MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:28 PM IST
| MIDCPNIFTY 25NOV2024 12525 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 2.01
Theta: -5.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.30 | 9.7 | 0.35 | 19.39 | 50,083 | 1,000 | 1,790 | |||
| 19 Nov | 12171.65 | 9.35 | 0.05 | 16.87 | 18,989 | 738 | 787 | |||
| 18 Nov | 12091.60 | 9.3 | -18.60 | 16.65 | 196 | 53 | 53 | |||
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| 14 Nov | 12100.10 | 27.9 | -86.45 | 16.96 | 1 | -8,116 | 1 | |||
| 13 Nov | 12071.10 | 114.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 114.35 | -25.65 | 20.49 | 1 | -1,369 | 1 | |||
| 11 Nov | 12495.70 | 140 | -100.70 | 13.93 | 1 | 0 | 2 | |||
| 8 Nov | 12520.60 | 240.7 | -783.65 | 21.36 | 2 | 1 | 1 | |||
| 7 Nov | 12594.40 | 1024.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1024.35 | 0.00 | - | 0 | -1 | 0 | |||
| 5 Nov | 12371.85 | 1024.35 | 1024.35 | 2.39 | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 0 | 0.00 | 1.30 | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 0 | 0.00 | 0.16 | 0 | -1 | 0 | |||
| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | -1 | 0 | |||
| 30 Oct | 12448.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 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 12525 expiring on 25NOV2024
Delta for 12525 CE is 0.09
Historical price for 12525 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.30. The strike last trading price was 9.7, which was 0.35 higher than the previous day. The implied volatity was 19.39, the open interest changed by 1000 which increased total open position to 1790
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 9.35, which was 0.05 higher than the previous day. The implied volatity was 16.87, the open interest changed by 738 which increased total open position to 787
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 9.3, which was -18.60 lower than the previous day. The implied volatity was 16.65, the open interest changed by 53 which increased total open position to 53
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 27.9, which was -86.45 lower than the previous day. The implied volatity was 16.96, the open interest changed by -8116 which decreased total open position to 1
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 114.35, 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 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 114.35, which was -25.65 lower than the previous day. The implied volatity was 20.49, the open interest changed by -1369 which decreased total open position to 1
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 140, which was -100.70 lower than the previous day. The implied volatity was 13.93, the open interest changed by 0 which decreased total open position to 2
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 240.7, which was -783.65 lower than the previous day. The implied volatity was 21.36, the open interest changed by 1 which increased total open position to 1
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 1024.35, 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 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1024.35, 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 1024.35, which was 1024.35 higher than the previous day. The implied volatity was 2.39, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.16, the open interest changed by -1 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. 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 30 Oct MIDCPNIFTY was trading at 12448.25. 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 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 12525 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 1.30
Theta: 0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.30 | 351 | -33.50 | 16.06 | 17 | 9 | 24 |
| 19 Nov | 12171.65 | 384.5 | 175.45 | 15.50 | 163 | -2,006 | 16 |
| 18 Nov | 12091.60 | 209.05 | 0.00 | 0.00 | 0 | -7 | 0 |
| 14 Nov | 12100.10 | 209.05 | 0.00 | 0.00 | 0 | -211 | 0 |
| 13 Nov | 12071.10 | 209.05 | 0.00 | 0.00 | 0 | 521 | 0 |
| 12 Nov | 12333.00 | 209.05 | -57.40 | 10.00 | 2 | -73,296 | 1 |
| 11 Nov | 12495.70 | 266.45 | 0.00 | 0.09 | 0 | -3,717 | 0 |
| 8 Nov | 12520.60 | 266.45 | 0.00 | 0.24 | 0 | -5,784 | 0 |
| 7 Nov | 12594.40 | 266.45 | 0.00 | 1.32 | 0 | -2,797 | 0 |
| 6 Nov | 12654.95 | 266.45 | 0.00 | 1.63 | 0 | -85 | 0 |
| 5 Nov | 12371.85 | 266.45 | 0.00 | - | 0 | -971 | 0 |
| 4 Nov | 12299.65 | 266.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 266.45 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 266.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 266.45 | 0.00 | - | 0 | 1,783 | 0 |
| 29 Oct | 12524.20 | 266.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 266.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 266.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 266.45 | 266.45 | - | 0 | -2 | 0 |
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12525 expiring on 25NOV2024
Delta for 12525 PE is -0.95
Historical price for 12525 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.30. The strike last trading price was 351, which was -33.50 lower than the previous day. The implied volatity was 16.06, the open interest changed by 9 which increased total open position to 24
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 384.5, which was 175.45 higher than the previous day. The implied volatity was 15.50, the open interest changed by -2006 which decreased total open position to 16
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 209.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 209.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -211 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 209.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 521 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 209.05, which was -57.40 lower than the previous day. The implied volatity was 10.00, the open interest changed by -73296 which decreased total open position to 1
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 266.45, which was 0.00 lower than the previous day. The implied volatity was 0.09, the open interest changed by -3717 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 266.45, which was 0.00 lower than the previous day. The implied volatity was 0.24, the open interest changed by -5784 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 266.45, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by -2797 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 266.45, which was 0.00 lower than the previous day. The implied volatity was 1.63, the open interest changed by -85 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 266.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -971 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 266.45, 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 266.45, 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 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 266.45, 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 266.45, 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 266.45, 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 266.45, 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 266.45, 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 266.45, which was 266.45 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
