MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:03 PM IST
| MIDCPNIFTY 25NOV2024 12700 CE | ||||||||||
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Delta: 0.02
Vega: 0.58
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 1.65 | -1.05 | 19.12 | 1,13,187 | 3,081 | 13,500 | |||
| 19 Nov | 12171.65 | 2.7 | -0.80 | 17.72 | 97,440 | 5,560 | 10,289 | |||
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| 18 Nov | 12091.60 | 3.5 | -4.50 | 18.06 | 13,126 | 3,743 | 4,678 | |||
| 14 Nov | 12100.10 | 8 | -9.55 | 16.11 | 1,938 | -13,558 | 878 | |||
| 13 Nov | 12071.10 | 17.55 | -22.45 | 18.06 | 843 | -6,454 | 344 | |||
| 12 Nov | 12333.00 | 40 | -48.00 | 16.78 | 538 | 124 | 131 | |||
| 11 Nov | 12495.70 | 88 | -27.15 | 15.93 | 28 | -28,786 | 8 | |||
| 8 Nov | 12520.60 | 115.15 | -74.85 | 16.70 | 4 | -19,811 | 8 | |||
| 7 Nov | 12594.40 | 190 | -20.00 | 19.15 | 9 | -8,758 | 5 | |||
| 6 Nov | 12654.95 | 210 | 110.00 | 16.59 | 16 | 4 | 14 | |||
| 5 Nov | 12371.85 | 100 | -12.45 | 17.16 | 1 | 13 | 14 | |||
| 4 Nov | 12299.65 | 112.45 | 12.45 | 20.72 | 20 | 5 | 14 | |||
| 1 Nov | 12402.15 | 100 | 0.00 | 14.59 | 1 | 0 | 8 | |||
| 31 Oct | 12343.15 | 100 | -90.00 | - | 4 | -12,614 | 8 | |||
| 30 Oct | 12448.25 | 190 | -80.00 | - | 8 | 5 | 7 | |||
| 29 Oct | 12524.20 | 270 | 0.00 | - | 0 | -3,160 | 2 | |||
| 28 Oct | 12400.20 | 270 | 0.00 | - | 0 | 0 | 2 | |||
| 25 Oct | 12321.20 | 270 | 270.00 | - | 3 | 2 | 2 | |||
| 24 Oct | 12572.15 | 0 | 0.00 | - | 0 | -599 | 0 | |||
| 23 Oct | 12544.15 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 12700 expiring on 25NOV2024
Delta for 12700 CE is 0.02
Historical price for 12700 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 1.65, which was -1.05 lower than the previous day. The implied volatity was 19.12, the open interest changed by 3081 which increased total open position to 13500
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 2.7, which was -0.80 lower than the previous day. The implied volatity was 17.72, the open interest changed by 5560 which increased total open position to 10289
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 3.5, which was -4.50 lower than the previous day. The implied volatity was 18.06, the open interest changed by 3743 which increased total open position to 4678
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 8, which was -9.55 lower than the previous day. The implied volatity was 16.11, the open interest changed by -13558 which decreased total open position to 878
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 17.55, which was -22.45 lower than the previous day. The implied volatity was 18.06, the open interest changed by -6454 which decreased total open position to 344
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 40, which was -48.00 lower than the previous day. The implied volatity was 16.78, the open interest changed by 124 which increased total open position to 131
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 88, which was -27.15 lower than the previous day. The implied volatity was 15.93, the open interest changed by -28786 which decreased total open position to 8
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 115.15, which was -74.85 lower than the previous day. The implied volatity was 16.70, the open interest changed by -19811 which decreased total open position to 8
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 190, which was -20.00 lower than the previous day. The implied volatity was 19.15, the open interest changed by -8758 which decreased total open position to 5
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 210, which was 110.00 higher than the previous day. The implied volatity was 16.59, the open interest changed by 4 which increased total open position to 14
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 100, which was -12.45 lower than the previous day. The implied volatity was 17.16, the open interest changed by 13 which increased total open position to 14
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 112.45, which was 12.45 higher than the previous day. The implied volatity was 20.72, the open interest changed by 5 which increased total open position to 14
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 14.59, the open interest changed by 0 which decreased total open position to 8
On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 100, which was -90.00 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 190, which was -80.00 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 270, 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 270, 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 270, which was 270.00 higher 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 12700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 487.15 | -62.85 | - | 3 | 0 | 215 |
| 19 Nov | 12171.65 | 550 | -63.60 | - | 108 | -1,061 | 215 |
| 18 Nov | 12091.60 | 613.6 | 323.60 | 28.66 | 236 | -347 | 214 |
| 14 Nov | 12100.10 | 290 | 0.00 | 0.00 | 0 | -77 | 0 |
| 13 Nov | 12071.10 | 290 | 0.00 | 0.00 | 0 | 307 | 0 |
| 12 Nov | 12333.00 | 290 | 0.00 | 0.00 | 0 | 196 | 0 |
| 11 Nov | 12495.70 | 290 | -15.95 | 20.14 | 3 | -124 | 17 |
| 8 Nov | 12520.60 | 305.95 | 0.00 | 0.00 | 0 | 189 | 0 |
| 7 Nov | 12594.40 | 305.95 | 0.00 | 0.00 | 0 | 2,669 | 0 |
| 6 Nov | 12654.95 | 305.95 | 5.95 | 28.25 | 5 | -452 | 15 |
| 5 Nov | 12371.85 | 300 | 0.00 | 0.00 | 0 | -270 | 0 |
| 4 Nov | 12299.65 | 300 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 12402.15 | 300 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 12343.15 | 300 | 0.00 | - | 0 | 306 | 0 |
| 30 Oct | 12448.25 | 300 | -201.00 | - | 6 | 14 | 14 |
| 29 Oct | 12524.20 | 501 | 0.00 | - | 0 | 624 | 0 |
| 28 Oct | 12400.20 | 501 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 12321.20 | 501 | 362.30 | - | 17 | 9 | 9 |
| 24 Oct | 12572.15 | 138.7 | 0.00 | - | 0 | 8 | 8 |
| 23 Oct | 12544.15 | 138.7 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12700 expiring on 25NOV2024
Delta for 12700 PE is -
Historical price for 12700 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 487.15, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 215
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 550, which was -63.60 lower than the previous day. The implied volatity was -, the open interest changed by -1061 which decreased total open position to 215
On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 613.6, which was 323.60 higher than the previous day. The implied volatity was 28.66, the open interest changed by -347 which decreased total open position to 214
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 290, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -77 which decreased total open position to 0
On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 290, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 307 which increased total open position to 0
On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 290, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 196 which increased total open position to 0
On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 290, which was -15.95 lower than the previous day. The implied volatity was 20.14, the open interest changed by -124 which decreased total open position to 17
On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 305.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 189 which increased total open position to 0
On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 305.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2669 which increased total open position to 0
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 305.95, which was 5.95 higher than the previous day. The implied volatity was 28.25, the open interest changed by -452 which decreased total open position to 15
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -270 which decreased total open position to 0
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 300, 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 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 300, 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 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 300, 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 300, which was -201.00 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 501, 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 501, 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 501, which was 362.30 higher 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 138.7, 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 138.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
