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

12653.55 -1.40 (-0.01%)

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Historical option data for MIDCPNIFTY

07 Nov 2024 09:56 AM IST
MIDCPNIFTY 11NOV2024 12750 CE
Delta: 0.37
Vega: 5.16
Theta: -12.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Nov 12650.85 64.2 -14.80 18.49 28,250 2,343 4,746
6 Nov 12654.95 79 53.45 18.31 65,704 1,835 2,403
5 Nov 12371.85 25.55 -7.40 21.46 10,153 565 568
4 Nov 12299.65 32.95 -302.65 24.35 4 3 3
1 Nov 12402.15 335.6 0.00 3.67 0 0 0
31 Oct 12343.15 335.6 0.00 - 0 0 0
30 Oct 12448.25 335.6 0.00 - 0 0 0
29 Oct 12524.20 335.6 0.00 - 0 0 0
28 Oct 12400.20 335.6 0.00 - 0 0 0
25 Oct 12321.20 335.6 0.00 - 0 0 0
24 Oct 12572.15 335.6 0.00 - 0 0 0
23 Oct 12544.15 335.6 0.00 - 0 0 0
22 Oct 12442.25 335.6 335.60 - 0 0 0
8 Oct 12874.60 0 - 0 0 0


For Nifty Midcap Select - strike price 12750 expiring on 11NOV2024

Delta for 12750 CE is 0.37

Historical price for 12750 CE is as follows

On 7 Nov MIDCPNIFTY was trading at 12650.85. The strike last trading price was 64.2, which was -14.80 lower than the previous day. The implied volatity was 18.49, the open interest changed by 2343 which increased total open position to 4746


On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 79, which was 53.45 higher than the previous day. The implied volatity was 18.31, the open interest changed by 1835 which increased total open position to 2403


On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 25.55, which was -7.40 lower than the previous day. The implied volatity was 21.46, the open interest changed by 565 which increased total open position to 568


On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 32.95, which was -302.65 lower than the previous day. The implied volatity was 24.35, the open interest changed by 3 which increased total open position to 3


On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 335.6, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 335.6, 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 335.6, 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 335.6, 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 335.6, 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 335.6, 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 335.6, 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 335.6, 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 22 Oct MIDCPNIFTY was trading at 12442.25. The strike last trading price was 335.6, which was 335.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct MIDCPNIFTY was trading at 12874.60. 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 11NOV2024 12750 PE
Delta: -0.61
Vega: 5.22
Theta: -10.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Nov 12650.85 161.4 24.40 20.96 9,514 725 1,126
6 Nov 12654.95 137 -259.45 17.02 2,711 381 401
5 Nov 12371.85 396.45 54.45 22.69 71 20 20
4 Nov 12299.65 342 0.00 - 0 0 0
1 Nov 12402.15 342 0.00 - 0 0 0
31 Oct 12343.15 342 0.00 - 0 0 0
30 Oct 12448.25 342 0.00 - 0 0 0
29 Oct 12524.20 342 0.00 - 0 0 0
28 Oct 12400.20 342 0.00 - 0 0 0
25 Oct 12321.20 342 0.00 - 0 0 0
24 Oct 12572.15 342 0.00 - 0 0 0
23 Oct 12544.15 342 0.00 - 0 0 0
22 Oct 12442.25 342 342.00 - 0 0 0
8 Oct 12874.60 0 - 0 0 0


For Nifty Midcap Select - strike price 12750 expiring on 11NOV2024

Delta for 12750 PE is -0.61

Historical price for 12750 PE is as follows

On 7 Nov MIDCPNIFTY was trading at 12650.85. The strike last trading price was 161.4, which was 24.40 higher than the previous day. The implied volatity was 20.96, the open interest changed by 725 which increased total open position to 1126


On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 137, which was -259.45 lower than the previous day. The implied volatity was 17.02, the open interest changed by 381 which increased total open position to 401


On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 396.45, which was 54.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by 20 which increased total open position to 20


On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 342, 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 342, 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 342, 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 342, 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 342, 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 342, 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 342, 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 342, 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 342, 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 22 Oct MIDCPNIFTY was trading at 12442.25. The strike last trading price was 342, which was 342.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct MIDCPNIFTY was trading at 12874.60. 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