MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:35 PM IST
| MIDCPNIFTY 25NOV2024 12425 CE | ||||||||||
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Delta: 0.14
Vega: 2.80
Theta: -6.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12151.50 | 16.05 | -4.20 | 18.23 | 84,264 | 2,947 | 3,854 | |||
| 19 Nov | 12171.65 | 20.25 | -1072.45 | 16.87 | 18,769 | 902 | 902 | |||
| 18 Nov | 12091.60 | 1092.7 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 1092.7 | 0.00 | 3.28 | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1092.7 | 0.00 | 2.93 | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1092.7 | 0.00 | 0.65 | 0 | 4,835 | 0 | |||
| 11 Nov | 12495.70 | 1092.7 | 0.00 | - | 0 | -571 | 0 | |||
| 8 Nov | 12520.60 | 1092.7 | 0.00 | - | 0 | 121 | 0 | |||
| 7 Nov | 12594.40 | 1092.7 | 0.00 | - | 0 | -326 | 0 | |||
| 6 Nov | 12654.95 | 1092.7 | 0.00 | - | 0 | -637 | 0 | |||
| 5 Nov | 12371.85 | 1092.7 | 0.00 | 0.97 | 0 | -2 | 0 | |||
| 4 Nov | 12299.65 | 1092.7 | 0.00 | 0.63 | 0 | -59 | 0 | |||
| 1 Nov | 12402.15 | 1092.7 | 0.00 | - | 0 | -31 | 0 | |||
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| 31 Oct | 12343.15 | 1092.7 | 0.00 | - | 0 | -17 | 0 | |||
| 30 Oct | 12448.25 | 1092.7 | 0.00 | - | 0 | -12 | 0 | |||
| 29 Oct | 12524.20 | 1092.7 | 0.00 | - | 0 | -3 | 0 | |||
| 28 Oct | 12400.20 | 1092.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 1092.7 | 1092.70 | - | 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 12425 expiring on 25NOV2024
Delta for 12425 CE is 0.14
Historical price for 12425 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12151.50. The strike last trading price was 16.05, which was -4.20 lower than the previous day. The implied volatity was 18.23, the open interest changed by 2947 which increased total open position to 3854
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 20.25, which was -1072.45 lower than the previous day. The implied volatity was 16.87, the open interest changed by 902 which increased total open position to 902
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was 3.28, 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 1092.7, which was 0.00 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 4835 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -571 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 121 which increased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -326 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -637 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 1092.7, which was 0.00 lower than the previous day. The implied volatity was 0.63, the open interest changed by -59 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1092.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1092.7, 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 30 Oct MIDCPNIFTY was trading at 12448.25. The strike last trading price was 1092.7, 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 1092.7, 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 1092.7, 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 25 Oct MIDCPNIFTY was trading at 12321.20. The strike last trading price was 1092.7, which was 1092.70 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 12425 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 3.22
Theta: -5.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12151.50 | 283.55 | -24.90 | 20.75 | 375 | 29 | 148 |
| 19 Nov | 12171.65 | 308.45 | -11.55 | 19.64 | 1,795 | 115 | 119 |
| 18 Nov | 12091.60 | 320 | -113.85 | 13.24 | 4 | 1 | 4 |
| 14 Nov | 12100.10 | 433.85 | 47.85 | 32.23 | 2 | -639 | 2 |
| 13 Nov | 12071.10 | 386 | 212.95 | 24.96 | 2 | -825 | 2 |
| 12 Nov | 12333.00 | 173.05 | 38.05 | 14.33 | 33 | 4 | 6 |
| 11 Nov | 12495.70 | 135 | -101.60 | 19.11 | 2 | -13 | 0 |
| 8 Nov | 12520.60 | 236.6 | 0.00 | 1.69 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 236.6 | 0.00 | 2.13 | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 236.6 | 0.00 | 2.49 | 0 | -180 | 0 |
| 5 Nov | 12371.85 | 236.6 | 0.00 | 0.18 | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 236.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 236.6 | 0.00 | 0.70 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 236.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 236.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 236.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 236.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 236.6 | 0.00 | - | 0 | -2 | 0 |
| 24 Oct | 12572.15 | 236.6 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 236.6 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12425 expiring on 25NOV2024
Delta for 12425 PE is -0.83
Historical price for 12425 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12151.50. The strike last trading price was 283.55, which was -24.90 lower than the previous day. The implied volatity was 20.75, the open interest changed by 29 which increased total open position to 148
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 308.45, which was -11.55 lower than the previous day. The implied volatity was 19.64, the open interest changed by 115 which increased total open position to 119
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 320, which was -113.85 lower than the previous day. The implied volatity was 13.24, the open interest changed by 1 which increased total open position to 4
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 433.85, which was 47.85 higher than the previous day. The implied volatity was 32.23, the open interest changed by -639 which decreased total open position to 2
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 386, which was 212.95 higher than the previous day. The implied volatity was 24.96, the open interest changed by -825 which decreased total open position to 2
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 173.05, which was 38.05 higher than the previous day. The implied volatity was 14.33, the open interest changed by 4 which increased total open position to 6
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 135, which was -101.60 lower than the previous day. The implied volatity was 19.11, the open interest changed by -13 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 236.6, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 236.6, which was 0.00 lower than the previous day. The implied volatity was 2.13, 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 236.6, which was 0.00 lower than the previous day. The implied volatity was 2.49, the open interest changed by -180 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 236.6, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 236.6, 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 236.6, which was 0.00 lower than the previous day. The implied volatity was 0.70, 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 236.6, 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 236.6, 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 236.6, 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 236.6, 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 236.6, 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 236.6, 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 236.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
