MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:26 PM IST
| MIDCPNIFTY 25NOV2024 12550 CE | ||||||||||
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Delta: 0.08
Vega: 1.87
Theta: -4.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12176.50 | 8.65 | 0.40 | 19.34 | 90,839 | 6,877 | 8,228 | |||
| 19 Nov | 12171.65 | 8.25 | 0.25 | 17.15 | 31,780 | 1,158 | 1,453 | |||
| 18 Nov | 12091.60 | 8 | -999.65 | 16.81 | 446 | 247 | 247 | |||
| 14 Nov | 12100.10 | 1007.65 | 0.00 | 4.61 | 0 | 0 | 0 | |||
| 13 Nov | 12071.10 | 1007.65 | 0.00 | 4.39 | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 1007.65 | 0.00 | 2.13 | 0 | 0 | 0 | |||
| 11 Nov | 12495.70 | 1007.65 | 0.00 | 0.07 | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 12594.40 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 1007.65 | 0.00 | 2.61 | 0 | 0 | 0 | |||
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| 4 Nov | 12299.65 | 1007.65 | 0.00 | 1.56 | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 1007.65 | 0.00 | 0.37 | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 12524.20 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 12572.15 | 1007.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 12544.15 | 1007.65 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12550 expiring on 25NOV2024
Delta for 12550 CE is 0.08
Historical price for 12550 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12176.50. The strike last trading price was 8.65, which was 0.40 higher than the previous day. The implied volatity was 19.34, the open interest changed by 6877 which increased total open position to 8228
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 8.25, which was 0.25 higher than the previous day. The implied volatity was 17.15, the open interest changed by 1158 which increased total open position to 1453
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 8, which was -999.65 lower than the previous day. The implied volatity was 16.81, the open interest changed by 247 which increased total open position to 247
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 1007.65, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 1007.65, which was 0.00 lower than the previous day. The implied volatity was 4.39, 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 1007.65, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 1007.65, which was 0.00 lower than the previous day. The implied volatity was 0.07, 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 1007.65, 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 1007.65, 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 1007.65, 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 1007.65, which was 0.00 lower than the previous day. The implied volatity was 2.61, 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 1007.65, which was 0.00 lower than the previous day. The implied volatity was 1.56, 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 1007.65, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 1007.65, 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 1007.65, 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 1007.65, 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 1007.65, 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 1007.65, 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 1007.65, 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 1007.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 12550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12176.50 | 371 | 0.00 | 0.00 | 0 | 3 | 0 |
| 19 Nov | 12171.65 | 371 | -98.45 | - | 49 | 5 | 8 |
| 18 Nov | 12091.60 | 469.45 | 297.05 | 24.91 | 4 | 1 | 3 |
| 14 Nov | 12100.10 | 172.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 172.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 12333.00 | 172.4 | -101.90 | - | 2 | -14,406 | 1 |
| 11 Nov | 12495.70 | 274.3 | 0.00 | 0.00 | 0 | -6,498 | 1 |
| 8 Nov | 12520.60 | 274.3 | 0.00 | 0.00 | 0 | -7,096 | 1 |
| 7 Nov | 12594.40 | 274.3 | 0.00 | 0.00 | 2 | -4,945 | 1 |
| 6 Nov | 12654.95 | 274.3 | 0.00 | 30.52 | 2 | -47 | 1 |
| 5 Nov | 12371.85 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 274.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 274.3 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12550 expiring on 25NOV2024
Delta for 12550 PE is 0.00
Historical price for 12550 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12176.50. The strike last trading price was 371, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 371, which was -98.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 469.45, which was 297.05 higher than the previous day. The implied volatity was 24.91, the open interest changed by 1 which increased total open position to 3
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 172.4, 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 172.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 172.4, which was -101.90 lower than the previous day. The implied volatity was -, the open interest changed by -14406 which decreased total open position to 1
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 274.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6498 which decreased total open position to 1
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 274.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7096 which decreased total open position to 1
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 274.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4945 which decreased total open position to 1
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 274.3, which was 0.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by -47 which decreased total open position to 1
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 274.3, 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 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 274.3, 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 274.3, 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 274.3, 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 274.3, 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 274.3, 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 274.3, 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 274.3, 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 274.3, 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 274.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
