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

12164.65 -7.00 (-0.06%)

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Historical option data for MIDCPNIFTY

21 Nov 2024 04:13 PM IST
MIDCPNIFTY 25NOV2024 12900 CE
Delta: 0.01
Vega: 0.24
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 12164.65 0.6 -0.55 22.06 19,862 926 3,776
19 Nov 12171.65 1.15 -0.55 20.29 21,726 2,117 2,708
18 Nov 12091.60 1.7 -1.55 20.58 1,660 275 593
14 Nov 12100.10 3.25 -4.50 17.38 716 223 318
13 Nov 12071.10 7.75 -5.75 19.05 302 90 95
12 Nov 12333.00 13.5 -119.65 16.25 6 -5,715 5
11 Nov 12495.70 133.15 0.00 0.00 0 0 0
8 Nov 12520.60 133.15 0.00 0.00 0 2 0
7 Nov 12594.40 133.15 -657.45 21.08 2 1 1
6 Nov 12654.95 790.6 0.00 1.72 0 0 0
5 Nov 12371.85 790.6 0.00 3.77 0 -3 0
4 Nov 12299.65 790.6 0.00 4.19 0 0 0
1 Nov 12402.15 790.6 0.00 2.97 0 -21,985 0
31 Oct 12343.15 790.6 0.00 - 0 -10,726 0
30 Oct 12448.25 790.6 0.00 - 0 -5,419 0
29 Oct 12524.20 790.6 0.00 - 0 -1,680 0
28 Oct 12400.20 790.6 0.00 - 0 0 0
25 Oct 12321.20 790.6 0.00 - 0 0 0
24 Oct 12572.15 790.6 0.00 - 0 0 0
23 Oct 12544.15 790.6 0.00 - 0 0 0
22 Oct 12442.25 790.6 0.00 - 0 0 0
21 Oct 12694.10 790.6 0.00 - 0 0 0
18 Oct 13033.80 790.6 0.00 - 0 0 0
17 Oct 12992.10 790.6 0.00 - 0 0 0
16 Oct 13154.70 790.6 0.00 - 0 0 0
15 Oct 13152.20 790.6 0.00 - 0 0 0
14 Oct 13098.20 790.6 0.00 - 0 0 0
11 Oct 12980.25 790.6 0.00 - 0 0 0
10 Oct 12917.45 790.6 0.00 - 0 0 0
9 Oct 12974.35 790.6 0.00 - 0 0 0
8 Oct 12874.60 790.6 790.60 - 0 0 0
7 Oct 12654.75 0 0.00 - 0 0 0
4 Oct 12812.85 0 0.00 - 0 0 0
3 Oct 12976.25 0 0.00 - 0 0 0
1 Oct 13295.90 0 0.00 - 0 0 0
30 Sept 13223.35 0 0.00 - 0 0 0
27 Sept 13329.80 0 0.00 - 0 0 0
26 Sept 13258.60 0 0.00 - 0 0 0
25 Sept 13259.50 0 0.00 - 0 0 0
24 Sept 13284.10 0 0.00 - 0 0 0
23 Sept 13200.60 0 0.00 - 0 0 0
20 Sept 13112.50 0 0.00 - 0 0 0
19 Sept 13087.55 0 - 0 0 0


For Nifty Midcap Select - strike price 12900 expiring on 25NOV2024

Delta for 12900 CE is 0.01

Historical price for 12900 CE is as follows

On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 22.06, the open interest changed by 926 which increased total open position to 3776


On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 20.29, the open interest changed by 2117 which increased total open position to 2708


On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1.7, which was -1.55 lower than the previous day. The implied volatity was 20.58, the open interest changed by 275 which increased total open position to 593


On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 3.25, which was -4.50 lower than the previous day. The implied volatity was 17.38, the open interest changed by 223 which increased total open position to 318


On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 7.75, which was -5.75 lower than the previous day. The implied volatity was 19.05, the open interest changed by 90 which increased total open position to 95


On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 13.5, which was -119.65 lower than the previous day. The implied volatity was 16.25, the open interest changed by -5715 which decreased total open position to 5


On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 133.15, 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 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 133.15, which was -657.45 lower than the previous day. The implied volatity was 21.08, the open interest changed by 1 which increased total open position to 1


