MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:35 PM IST
| MIDCPNIFTY 25NOV2024 12450 CE | ||||||||||
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Delta: 0.12
Vega: 2.53
Theta: -6.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12151.50 | 13.55 | -2.80 | 18.45 | 1,16,661 | 1,460 | 3,414 | |||
| 19 Nov | 12171.65 | 16.35 | 1.35 | 16.71 | 37,228 | -27,795 | 1,977 | |||
| 18 Nov | 12091.60 | 15 | -22.15 | 16.28 | 756 | -14,100 | 241 | |||
| 14 Nov | 12100.10 | 37.15 | -1038.20 | 16.50 | 3 | 1 | 1 | |||
| 13 Nov | 12071.10 | 1075.35 | 0.00 | 3.53 | 0 | 3,226 | 0 | |||
| 12 Nov | 12333.00 | 1075.35 | 0.00 | 1.09 | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1075.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1075.35 | 0.00 | - | 0 | -1,104 | 0 | |||
| 7 Nov | 12594.40 | 1075.35 | 0.00 | - | 0 | -1,250 | 0 | |||
| 6 Nov | 12654.95 | 1075.35 | 0.00 | - | 0 | -1 | 0 | |||
| 5 Nov | 12371.85 | 1075.35 | 0.00 | 1.21 | 0 | -1 | 0 | |||
| 4 Nov | 12299.65 | 1075.35 | 0.00 | 0.86 | 0 | -1 | 0 | |||
| 1 Nov | 12402.15 | 1075.35 | 0.00 | - | 0 | -14,929 | 0 | |||
| 31 Oct | 12343.15 | 1075.35 | 0.00 | - | 0 | -1 | 0 | |||
| 30 Oct | 12448.25 | 1075.35 | 1075.35 | - | 0 | -1,826 | 0 | |||
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| 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 12450 expiring on 25NOV2024
Delta for 12450 CE is 0.12
Historical price for 12450 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12151.50. The strike last trading price was 13.55, which was -2.80 lower than the previous day. The implied volatity was 18.45, the open interest changed by 1460 which increased total open position to 3414
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 16.35, which was 1.35 higher than the previous day. The implied volatity was 16.71, the open interest changed by -27795 which decreased total open position to 1977
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 15, which was -22.15 lower than the previous day. The implied volatity was 16.28, the open interest changed by -14100 which decreased total open position to 241
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 37.15, which was -1038.20 lower than the previous day. The implied volatity was 16.50, the open interest changed by 1 which increased total open position to 1
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by 3226 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 1075.35, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1104 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by -1 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was 0.86, the open interest changed by -1 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1075.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -14929 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1075.35, 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 1075.35, which was 1075.35 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 12450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12151.50 | 279.3 | -45.05 | - | 318 | 12 | 124 |
| 19 Nov | 12171.65 | 324.35 | 80.50 | 18.16 | 804 | -3,157 | 112 |
| 18 Nov | 12091.60 | 243.85 | 0.00 | - | 0 | -56 | 0 |
| 14 Nov | 12100.10 | 243.85 | 0.00 | - | 0 | -618 | 0 |
| 13 Nov | 12071.10 | 243.85 | 0.00 | - | 0 | 1,364 | 0 |
| 12 Nov | 12333.00 | 243.85 | 0.00 | - | 0 | 506 | 0 |
| 11 Nov | 12495.70 | 243.85 | 0.00 | 1.05 | 0 | -9,816 | 0 |
| 8 Nov | 12520.60 | 243.85 | 0.00 | 1.45 | 0 | -4,891 | 0 |
| 7 Nov | 12594.40 | 243.85 | 0.00 | 1.95 | 0 | -3,605 | 0 |
| 6 Nov | 12654.95 | 243.85 | 0.00 | 2.27 | 0 | -172 | 0 |
| 5 Nov | 12371.85 | 243.85 | 0.00 | - | 0 | -49 | 0 |
| 4 Nov | 12299.65 | 243.85 | 0.00 | - | 0 | 1,954 | 0 |
| 1 Nov | 12402.15 | 243.85 | 0.00 | 0.49 | 0 | -3,186 | 0 |
| 31 Oct | 12343.15 | 243.85 | 0.00 | - | 0 | 5 | 0 |
| 30 Oct | 12448.25 | 243.85 | 0.00 | - | 0 | -2,967 | 0 |
| 29 Oct | 12524.20 | 243.85 | 0.00 | - | 0 | -1,426 | 0 |
| 28 Oct | 12400.20 | 243.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 243.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 243.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 243.85 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12450 expiring on 25NOV2024
Delta for 12450 PE is -
Historical price for 12450 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12151.50. The strike last trading price was 279.3, which was -45.05 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 124
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 324.35, which was 80.50 higher than the previous day. The implied volatity was 18.16, the open interest changed by -3157 which decreased total open position to 112
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -56 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -618 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1364 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 506 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by -9816 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was 1.45, the open interest changed by -4891 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was 1.95, the open interest changed by -3605 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was 2.27, the open interest changed by -172 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1954 which increased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 243.85, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by -3186 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 243.85, 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 243.85, 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 243.85, 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 243.85, 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 243.85, 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 243.85, 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 243.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
