MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:16 PM IST
| MIDCPNIFTY 25NOV2024 12350 CE | ||||||||||
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Delta: 0.25
Vega: 4.05
Theta: -9.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12177.20 | 33.35 | 1.50 | 17.83 | 1,34,670 | 1,583 | 4,753 | |||
| 19 Nov | 12171.65 | 31.85 | 2.85 | 16.50 | 84,687 | -38,381 | 3,080 | |||
| 18 Nov | 12091.60 | 29 | -32.90 | 16.10 | 3,272 | -12,540 | 1,556 | |||
| 14 Nov | 12100.10 | 61.9 | -28.05 | 16.77 | 355 | -5,307 | 152 | |||
| 13 Nov | 12071.10 | 89.95 | -70.10 | 18.96 | 349 | -2,804 | 110 | |||
| 12 Nov | 12333.00 | 160.05 | -139.95 | 17.54 | 80 | -1,621 | 61 | |||
| 11 Nov | 12495.70 | 300 | -846.15 | 20.02 | 11 | -1,268 | 1 | |||
| 8 Nov | 12520.60 | 1146.15 | 0.00 | - | 0 | -250 | 0 | |||
| 7 Nov | 12594.40 | 1146.15 | 0.00 | - | 0 | -1,539 | 0 | |||
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| 6 Nov | 12654.95 | 1146.15 | 0.00 | - | 0 | -2,078 | 0 | |||
| 5 Nov | 12371.85 | 1146.15 | 0.00 | 0.32 | 0 | -2 | 0 | |||
| 4 Nov | 12299.65 | 1146.15 | 0.00 | - | 0 | -102 | 0 | |||
| 1 Nov | 12402.15 | 1146.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1146.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1146.15 | 1146.15 | - | 0 | -1,862 | 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 12350 expiring on 25NOV2024
Delta for 12350 CE is 0.25
Historical price for 12350 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12177.20. The strike last trading price was 33.35, which was 1.50 higher than the previous day. The implied volatity was 17.83, the open interest changed by 1583 which increased total open position to 4753
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 31.85, which was 2.85 higher than the previous day. The implied volatity was 16.50, the open interest changed by -38381 which decreased total open position to 3080
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 29, which was -32.90 lower than the previous day. The implied volatity was 16.10, the open interest changed by -12540 which decreased total open position to 1556
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 61.9, which was -28.05 lower than the previous day. The implied volatity was 16.77, the open interest changed by -5307 which decreased total open position to 152
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 89.95, which was -70.10 lower than the previous day. The implied volatity was 18.96, the open interest changed by -2804 which decreased total open position to 110
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 160.05, which was -139.95 lower than the previous day. The implied volatity was 17.54, the open interest changed by -1621 which decreased total open position to 61
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 300, which was -846.15 lower than the previous day. The implied volatity was 20.02, the open interest changed by -1268 which decreased total open position to 1
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1146.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1146.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1539 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1146.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2078 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1146.15, which was 0.00 lower than the previous day. The implied volatity was 0.32, the open interest changed by -2 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1146.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -102 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1146.15, 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 1146.15, 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 1146.15, which was 1146.15 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 12350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 4.40
Theta: -9.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12177.20 | 209.9 | -35.55 | 21.90 | 4,460 | 163 | 522 |
| 19 Nov | 12171.65 | 245.45 | -48.55 | 18.66 | 19,483 | 361 | 361 |
| 18 Nov | 12091.60 | 294 | 0.00 | 0.00 | 0 | -72 | 0 |
| 14 Nov | 12100.10 | 294 | 202.95 | 20.29 | 2 | 0 | 1 |
| 13 Nov | 12071.10 | 91.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 12333.00 | 91.05 | -125.40 | 10.01 | 1 | 0 | 0 |
| 11 Nov | 12495.70 | 216.45 | 0.00 | 2.02 | 0 | 59 | 0 |
| 8 Nov | 12520.60 | 216.45 | 0.00 | 2.29 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 216.45 | 0.00 | 2.80 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 216.45 | 0.00 | 3.13 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 216.45 | 0.00 | 0.89 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 216.45 | 0.00 | 0.16 | 0 | 12,368 | 0 |
| 1 Nov | 12402.15 | 216.45 | 0.00 | 1.20 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 216.45 | 216.45 | - | 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 12350 expiring on 25NOV2024
Delta for 12350 PE is -0.71
Historical price for 12350 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12177.20. The strike last trading price was 209.9, which was -35.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by 163 which increased total open position to 522
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 245.45, which was -48.55 lower than the previous day. The implied volatity was 18.66, the open interest changed by 361 which increased total open position to 361
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 294, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -72 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 294, which was 202.95 higher than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 1
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 91.05, 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 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 91.05, which was -125.40 lower than the previous day. The implied volatity was 10.01, 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 216.45, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 59 which increased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 216.45, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 216.45, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 216.45, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 216.45, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 216.45, which was 0.00 lower than the previous day. The implied volatity was 0.16, the open interest changed by 12368 which increased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 216.45, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 216.45, which was 216.45 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 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
