MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:03 PM IST
| MIDCPNIFTY 25NOV2024 12500 CE | ||||||||||
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Delta: 0.09
Vega: 1.98
Theta: -4.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 8.85 | -2.75 | 17.95 | 2,51,230 | 6,002 | 11,306 | |||
| 19 Nov | 12171.65 | 11.6 | 0.30 | 16.93 | 1,20,951 | -97,878 | 5,506 | |||
| 18 Nov | 12091.60 | 11.3 | -18.65 | 16.66 | 14,808 | -53,782 | 4,264 | |||
| 14 Nov | 12100.10 | 29.95 | -15.85 | 16.71 | 3,550 | -33,739 | 1,041 | |||
| 13 Nov | 12071.10 | 45.8 | -48.30 | 18.17 | 1,937 | -23,226 | 724 | |||
| 12 Nov | 12333.00 | 94.1 | -79.30 | 17.12 | 1,451 | -2,92,040 | 381 | |||
| 11 Nov | 12495.70 | 173.4 | -20.10 | 15.92 | 698 | -25,255 | 156 | |||
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| 8 Nov | 12520.60 | 193.5 | -98.90 | 15.69 | 74 | -8,280 | 149 | |||
| 7 Nov | 12594.40 | 292.4 | -22.60 | 18.91 | 175 | -5,769 | 144 | |||
| 6 Nov | 12654.95 | 315 | 168.00 | 15.17 | 16 | -5,057 | 5 | |||
| 5 Nov | 12371.85 | 147 | -93.00 | 15.50 | 2 | -80,736 | 3 | |||
| 4 Nov | 12299.65 | 240 | 0.00 | 0.00 | 0 | 10,081 | 0 | |||
| 1 Nov | 12402.15 | 240 | 68.00 | 19.36 | 1 | 0 | 1 | |||
| 31 Oct | 12343.15 | 172 | 0.00 | - | 0 | 13,356 | 0 | |||
| 30 Oct | 12448.25 | 172 | -869.20 | - | 7 | -15,324 | 3 | |||
| 29 Oct | 12524.20 | 1041.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 1041.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 1041.2 | 0.00 | - | 0 | 528 | 0 | |||
| 24 Oct | 12572.15 | 1041.2 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 12544.15 | 1041.2 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12500 expiring on 25NOV2024
Delta for 12500 CE is 0.09
Historical price for 12500 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 8.85, which was -2.75 lower than the previous day. The implied volatity was 17.95, the open interest changed by 6002 which increased total open position to 11306
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 11.6, which was 0.30 higher than the previous day. The implied volatity was 16.93, the open interest changed by -97878 which decreased total open position to 5506
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 11.3, which was -18.65 lower than the previous day. The implied volatity was 16.66, the open interest changed by -53782 which decreased total open position to 4264
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 29.95, which was -15.85 lower than the previous day. The implied volatity was 16.71, the open interest changed by -33739 which decreased total open position to 1041
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 45.8, which was -48.30 lower than the previous day. The implied volatity was 18.17, the open interest changed by -23226 which decreased total open position to 724
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 94.1, which was -79.30 lower than the previous day. The implied volatity was 17.12, the open interest changed by -292040 which decreased total open position to 381
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 173.4, which was -20.10 lower than the previous day. The implied volatity was 15.92, the open interest changed by -25255 which decreased total open position to 156
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 193.5, which was -98.90 lower than the previous day. The implied volatity was 15.69, the open interest changed by -8280 which decreased total open position to 149
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 292.4, which was -22.60 lower than the previous day. The implied volatity was 18.91, the open interest changed by -5769 which decreased total open position to 144
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 315, which was 168.00 higher than the previous day. The implied volatity was 15.17, the open interest changed by -5057 which decreased total open position to 5
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 147, which was -93.00 lower than the previous day. The implied volatity was 15.50, the open interest changed by -80736 which decreased total open position to 3
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 240, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10081 which increased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 240, which was 68.00 higher than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 1
