MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 03:53 PM IST
| MIDCPNIFTY 25NOV2024 12375 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 3.48
Theta: -8.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 23.1 | -1.90 | 17.27 | 1,11,892 | 2,191 | 2,974 | |||
| 19 Nov | 12171.65 | 25 | -1103.35 | 16.05 | 26,229 | -25,189 | 841 | |||
| 18 Nov | 12091.60 | 1128.35 | 0.00 | 4.01 | 0 | 5,422 | 0 | |||
| 14 Nov | 12100.10 | 1128.35 | 0.00 | 2.70 | 0 | 1,571 | 0 | |||
| 13 Nov | 12071.10 | 1128.35 | 0.00 | 2.80 | 0 | 2,073 | 0 | |||
| 12 Nov | 12333.00 | 1128.35 | 0.00 | 0.28 | 0 | 12 | 0 | |||
| 11 Nov | 12495.70 | 1128.35 | 0.00 | - | 0 | -10 | 0 | |||
| 8 Nov | 12520.60 | 1128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1128.35 | 0.00 | - | 0 | -1,184 | 0 | |||
| 6 Nov | 12654.95 | 1128.35 | 0.00 | - | 0 | -1,948 | 0 | |||
| 5 Nov | 12371.85 | 1128.35 | 0.00 | - | 0 | 106 | 0 | |||
| 4 Nov | 12299.65 | 1128.35 | 0.00 | 0.18 | 0 | -10 | 0 | |||
| 1 Nov | 12402.15 | 1128.35 | 0.00 | - | 0 | -9,318 | 0 | |||
| 31 Oct | 12343.15 | 1128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1128.35 | 0.00 | - | 0 | -661 | 0 | |||
| 29 Oct | 12524.20 | 1128.35 | 1128.35 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 12572.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12375 expiring on 25NOV2024
Delta for 12375 CE is 0.19
Historical price for 12375 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 23.1, which was -1.90 lower than the previous day. The implied volatity was 17.27, the open interest changed by 2191 which increased total open position to 2974
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 25, which was -1103.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by -25189 which decreased total open position to 841
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was 4.01, the open interest changed by 5422 which increased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was 2.70, the open interest changed by 1571 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 2073 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by 12 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1128.35, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1184 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1948 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 106 which increased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was 0.18, the open interest changed by -10 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1128.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9318 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1128.35, 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 1128.35, 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 1128.35, which was 1128.35 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
| MIDCPNIFTY 25NOV2024 12375 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 3.90
Theta: -7.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 230.45 | -34.90 | 20.57 | 2,648 | 215 | 446 |
| 19 Nov | 12171.65 | 265.35 | -67.65 | 18.79 | 7,407 | 225 | 232 |
| 18 Nov | 12091.60 | 333 | 0.00 | 0.00 | 0 | -120 | 0 |
| 14 Nov | 12100.10 | 333 | 0.00 | 0.00 | 0 | -658 | 0 |
| 13 Nov | 12071.10 | 333 | 216.90 | 22.46 | 4 | -3 | 8 |
| 12 Nov | 12333.00 | 116.1 | 0.00 | 0.00 | 0 | 0 | 11 |
| 11 Nov | 12495.70 | 116.1 | -107.10 | 19.48 | 8 | 1 | 4 |
| 8 Nov | 12520.60 | 223.2 | 0.00 | 0.00 | 0 | 0 | 3 |
| 7 Nov | 12594.40 | 223.2 | 0.00 | 0.00 | 0 | 0 | 3 |
| 6 Nov | 12654.95 | 223.2 | 0.00 | 0.00 | 0 | 0 | 3 |
| 5 Nov | 12371.85 | 223.2 | 0.00 | 21.71 | 2 | 1 | 2 |
| 4 Nov | 12299.65 | 223.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 223.2 | 0.00 | 0.00 | 0 | 1 | 1 |
| 31 Oct | 12343.15 | 223.2 | 223.20 | - | 1 | -2,582 | 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 12375 expiring on 25NOV2024
Delta for 12375 PE is -0.77
Historical price for 12375 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 230.45, which was -34.90 lower than the previous day. The implied volatity was 20.57, the open interest changed by 215 which increased total open position to 446
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 265.35, which was -67.65 lower than the previous day. The implied volatity was 18.79, the open interest changed by 225 which increased total open position to 232
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 333, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -120 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 333, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -658 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 333, which was 216.90 higher than the previous day. The implied volatity was 22.46, the open interest changed by -3 which decreased total open position to 8
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 116.1, 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 11
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 116.1, which was -107.10 lower than the previous day. The implied volatity was 19.48, the open interest changed by 1 which increased total open position to 4
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 223.2, 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 3
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 223.2, 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 3
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 223.2, 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 3
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 223.2, which was 0.00 lower than the previous day. The implied volatity was 21.71, the open interest changed by 1 which increased total open position to 2
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 223.2, 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 223.2, 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 1
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 223.2, which was 223.20 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
