | 1182.20 | - | 0 | 0 | 0 | |||
| 24 Oct | 12572.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12300 expiring on 25NOV2024
Delta for 12300 CE is 0.30
Historical price for 12300 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 41, which was -3.10 lower than the previous day. The implied volatity was 17.32, the open interest changed by 5176 which increased total open position to 17393
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 44.1, which was 4.50 higher than the previous day. The implied volatity was 16.53, the open interest changed by -29870 which decreased total open position to 12292
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 39.6, which was -39.70 lower than the previous day. The implied volatity was 16.07, the open interest changed by -22571 which decreased total open position to 2990
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 79.3, which was -21.80 lower than the previous day. The implied volatity was 17.08, the open interest changed by -12243 which decreased total open position to 1298
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 101.1, which was -1081.10 lower than the previous day. The implied volatity was 18.25, the open interest changed by -2603 which decreased total open position to 69
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1182.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -176 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1182.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9418 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1182.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -249 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1182.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3019 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1182.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1182.2, 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 1182.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -478 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1182.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -428 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1182.2, 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 1182.2, 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 1182.2, 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 1182.2, 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 1182.2, which was 1182.20 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 12300 PE | |||||||
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Delta: -0.68
Vega: 4.56
Theta: -8.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 172.1 | -37.75 | 19.74 | 74,485 | 1,164 | 7,701 |
| 19 Nov | 12171.65 | 209.85 | -44.35 | 18.84 | 2,04,440 | 5,974 | 6,570 |
| 18 Nov | 12091.60 | 254.2 | 10.50 | 21.10 | 1,251 | -1,999 | 596 |
| 14 Nov | 12100.10 | 243.7 | -21.30 | 18.13 | 158 | 55 | 104 |
| 13 Nov | 12071.10 | 265 | 115.00 | 21.29 | 242 | 17 | 49 |
| 12 Nov | 12333.00 | 150 | 54.45 | 18.56 | 89 | -2,930 | 29 |
| 11 Nov | 12495.70 | 95.55 | -4.45 | 19.69 | 9 | -818 | 17 |
| 8 Nov | 12520.60 | 100 | 19.95 | 18.81 | 18 | -496 | 14 |
| 7 Nov | 12594.40 | 80.05 | 1.75 | 19.10 | 5 | -482 | 23 |
| 6 Nov | 12654.95 | 78.3 | -72.70 | 20.57 | 35 | -161 | 21 |
| 5 Nov | 12371.85 | 151 | 0.00 | 18.22 | 10 | 15 | 15 |
| 4 Nov | 12299.65 | 151 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 151 | -109.00 | 18.53 | 1 | 16 | 16 |
| 31 Oct | 12343.15 | 260 | 56.60 | - | 22 | 16 | 16 |
| 30 Oct | 12448.25 | 203.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 203.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 203.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 203.4 | 203.40 | - | 0 | -3 | 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 12300 expiring on 25NOV2024
Delta for 12300 PE is -0.68
Historical price for 12300 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 172.1, which was -37.75 lower than the previous day. The implied volatity was 19.74, the open interest changed by 1164 which increased total open position to 7701
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 209.85, which was -44.35 lower than the previous day. The implied volatity was 18.84, the open interest changed by 5974 which increased total open position to 6570
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 254.2, which was 10.50 higher than the previous day. The implied volatity was 21.10, the open interest changed by -1999 which decreased total open position to 596
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 243.7, which was -21.30 lower than the previous day. The implied volatity was 18.13, the open interest changed by 55 which increased total open position to 104
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 265, which was 115.00 higher than the previous day. The implied volatity was 21.29, the open interest changed by 17 which increased total open position to 49
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 150, which was 54.45 higher than the previous day. The implied volatity was 18.56, the open interest changed by -2930 which decreased total open position to 29
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 95.55, which was -4.45 lower than the previous day. The implied volatity was 19.69, the open interest changed by -818 which decreased total open position to 17
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 100, which was 19.95 higher than the previous day. The implied volatity was 18.81, the open interest changed by -496 which decreased total open position to 14
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 80.05, which was 1.75 higher than the previous day. The implied volatity was 19.10, the open interest changed by -482 which decreased total open position to 23
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 78.3, which was -72.70 lower than the previous day. The implied volatity was 20.57, the open interest changed by -161 which decreased total open position to 21
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 151, which was 0.00 lower than the previous day. The implied volatity was 18.22, the open interest changed by 15 which increased total open position to 15
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 151, 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 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 151, which was -109.00 lower than the previous day. The implied volatity was 18.53, the open interest changed by 16 which increased total open position to 16
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 260, which was 56.60 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 203.4, 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 203.4, 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 203.4, 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 203.4, which was 203.40 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
