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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12172.9 1.25 (0.01%)

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Historical option data for MIDCPNIFTY

21 Nov 2024 02:08 PM IST
MIDCPNIFTY 25NOV2024 12675 CE
Delta: 0.04
Vega: 1.03
Theta: -2.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 12173.45 3.85 0.05 20.68 20,569 1,078 2,573
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
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 12173.45. The strike last trading price was 3.85, which was 0.05 higher than the previous day. The implied volatity was 20.68, the open interest changed by 1078 which increased total open position to 2573


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: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 12173.45 315.9 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 12173.45. 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