MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:26 PM IST
| MIDCPNIFTY 25NOV2024 12600 CE | ||||||||||
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Delta: 0.06
Vega: 1.49
Theta: -3.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12176.50 | 6.3 | 1.00 | 19.88 | 1,54,591 | 3,571 | 10,830 | |||
| 19 Nov | 12171.65 | 5.3 | -0.70 | 17.10 | 98,750 | -51,157 | 7,628 | |||
| 18 Nov | 12091.60 | 6 | -9.85 | 17.20 | 13,198 | -25,125 | 5,338 | |||
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| 14 Nov | 12100.10 | 15.85 | -11.50 | 16.34 | 1,566 | -15,140 | 1,054 | |||
| 13 Nov | 12071.10 | 27.35 | -39.70 | 17.79 | 866 | 190 | 373 | |||
| 12 Nov | 12333.00 | 67.05 | -72.95 | 17.49 | 381 | -87,078 | 182 | |||
| 11 Nov | 12495.70 | 140 | 33.85 | 17.41 | 5 | -1,621 | 3 | |||
| 8 Nov | 12520.60 | 106.15 | 0.00 | 0.00 | 0 | 237 | 0 | |||
| 7 Nov | 12594.40 | 106.15 | 0.00 | 0.00 | 0 | 4,944 | 0 | |||
| 6 Nov | 12654.95 | 106.15 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 5 Nov | 12371.85 | 106.15 | -868.55 | 14.86 | 2 | -2,569 | 1 | |||
| 4 Nov | 12299.65 | 974.7 | 0.00 | 1.83 | 0 | 0 | 0 | |||
| 1 Nov | 12402.15 | 974.7 | 0.00 | 0.76 | 0 | -603 | 0 | |||
| 31 Oct | 12343.15 | 974.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 974.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 12524.20 | 974.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 12400.20 | 974.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 12321.20 | 974.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 12572.15 | 974.7 | 0.00 | - | 0 | 24 | 0 | |||
| 23 Oct | 12544.15 | 974.7 | - | 0 | 5 | 0 | ||||
For Nifty Midcap Select - strike price 12600 expiring on 25NOV2024
Delta for 12600 CE is 0.06
Historical price for 12600 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12176.50. The strike last trading price was 6.3, which was 1.00 higher than the previous day. The implied volatity was 19.88, the open interest changed by 3571 which increased total open position to 10830
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 5.3, which was -0.70 lower than the previous day. The implied volatity was 17.10, the open interest changed by -51157 which decreased total open position to 7628
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 6, which was -9.85 lower than the previous day. The implied volatity was 17.20, the open interest changed by -25125 which decreased total open position to 5338
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 15.85, which was -11.50 lower than the previous day. The implied volatity was 16.34, the open interest changed by -15140 which decreased total open position to 1054
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 27.35, which was -39.70 lower than the previous day. The implied volatity was 17.79, the open interest changed by 190 which increased total open position to 373
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 67.05, which was -72.95 lower than the previous day. The implied volatity was 17.49, the open interest changed by -87078 which decreased total open position to 182
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 140, which was 33.85 higher than the previous day. The implied volatity was 17.41, the open interest changed by -1621 which decreased total open position to 3
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 106.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 237 which increased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 106.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4944 which increased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 106.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 106.15, which was -868.55 lower than the previous day. The implied volatity was 14.86, the open interest changed by -2569 which decreased total open position to 1
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 974.7, which was 0.00 lower than the previous day. The implied volatity was 1.83, 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 974.7, which was 0.00 lower than the previous day. The implied volatity was 0.76, the open interest changed by -603 which decreased total open position to 0
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 974.7, 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 974.7, 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 974.7, 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 974.7, 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 974.7, 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 974.7, 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 974.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 12600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 2.55
Theta: -5.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12176.50 | 429 | -26.05 | 26.31 | 378 | 31 | 64 |
| 19 Nov | 12171.65 | 455.05 | -62.05 | 14.55 | 270 | -2,199 | 35 |
| 18 Nov | 12091.60 | 517.1 | 226.65 | 26.14 | 10 | -1,293 | 6 |
| 14 Nov | 12100.10 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 290.45 | 0.00 | - | 0 | -7,577 | 0 |
| 11 Nov | 12495.70 | 290.45 | 0.00 | - | 0 | -4,571 | 0 |
| 8 Nov | 12520.60 | 290.45 | 0.00 | 0.45 | 0 | -289 | 0 |
| 7 Nov | 12594.40 | 290.45 | 0.00 | 0.49 | 0 | -10,339 | 0 |
| 6 Nov | 12654.95 | 290.45 | 0.00 | 1.03 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 290.45 | 0.00 | - | 0 | -2,101 | 0 |
| 4 Nov | 12299.65 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 290.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 290.45 | 290.45 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12600 expiring on 25NOV2024
Delta for 12600 PE is -0.88
Historical price for 12600 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12176.50. The strike last trading price was 429, which was -26.05 lower than the previous day. The implied volatity was 26.31, the open interest changed by 31 which increased total open position to 64
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 455.05, which was -62.05 lower than the previous day. The implied volatity was 14.55, the open interest changed by -2199 which decreased total open position to 35
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 517.1, which was 226.65 higher than the previous day. The implied volatity was 26.14, the open interest changed by -1293 which decreased total open position to 6
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 290.45, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 290.45, 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 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 290.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7577 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 290.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4571 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 290.45, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by -289 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 290.45, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by -10339 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 290.45, which was 0.00 lower than the previous day. The implied volatity was 1.03, 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 290.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2101 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 290.45, 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 290.45, 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 290.45, 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 290.45, 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 290.45, 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 290.45, 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 290.45, 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 290.45, which was 290.45 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
