MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:22 PM IST
| MIDCPNIFTY 25NOV2024 12675 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.06
Theta: -2.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12182.30 | 3.95 | 0.15 | 20.48 | 20,609 | 971 | 2,466 | |||
| 19 Nov | 12171.65 | 3.8 | -0.75 | 18.12 | 20,232 | -16,423 | 1,561 | |||
| 18 Nov | 12091.60 | 4.55 | -7.15 | 18.20 | 51 | -3,887 | 41 | |||
| 14 Nov | 12100.10 | 11.7 | -216.30 | 16.90 | 8 | -2,284 | 12 | |||
| 13 Nov | 12071.10 | 228 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 12333.00 | 228 | 0.00 | 0.00 | 0 | 13,800 | 0 | |||
| 11 Nov | 12495.70 | 228 | 0.00 | 0.00 | 0 | 3,944 | 0 | |||
| 8 Nov | 12520.60 | 228 | 0.00 | 0.00 | 0 | 4,417 | 0 | |||
| 7 Nov | 12594.40 | 228 | 123.00 | 21.19 | 9 | 8 | 8 | |||
| 6 Nov | 12654.95 | 105 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 12371.85 | 105 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 12299.65 | 105 | -114.00 | 18.64 | 7 | -9,416 | 6 | |||
| 1 Nov | 12402.15 | 219 | 0.00 | 0.00 | 0 | -6,413 | 6 | |||
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| 31 Oct | 12343.15 | 219 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 12448.25 | 219 | -152.85 | - | 6 | 5 | 5 | |||
| 29 Oct | 12524.20 | 371.85 | 0.00 | - | 0 | 3 | 3 | |||
| 28 Oct | 12400.20 | 371.85 | 0.00 | - | 0 | 0 | 3 | |||
| 25 Oct | 12321.20 | 371.85 | 0.00 | - | 0 | 3 | 3 | |||
| 24 Oct | 12572.15 | 371.85 | 0.00 | - | 0 | 3 | 3 | |||
| 23 Oct | 12544.15 | 371.85 | - | 3 | 3 | 3 | ||||
For Nifty Midcap Select - strike price 12675 expiring on 25NOV2024
Delta for 12675 CE is 0.04
Historical price for 12675 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12182.30. The strike last trading price was 3.95, which was 0.15 higher than the previous day. The implied volatity was 20.48, the open interest changed by 971 which increased total open position to 2466
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 18.12, the open interest changed by -16423 which decreased total open position to 1561
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 4.55, which was -7.15 lower than the previous day. The implied volatity was 18.20, the open interest changed by -3887 which decreased total open position to 41
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 11.7, which was -216.30 lower than the previous day. The implied volatity was 16.90, the open interest changed by -2284 which decreased total open position to 12
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 228, 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 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 228, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13800 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 228, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3944 which increased total open position to 0
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 228, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4417 which increased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 228, which was 123.00 higher than the previous day. The implied volatity was 21.19, the open interest changed by 8 which increased total open position to 8
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 105, 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 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 105, 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 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 105, which was -114.00 lower than the previous day. The implied volatity was 18.64, the open interest changed by -9416 which decreased total open position to 6
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 219, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6413 which decreased total open position to 6
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 219, 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 219, which was -152.85 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 371.85, 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 371.85, 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 371.85, 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 371.85, 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 371.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| MIDCPNIFTY 25NOV2024 12675 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12182.30 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 315.9 | 0.00 | - | 0 | 610 | 0 |
| 18 Nov | 12091.60 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 12100.10 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 12071.10 | 315.9 | 0.00 | - | 0 | 185 | 0 |
| 12 Nov | 12333.00 | 315.9 | 0.00 | - | 0 | -132 | 0 |
| 11 Nov | 12495.70 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 12520.60 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 12594.40 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 12654.95 | 315.9 | 0.00 | 0.18 | 0 | -5 | 0 |
| 5 Nov | 12371.85 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 12299.65 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 12448.25 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 12524.20 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 12400.20 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 12572.15 | 315.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 12544.15 | 315.9 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12675 expiring on 25NOV2024
Delta for 12675 PE is -
Historical price for 12675 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12182.30. The strike last trading price was 315.9, 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 315.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 610 which increased total open position to 0
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 315.9, 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 315.9, 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 315.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 185 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 315.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -132 which decreased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 315.9, 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 315.9, 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 315.9, 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 315.9, which was 0.00 lower than the previous day. The implied volatity was 0.18, the open interest changed by -5 which decreased total open position to 0
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 315.9, 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 315.9, 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 315.9, 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 315.9, 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 315.9, 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 315.9, 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 315.9, 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 315.9, 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 315.9, 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 315.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
