MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:03 PM IST
| MIDCPNIFTY 25NOV2024 12475 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.10
Vega: 2.27
Theta: -5.42
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 11 | -3.15 | 17.90 | 95,666 | 4,652 | 5,865 | |||
| 19 Nov | 12171.65 | 14.15 | 2.10 | 16.96 | 28,930 | -29,323 | 1,211 | |||
| 18 Nov | 12091.60 | 12.05 | -28.70 | 16.14 | 76 | -7,414 | 31 | |||
|
|
||||||||||
| 14 Nov | 12100.10 | 40.75 | -1017.45 | 17.88 | 1 | -4,493 | 0 | |||
| 13 Nov | 12071.10 | 1058.2 | 0.00 | 4.11 | 0 | -2,989 | 0 | |||
| 12 Nov | 12333.00 | 1058.2 | 0.00 | 1.28 | 0 | 52,390 | 0 | |||
| 11 Nov | 12495.70 | 1058.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1058.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1058.2 | 0.00 | - | 0 | -915 | 0 | |||
| 6 Nov | 12654.95 | 1058.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1058.2 | 0.00 | 1.43 | 0 | -46,798 | 0 | |||
| 4 Nov | 12299.65 | 1058.2 | 0.00 | 1.09 | 0 | -11,547 | 0 | |||
| 1 Nov | 12402.15 | 1058.2 | 0.00 | - | 0 | -60 | 0 | |||
| 31 Oct | 12343.15 | 1058.2 | 0.00 | - | 0 | -3,415 | 0 | |||
| 30 Oct | 12448.25 | 1058.2 | 0.00 | - | 0 | -11 | 0 | |||
| 29 Oct | 12524.20 | 1058.2 | 1058.20 | - | 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 12475 expiring on 25NOV2024
Delta for 12475 CE is 0.10
Historical price for 12475 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 11, which was -3.15 lower than the previous day. The implied volatity was 17.90, the open interest changed by 4652 which increased total open position to 5865
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 14.15, which was 2.10 higher than the previous day. The implied volatity was 16.96, the open interest changed by -29323 which decreased total open position to 1211
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 12.05, which was -28.70 lower than the previous day. The implied volatity was 16.14, the open interest changed by -7414 which decreased total open position to 31
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 40.75, which was -1017.45 lower than the previous day. The implied volatity was 17.88, the open interest changed by -4493 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 1058.2, which was 0.00 lower than the previous day. The implied volatity was 4.11, the open interest changed by -2989 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 1058.2, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 52390 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1058.2, 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 1058.2, 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 1058.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -915 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1058.2, 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 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1058.2, which was 0.00 lower than the previous day. The implied volatity was 1.43, the open interest changed by -46798 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1058.2, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by -11547 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 1058.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 1058.2, 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 1058.2, 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 1058.2, which was 1058.20 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 12475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 2.90
Theta: -4.82
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 315.75 | -33.35 | 21.42 | 242 | 41 | 84 |
| 19 Nov | 12171.65 | 349.1 | 104.10 | 19.08 | 535 | -2,515 | 50 |
| 18 Nov | 12091.60 | 245 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 12100.10 | 245 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 245 | 0.00 | 0.00 | 0 | -144 | 0 |
| 12 Nov | 12333.00 | 245 | 0.00 | 0.00 | 0 | 1,744 | 0 |
| 11 Nov | 12495.70 | 245 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 245 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 245 | 0.00 | 0.00 | 2 | 0 | 0 |
| 6 Nov | 12654.95 | 245 | 0.00 | 0.00 | 2 | 0 | 0 |
| 5 Nov | 12371.85 | 245 | 0.00 | 0.00 | 2 | 0 | 0 |
| 4 Nov | 12299.65 | 245 | 0.00 | 0.00 | 2 | 0 | 0 |
| 1 Nov | 12402.15 | 245 | 0.00 | 0.00 | 2 | 0 | 0 |
| 31 Oct | 12343.15 | 245 | 0.00 | - | 2 | 0 | 0 |
| 30 Oct | 12448.25 | 245 | 0.00 | - | 2 | -2,046 | 0 |
| 29 Oct | 12524.20 | 245 | -6.20 | - | 2 | 1 | 1 |
| 28 Oct | 12400.20 | 251.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 251.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 251.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 251.2 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12475 expiring on 25NOV2024
Delta for 12475 PE is -0.86
Historical price for 12475 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 315.75, which was -33.35 lower than the previous day. The implied volatity was 21.42, the open interest changed by 41 which increased total open position to 84
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 349.1, which was 104.10 higher than the previous day. The implied volatity was 19.08, the open interest changed by -2515 which decreased total open position to 50
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 245, 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 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 245, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 245, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -144 which decreased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 245, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1744 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 245, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 245, 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 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 245, 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 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 245, 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 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 245, 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 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 245, 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 245, 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 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 245, 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 245, 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 245, which was -6.20 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 251.2, 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 251.2, 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 251.2, 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 251.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
