MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
| MIDCPNIFTY 25NOV2024 12575 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 1.26
Theta: -3.01
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 4.5 | -1.65 | 18.14 | 51,352 | 2,854 | 3,439 | |||
| 19 Nov | 12171.65 | 6.15 | -0.15 | 16.87 | 15,308 | -16,274 | 613 | |||
| 18 Nov | 12091.60 | 6.3 | -138.70 | 16.60 | 230 | -7,243 | 91 | |||
| 14 Nov | 12100.10 | 145 | 0.00 | 0.00 | 0 | 1,915 | 0 | |||
| 13 Nov | 12071.10 | 145 | 0.00 | 0.00 | 0 | 2,461 | 0 | |||
| 12 Nov | 12333.00 | 145 | -43.80 | 25.95 | 1 | -442 | 1 | |||
| 11 Nov | 12495.70 | 188.8 | -802.30 | 21.28 | 1 | -110 | 0 | |||
|
|
||||||||||
| 8 Nov | 12520.60 | 991.1 | 0.00 | - | 0 | 2 | 0 | |||
| 7 Nov | 12594.40 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 12654.95 | 991.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 991.1 | 0.00 | 1.17 | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 991.1 | 0.00 | 1.67 | 0 | -14,063 | 0 | |||
| 1 Nov | 12402.15 | 991.1 | 991.10 | 0.73 | 0 | 0 | 0 | |||
| 31 Oct | 12343.15 | 0 | 0.00 | - | 0 | 0 | 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 12575 expiring on 25NOV2024
Delta for 12575 CE is 0.05
Historical price for 12575 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 4.5, which was -1.65 lower than the previous day. The implied volatity was 18.14, the open interest changed by 2854 which increased total open position to 3439
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 6.15, which was -0.15 lower than the previous day. The implied volatity was 16.87, the open interest changed by -16274 which decreased total open position to 613
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 6.3, which was -138.70 lower than the previous day. The implied volatity was 16.60, the open interest changed by -7243 which decreased total open position to 91
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 145, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1915 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 145, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2461 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 145, which was -43.80 lower than the previous day. The implied volatity was 25.95, the open interest changed by -442 which decreased total open position to 1
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 188.8, which was -802.30 lower than the previous day. The implied volatity was 21.28, the open interest changed by -110 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 991.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 991.1, 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 991.1, 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 991.1, which was 0.00 lower than the previous day. The implied volatity was 1.17, 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 991.1, which was 0.00 lower than the previous day. The implied volatity was 1.67, the open interest changed by -14063 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 991.1, which was 991.10 higher than the previous day. The implied volatity was 0.73, 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 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 12575 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 398.4 | 0.00 | 0.00 | 0 | 4 | 0 |
| 19 Nov | 12171.65 | 398.4 | -100.60 | - | 24 | -1,778 | 4 |
| 18 Nov | 12091.60 | 499 | 0.00 | 0.00 | 0 | -9 | 0 |
| 14 Nov | 12100.10 | 499 | 202.55 | 26.15 | 2 | -649 | 2 |
| 13 Nov | 12071.10 | 296.45 | 106.45 | - | 1 | -702 | 3 |
| 12 Nov | 12333.00 | 190 | -92.30 | - | 1 | -3,903 | 2 |
| 11 Nov | 12495.70 | 282.3 | 0.00 | 0.00 | 0 | -3,373 | 2 |
| 8 Nov | 12520.60 | 282.3 | 0.00 | 0.00 | 0 | -4,510 | 2 |
| 7 Nov | 12594.40 | 282.3 | 0.00 | 0.00 | 0 | -3,656 | 2 |
| 6 Nov | 12654.95 | 282.3 | 0.00 | 29.79 | 2 | -41 | 0 |
| 5 Nov | 12371.85 | 282.3 | 0.00 | - | 0 | -1,264 | 0 |
| 4 Nov | 12299.65 | 282.3 | 0.00 | - | 0 | -1,440 | 0 |
| 1 Nov | 12402.15 | 282.3 | 0.00 | - | 0 | -1,392 | 0 |
| 31 Oct | 12343.15 | 282.3 | 0.00 | - | 0 | -1,592 | 0 |
| 30 Oct | 12448.25 | 282.3 | 0.00 | - | 0 | 269 | 0 |
| 29 Oct | 12524.20 | 282.3 | 0.00 | - | 0 | -14 | 0 |
| 28 Oct | 12400.20 | 282.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 282.3 | 0.00 | - | 0 | -20 | 0 |
| 24 Oct | 12572.15 | 282.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 282.3 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12575 expiring on 25NOV2024
Delta for 12575 PE is 0.00
Historical price for 12575 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 398.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 398.4, which was -100.60 lower than the previous day. The implied volatity was -, the open interest changed by -1778 which decreased total open position to 4
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 499, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 499, which was 202.55 higher than the previous day. The implied volatity was 26.15, the open interest changed by -649 which decreased total open position to 2
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 296.45, which was 106.45 higher than the previous day. The implied volatity was -, the open interest changed by -702 which decreased total open position to 3
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 190, which was -92.30 lower than the previous day. The implied volatity was -, the open interest changed by -3903 which decreased total open position to 2
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 282.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3373 which decreased total open position to 2
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 282.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4510 which decreased total open position to 2
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 282.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3656 which decreased total open position to 2
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 282.3, which was 0.00 lower than the previous day. The implied volatity was 29.79, the open interest changed by -41 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 282.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1264 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 282.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1440 which decreased total open position to 0
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 282.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1392 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 282.3, 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 282.3, 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 282.3, 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 282.3, 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 282.3, 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 282.3, 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 282.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
