MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
| MIDCPNIFTY 25NOV2024 12400 CE | ||||||||||
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Delta: 0.17
Vega: 3.20
Theta: -7.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 12164.65 | 20 | -2.00 | 17.64 | 3,09,339 | 10,104 | 15,486 | |||
| 19 Nov | 12171.65 | 22 | 2.45 | 16.36 | 1,21,642 | -46,266 | 5,367 | |||
| 18 Nov | 12091.60 | 19.55 | -30.30 | 15.81 | 11,162 | -23,386 | 2,441 | |||
| 14 Nov | 12100.10 | 49.85 | -18.30 | 16.81 | 1,311 | -14,408 | 549 | |||
| 13 Nov | 12071.10 | 68.15 | -61.85 | 18.05 | 577 | -8,095 | 199 | |||
| 12 Nov | 12333.00 | 130 | -120.30 | 16.79 | 318 | -457 | 114 | |||
| 11 Nov | 12495.70 | 250.3 | -48.70 | 18.12 | 4 | -2,425 | 6 | |||
| 8 Nov | 12520.60 | 299 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 7 Nov | 12594.40 | 299 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 6 Nov | 12654.95 | 299 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 5 Nov | 12371.85 | 299 | 0.00 | 0.00 | 0 | -88,293 | 3 | |||
| 4 Nov | 12299.65 | 299 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 299 | 0.00 | 0.00 | 0 | 15,441 | 0 | |||
| 31 Oct | 12343.15 | 299 | -811.70 | - | 3 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1110.7 | 0.00 | - | 0 | 3,771 | 0 | |||
| 29 Oct | 12524.20 | 1110.7 | 0.00 | - | 0 | 9,996 | 0 | |||
| 28 Oct | 12400.20 | 1110.7 | 1110.70 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 0 | 0.00 | - | 0 | -12 | 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 12400 expiring on 25NOV2024
Delta for 12400 CE is 0.17
Historical price for 12400 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 20, which was -2.00 lower than the previous day. The implied volatity was 17.64, the open interest changed by 10104 which increased total open position to 15486
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 22, which was 2.45 higher than the previous day. The implied volatity was 16.36, the open interest changed by -46266 which decreased total open position to 5367
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 19.55, which was -30.30 lower than the previous day. The implied volatity was 15.81, the open interest changed by -23386 which decreased total open position to 2441
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 49.85, which was -18.30 lower than the previous day. The implied volatity was 16.81, the open interest changed by -14408 which decreased total open position to 549
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 68.15, which was -61.85 lower than the previous day. The implied volatity was 18.05, the open interest changed by -8095 which decreased total open position to 199
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 130, which was -120.30 lower than the previous day. The implied volatity was 16.79, the open interest changed by -457 which decreased total open position to 114
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 250.3, which was -48.70 lower than the previous day. The implied volatity was 18.12, the open interest changed by -2425 which decreased total open position to 6
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 299, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 299, 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 299, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 299, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -88293 which decreased total open position to 3
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 299, 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 299, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15441 which increased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 299, which was -811.70 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 1110.7, 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 1110.7, 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 1110.7, which was 1110.70 higher 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 12400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 3.66
Theta: -6.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 251.3 | -33.35 | 20.90 | 8,181 | 582 | 1,046 |
| 19 Nov | 12171.65 | 284.65 | -45.55 | 18.82 | 14,117 | 264 | 472 |
| 18 Nov | 12091.60 | 330.2 | 7.20 | 21.33 | 202 | 173 | 207 |
| 14 Nov | 12100.10 | 323 | -22.25 | 19.39 | 4 | 0 | 34 |
| 13 Nov | 12071.10 | 345.25 | 143.65 | 23.10 | 165 | -15 | 34 |
| 12 Nov | 12333.00 | 201.6 | 96.60 | 18.63 | 258 | 43 | 48 |
| 11 Nov | 12495.70 | 105 | -125.10 | 17.16 | 5 | 4 | 4 |
| 8 Nov | 12520.60 | 230.1 | 0.00 | 1.86 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 230.1 | 0.00 | 2.34 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 230.1 | 0.00 | 2.68 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 230.1 | 0.00 | 0.43 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 230.1 | 0.00 | 0.19 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 230.1 | 0.00 | 0.76 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 230.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 230.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 230.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 230.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 230.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 230.1 | 230.10 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12400 expiring on 25NOV2024
Delta for 12400 PE is -0.79
Historical price for 12400 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 251.3, which was -33.35 lower than the previous day. The implied volatity was 20.90, the open interest changed by 582 which increased total open position to 1046
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 284.65, which was -45.55 lower than the previous day. The implied volatity was 18.82, the open interest changed by 264 which increased total open position to 472
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 330.2, which was 7.20 higher than the previous day. The implied volatity was 21.33, the open interest changed by 173 which increased total open position to 207
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 323, which was -22.25 lower than the previous day. The implied volatity was 19.39, the open interest changed by 0 which decreased total open position to 34
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 345.25, which was 143.65 higher than the previous day. The implied volatity was 23.10, the open interest changed by -15 which decreased total open position to 34
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 201.6, which was 96.60 higher than the previous day. The implied volatity was 18.63, the open interest changed by 43 which increased total open position to 48
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 105, which was -125.10 lower than the previous day. The implied volatity was 17.16, the open interest changed by 4 which increased total open position to 4
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 230.1, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 230.1, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 230.1, which was 0.00 lower than the previous day. The implied volatity was 2.68, 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 230.1, which was 0.00 lower than the previous day. The implied volatity was 0.43, 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 230.1, which was 0.00 lower than the previous day. The implied volatity was 0.19, 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 230.1, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 230.1, 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 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 230.1, 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 230.1, 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 230.1, 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 230.1, 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 230.1, which was 230.10 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
