MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:03 PM IST
| MIDCPNIFTY 25NOV2024 12650 CE | ||||||||||
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Delta: 0.03
Vega: 0.84
Theta: -2.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 2.65 | -1.15 | 18.95 | 46,214 | 1,183 | 2,175 | |||
| 19 Nov | 12171.65 | 3.8 | -0.60 | 17.43 | 21,442 | -22,921 | 1,016 | |||
| 18 Nov | 12091.60 | 4.4 | -19.60 | 17.50 | 235 | 136 | 155 | |||
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| 14 Nov | 12100.10 | 24 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 13 Nov | 12071.10 | 24 | -57.55 | 18.37 | 4 | 2 | 18 | |||
| 12 Nov | 12333.00 | 81.55 | -27.65 | 21.07 | 14 | 2 | 16 | |||
| 11 Nov | 12495.70 | 109.2 | -0.80 | 16.31 | 28 | -269 | 13 | |||
| 8 Nov | 12520.60 | 110 | 0.00 | 0.00 | 0 | 5,735 | 0 | |||
| 7 Nov | 12594.40 | 110 | 0.00 | 0.00 | 0 | 3,349 | 0 | |||
| 6 Nov | 12654.95 | 110 | 0.00 | 0.00 | 0 | 698 | 0 | |||
| 5 Nov | 12371.85 | 110 | 0.00 | 0.00 | 0 | -25,675 | 1 | |||
| 4 Nov | 12299.65 | 110 | -396.00 | 18.93 | 1 | 1 | 1 | |||
| 1 Nov | 12402.15 | 506 | 0.00 | 0.00 | 0 | -10,969 | 1 | |||
| 31 Oct | 12343.15 | 506 | 0.00 | - | 0 | 1 | 1 | |||
| 30 Oct | 12448.25 | 506 | 0.00 | - | 0 | -2,137 | 1 | |||
| 29 Oct | 12524.20 | 506 | 0.00 | - | 0 | 0 | 1 | |||
| 28 Oct | 12400.20 | 506 | 0.00 | - | 0 | 0 | 1 | |||
| 25 Oct | 12321.20 | 506 | 0.00 | - | 0 | 0 | 1 | |||
| 24 Oct | 12572.15 | 506 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 12544.15 | 506 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12650 expiring on 25NOV2024
Delta for 12650 CE is 0.03
Historical price for 12650 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 18.95, the open interest changed by 1183 which increased total open position to 2175
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 3.8, which was -0.60 lower than the previous day. The implied volatity was 17.43, the open interest changed by -22921 which decreased total open position to 1016
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 4.4, which was -19.60 lower than the previous day. The implied volatity was 17.50, the open interest changed by 136 which increased total open position to 155
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 24, 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 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 24, which was -57.55 lower than the previous day. The implied volatity was 18.37, the open interest changed by 2 which increased total open position to 18
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 81.55, which was -27.65 lower than the previous day. The implied volatity was 21.07, the open interest changed by 2 which increased total open position to 16
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 109.2, which was -0.80 lower than the previous day. The implied volatity was 16.31, the open interest changed by -269 which decreased total open position to 13
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5735 which increased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3349 which increased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 698 which increased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -25675 which decreased total open position to 1
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 110, which was -396.00 lower than the previous day. The implied volatity was 18.93, the open interest changed by 1 which increased total open position to 1
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 506, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10969 which decreased total open position to 1
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 506, 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 506, 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 506, 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 506, 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 506, 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 506, 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 506, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 12650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 12091.60 | 307.3 | 0.00 | - | 0 | 61 | 0 |
| 14 Nov | 12100.10 | 307.3 | 0.00 | - | 0 | -14 | 0 |
| 13 Nov | 12071.10 | 307.3 | 0.00 | - | 0 | 179 | 0 |
| 12 Nov | 12333.00 | 307.3 | 0.00 | - | 0 | -151 | 0 |
| 11 Nov | 12495.70 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 307.3 | 0.00 | - | 0 | -3,020 | 0 |
| 7 Nov | 12594.40 | 307.3 | 0.00 | 0.15 | 0 | -3,677 | 0 |
| 6 Nov | 12654.95 | 307.3 | 0.00 | - | 0 | -28 | 0 |
| 5 Nov | 12371.85 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 307.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 307.3 | 307.30 | - | 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 12650 expiring on 25NOV2024
Delta for 12650 PE is -
Historical price for 12650 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 307.3, 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 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 307.3, 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 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 307.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 61 which increased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 307.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 307.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 179 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 307.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -151 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 307.3, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 307.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3020 which decreased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 307.3, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by -3677 which decreased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 307.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 307.3, 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 307.3, 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 307.3, 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 307.3, 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 307.3, 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 307.3, 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 307.3, which was 307.30 higher 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
