MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
18 Oct 2024 10:46 AM IST
| MIDCPNIFTY 12800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Oct | 12981.55 | 215.00 | -6.50 | 35,56,250 | 2,25,650 | 2,95,300 | ||||
| 17 Oct | 12992.10 | 221.5 | -155.40 | 2,76,150 | 40,000 | 69,650 | ||||
| 16 Oct | 13154.70 | 376.9 | -1.05 | 54,650 | -1,550 | 29,650 | ||||
| 15 Oct | 13152.20 | 377.95 | 32.95 | 1,25,950 | 350 | 31,200 | ||||
| 14 Oct | 13098.20 | 345 | 97.60 | 2,40,300 | 21,500 | 30,850 | ||||
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| 11 Oct | 12980.25 | 247.4 | 11.40 | 40,350 | 6,950 | 9,350 | ||||
| 10 Oct | 12917.45 | 236 | -11.55 | 3,700 | 2,250 | 2,400 | ||||
| 9 Oct | 12974.35 | 247.55 | 0.00 | 0 | 0 | 150 | ||||
| 8 Oct | 12874.60 | 247.55 | -370.45 | 250 | 100 | 150 | ||||
| 7 Oct | 12654.75 | 618 | 0.00 | 0 | 0 | 50 | ||||
| 4 Oct | 12812.85 | 618 | 50 | 50 | 50 | |||||
For Nifty Midcap Select - strike price 12800 expiring on 21OCT2024
Delta for 12800 CE is -
Historical price for 12800 CE is as follows
On 18 Oct MIDCPNIFTY was trading at 12981.55. The strike last trading price was 215.00, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by 225650 which increased total open position to 295300
On 17 Oct MIDCPNIFTY was trading at 12992.10. The strike last trading price was 221.5, which was -155.40 lower than the previous day. The implied volatity was -, the open interest changed by 40000 which increased total open position to 69650
On 16 Oct MIDCPNIFTY was trading at 13154.70. The strike last trading price was 376.9, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -1550 which decreased total open position to 29650
On 15 Oct MIDCPNIFTY was trading at 13152.20. The strike last trading price was 377.95, which was 32.95 higher than the previous day. The implied volatity was -, the open interest changed by 350 which increased total open position to 31200
On 14 Oct MIDCPNIFTY was trading at 13098.20. The strike last trading price was 345, which was 97.60 higher than the previous day. The implied volatity was -, the open interest changed by 21500 which increased total open position to 30850
On 11 Oct MIDCPNIFTY was trading at 12980.25. The strike last trading price was 247.4, which was 11.40 higher than the previous day. The implied volatity was -, the open interest changed by 6950 which increased total open position to 9350
On 10 Oct MIDCPNIFTY was trading at 12917.45. The strike last trading price was 236, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2400
On 9 Oct MIDCPNIFTY was trading at 12974.35. The strike last trading price was 247.55, 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 150
On 8 Oct MIDCPNIFTY was trading at 12874.60. The strike last trading price was 247.55, which was -370.45 lower than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 150
On 7 Oct MIDCPNIFTY was trading at 12654.75. The strike last trading price was 618, 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 50
On 4 Oct MIDCPNIFTY was trading at 12812.85. The strike last trading price was 618, which was lower than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
| MIDCPNIFTY 12800 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Oct | 12981.55 | 20.90 | -1.10 | 1,58,42,050 | 7,08,550 | 15,90,050 |
| 17 Oct | 12992.10 | 22 | 9.70 | 1,04,64,050 | 3,97,200 | 8,81,500 |
| 16 Oct | 13154.70 | 12.3 | -2.70 | 33,76,400 | 94,000 | 4,84,300 |
| 15 Oct | 13152.20 | 15 | -15.80 | 32,13,550 | 42,850 | 3,90,300 |
| 14 Oct | 13098.20 | 30.8 | -40.20 | 11,11,450 | 2,61,450 | 3,47,450 |
| 11 Oct | 12980.25 | 71 | -30.85 | 2,23,100 | 45,350 | 86,000 |
| 10 Oct | 12917.45 | 101.85 | 0.10 | 1,25,900 | 31,900 | 40,650 |
| 9 Oct | 12974.35 | 101.75 | -50.15 | 26,900 | 5,000 | 8,750 |
| 8 Oct | 12874.60 | 151.9 | -48.50 | 4,800 | 3,700 | 3,750 |
| 7 Oct | 12654.75 | 200.4 | 60.30 | 100 | 50 | 50 |
| 4 Oct | 12812.85 | 140.1 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 12800 expiring on 21OCT2024
Delta for 12800 PE is -
Historical price for 12800 PE is as follows
On 18 Oct MIDCPNIFTY was trading at 12981.55. The strike last trading price was 20.90, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 708550 which increased total open position to 1590050
On 17 Oct MIDCPNIFTY was trading at 12992.10. The strike last trading price was 22, which was 9.70 higher than the previous day. The implied volatity was -, the open interest changed by 397200 which increased total open position to 881500
On 16 Oct MIDCPNIFTY was trading at 13154.70. The strike last trading price was 12.3, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by 94000 which increased total open position to 484300
On 15 Oct MIDCPNIFTY was trading at 13152.20. The strike last trading price was 15, which was -15.80 lower than the previous day. The implied volatity was -, the open interest changed by 42850 which increased total open position to 390300
On 14 Oct MIDCPNIFTY was trading at 13098.20. The strike last trading price was 30.8, which was -40.20 lower than the previous day. The implied volatity was -, the open interest changed by 261450 which increased total open position to 347450
On 11 Oct MIDCPNIFTY was trading at 12980.25. The strike last trading price was 71, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by 45350 which increased total open position to 86000
On 10 Oct MIDCPNIFTY was trading at 12917.45. The strike last trading price was 101.85, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 31900 which increased total open position to 40650
On 9 Oct MIDCPNIFTY was trading at 12974.35. The strike last trading price was 101.75, which was -50.15 lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 8750
On 8 Oct MIDCPNIFTY was trading at 12874.60. The strike last trading price was 151.9, which was -48.50 lower than the previous day. The implied volatity was -, the open interest changed by 3700 which increased total open position to 3750
On 7 Oct MIDCPNIFTY was trading at 12654.75. The strike last trading price was 200.4, which was 60.30 higher than the previous day. The implied volatity was -, the open interest changed by 50 which increased total open position to 50
On 4 Oct MIDCPNIFTY was trading at 12812.85. The strike last trading price was 140.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
