MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:03 PM IST
| MIDCPNIFTY 25NOV2024 12625 CE | ||||||||||
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Delta: 0.03
Vega: 0.89
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 12164.65 | 2.8 | -2.30 | 18.30 | 34,756 | 882 | 1,460 | |||
| 19 Nov | 12171.65 | 5.1 | -0.50 | 17.68 | 11,649 | -18,303 | 596 | |||
| 18 Nov | 12091.60 | 5.6 | -27.40 | 17.64 | 307 | -7,451 | 127 | |||
| 14 Nov | 12100.10 | 33 | 0.00 | 0.00 | 0 | 2,341 | 0 | |||
| 13 Nov | 12071.10 | 33 | -156.25 | 20.90 | 5 | 0 | 1 | |||
| 12 Nov | 12333.00 | 189.25 | 0.00 | 0.00 | 0 | 350 | 0 | |||
| 11 Nov | 12495.70 | 189.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 12520.60 | 189.25 | 0.00 | 0.00 | 0 | 55 | 0 | |||
| 7 Nov | 12594.40 | 189.25 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 6 Nov | 12654.95 | 189.25 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 5 Nov | 12371.85 | 189.25 | 0.00 | 0.00 | 0 | -18,850 | 1 | |||
| 4 Nov | 12299.65 | 189.25 | 0.00 | 0.00 | 0 | -10,229 | 1 | |||
| 1 Nov | 12402.15 | 189.25 | 0.00 | 0.00 | 0 | 1 | 1 | |||
| 31 Oct | 12343.15 | 189.25 | 0.00 | - | 0 | 0 | 1 | |||
| 30 Oct | 12448.25 | 189.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 12524.20 | 189.25 | 189.25 | - | 1 | 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 12625 expiring on 25NOV2024
Delta for 12625 CE is 0.03
Historical price for 12625 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 2.8, which was -2.30 lower than the previous day. The implied volatity was 18.30, the open interest changed by 882 which increased total open position to 1460
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 5.1, which was -0.50 lower than the previous day. The implied volatity was 17.68, the open interest changed by -18303 which decreased total open position to 596
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 5.6, which was -27.40 lower than the previous day. The implied volatity was 17.64, the open interest changed by -7451 which decreased total open position to 127
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2341 which increased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 33, which was -156.25 lower than the previous day. The implied volatity was 20.90, the open interest changed by 0 which decreased total open position to 1
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 189.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 350 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 189.25, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 189.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 55 which increased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 189.25, 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 1
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 189.25, 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 1
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 189.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18850 which decreased total open position to 1
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 189.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10229 which decreased total open position to 1
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 189.25, 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 1
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 189.25, 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 189.25, 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 189.25, which was 189.25 higher 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 12625 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 12091.60 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 12100.10 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 12333.00 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 12495.70 | 298.8 | 0.00 | - | 0 | -526 | 0 |
| 8 Nov | 12520.60 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 298.8 | 0.00 | 0.39 | 0 | -2,773 | 0 |
| 6 Nov | 12654.95 | 298.8 | 0.00 | 0.81 | 0 | 0 | 0 |
| 5 Nov | 12371.85 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 298.8 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 298.8 | 0.00 | - | 0 | -848 | 0 |
| 30 Oct | 12448.25 | 298.8 | 298.80 | - | 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 12625 expiring on 25NOV2024
Delta for 12625 PE is -
Historical price for 12625 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 298.8, 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 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 298.8, 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 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 298.8, 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 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 298.8, 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 298.8, 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 298.8, 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 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 298.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -526 which decreased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 298.8, 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 298.8, which was 0.00 lower than the previous day. The implied volatity was 0.39, the open interest changed by -2773 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 298.8, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 298.8, 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 298.8, 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 298.8, 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 298.8, 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 298.8, which was 298.80 higher 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