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 172, 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 172, which was -869.20 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 1041.2, 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 28 Oct MIDCPNIFTY was trading at 12400.20. The strike last trading price was 1041.2, 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 1041.2, 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 1041.2, 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 1041.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 12500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 2.75
Theta: -4.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 338.85 | -38.55 | 22.14 | 2,620 | 188 | 665 |
| 19 Nov | 12171.65 | 377.4 | -47.35 | 21.01 | 2,149 | -9,245 | 479 |
| 18 Nov | 12091.60 | 424.75 | 23.40 | 24.26 | 585 | -9,496 | 513 |
| 14 Nov | 12100.10 | 401.35 | 51.30 | 19.56 | 115 | -11,820 | 189 |
| 13 Nov | 12071.10 | 350.05 | 89.50 | 11.78 | 277 | -17,814 | 247 |
| 12 Nov | 12333.00 | 260.55 | 90.50 | 18.51 | 593 | -1,85,044 | 252 |
| 11 Nov | 12495.70 | 170.05 | -20.95 | 19.21 | 459 | -19,185 | 125 |
| 8 Nov | 12520.60 | 191 | -67.75 | 19.96 | 18 | -16,650 | 17 |
| 7 Nov | 12594.40 | 258.75 | 0.00 | 0.00 | 0 | -13,688 | 0 |
| 6 Nov | 12654.95 | 258.75 | 0.00 | 0.00 | 0 | -1,113 | 0 |
| 5 Nov | 12371.85 | 258.75 | 0.00 | 0.00 | 0 | -8,863 | 0 |
| 4 Nov | 12299.65 | 258.75 | 0.00 | 0.00 | 0 | -231 | 0 |
| 1 Nov | 12402.15 | 258.75 | 0.00 | 0.00 | 0 | -6,302 | 0 |
| 31 Oct | 12343.15 | 258.75 | 0.00 | - | 1 | -236 | 1 |
| 30 Oct | 12448.25 | 258.75 | 0.00 | - | 3 | -95 | 0 |
| 29 Oct | 12524.20 | 258.75 | 0.00 | - | 0 | -4,305 | 0 |
| 28 Oct | 12400.20 | 258.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 258.75 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 258.75 | 0.00 | - | 0 | 358 | 0 |
| 23 Oct | 12544.15 | 258.75 | - | 0 | 780 | 0 | |
For Nifty Midcap Select - strike price 12500 expiring on 25NOV2024
Delta for 12500 PE is -0.87
Historical price for 12500 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 338.85, which was -38.55 lower than the previous day. The implied volatity was 22.14, the open interest changed by 188 which increased total open position to 665
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 377.4, which was -47.35 lower than the previous day. The implied volatity was 21.01, the open interest changed by -9245 which decreased total open position to 479
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 424.75, which was 23.40 higher than the previous day. The implied volatity was 24.26, the open interest changed by -9496 which decreased total open position to 513
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 401.35, which was 51.30 higher than the previous day. The implied volatity was 19.56, the open interest changed by -11820 which decreased total open position to 189
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 350.05, which was 89.50 higher than the previous day. The implied volatity was 11.78, the open interest changed by -17814 which decreased total open position to 247
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 260.55, which was 90.50 higher than the previous day. The implied volatity was 18.51, the open interest changed by -185044 which decreased total open position to 252
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 170.05, which was -20.95 lower than the previous day. The implied volatity was 19.21, the open interest changed by -19185 which decreased total open position to 125
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 191, which was -67.75 lower than the previous day. The implied volatity was 19.96, the open interest changed by -16650 which decreased total open position to 17
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 258.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13688 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 258.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1113 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 258.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8863 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 258.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -231 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 258.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6302 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 258.75, 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 258.75, 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 258.75, 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 258.75, 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 258.75, 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 258.75, 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 258.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