On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 790.6, which was 0.00 lower than the previous day. The implied volatity was 1.72, 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 790.6, which was 0.00 lower than the previous day. The implied volatity was 3.77, the open interest changed by -3 which decreased total open position to 0


On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 790.6, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 790.6, which was 0.00 lower than the previous day. The implied volatity was 2.97, the open interest changed by -21985 which decreased total open position to 0


On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 790.6, 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 790.6, 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 790.6, 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 790.6, 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 790.6, 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 790.6, 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 790.6, 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 790.6, 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 21 Oct MIDCPNIFTY was trading at 12694.10. The strike last trading price was 790.6, 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 18 Oct MIDCPNIFTY was trading at 13033.80. The strike last trading price was 790.6, 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 17 Oct MIDCPNIFTY was trading at 12992.10. The strike last trading price was 790.6, 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 16 Oct MIDCPNIFTY was trading at 13154.70. The strike last trading price was 790.6, 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 15 Oct MIDCPNIFTY was trading at 13152.20. The strike last trading price was 790.6, 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 14 Oct MIDCPNIFTY was trading at 13098.20. The strike last trading price was 790.6, 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 11 Oct MIDCPNIFTY was trading at 12980.25. The strike last trading price was 790.6, 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 10 Oct MIDCPNIFTY was trading at 12917.45. The strike last trading price was 790.6, 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 9 Oct MIDCPNIFTY was trading at 12974.35. The strike last trading price was 790.6, 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 8 Oct MIDCPNIFTY was trading at 12874.60. The strike last trading price was 790.6, which was 790.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct MIDCPNIFTY was trading at 12654.75. 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 4 Oct MIDCPNIFTY was trading at 12812.85. 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 3 Oct MIDCPNIFTY was trading at 12976.25. 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 1 Oct MIDCPNIFTY was trading at 13295.90. 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 30 Sept MIDCPNIFTY was trading at 13223.35. 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 27 Sept MIDCPNIFTY was trading at 13329.80. 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 26 Sept MIDCPNIFTY was trading at 13258.60. 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 25 Sept MIDCPNIFTY was trading at 13259.50. 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 24 Sept MIDCPNIFTY was trading at 13284.10. 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 Sept MIDCPNIFTY was trading at 13200.60. 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 20 Sept MIDCPNIFTY was trading at 13112.50. 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 19 Sept MIDCPNIFTY was trading at 13087.55. 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 12900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 12164.65 714.2 4.20 - 9 0 32
19 Nov 12171.65 710 -105.20 - 68 27 31
18 Nov 12091.60 815.2 414.20 36.29 4 2 2
14 Nov 12100.10 401 0.00 - 0 0 0
13 Nov 12071.10 401 0.00 - 0 3 0
12 Nov 12333.00 401 0.00 - 0 162 0
11 Nov 12495.70 401 0.00 - 0 0 0
8 Nov 12520.60 401 0.00 - 0 0 0
7 Nov 12594.40 401 0.00 - 0 0 0
6 Nov 12654.95 401 0.00 - 0 0 0
5 Nov 12371.85 401 0.00 - 0 -40 0
4 Nov 12299.65 401 0.00 - 0 0 0
1 Nov 12402.15 401 0.00 - 0 0 0
31 Oct 12343.15 401 0.00 - 0 0 0
30 Oct 12448.25 401 0.00 - 0 -34 0
29 Oct 12524.20 401 0.00 - 0 -200 0
28 Oct 12400.20 401 0.00 - 0 0 0
25 Oct 12321.20 401 0.00 - 0 0 0
24 Oct 12572.15 401 0.00 - 0 0 0
23 Oct 12544.15 401 0.00 - 0 0 0
22 Oct 12442.25 401 0.00 - 0 0 0
21 Oct 12694.10 401 0.00 - 0 0 0
18 Oct 13033.80 401 0.00 - 0 0 0
17 Oct 12992.10 401 401.00 - 0 0 0
16 Oct 13154.70 0 0.00 - 0 0 0
15 Oct 13152.20 0 0.00 - 0 0 0
14 Oct 13098.20 0 0.00 - 0 0 0
11 Oct 12980.25 0 0.00 - 0 0 0
10 Oct 12917.45 0 0.00 - 0 0 0
9 Oct 12974.35 0 0.00 - 0 0 0
8 Oct 12874.60 0 0.00 - 0 0 0
7 Oct 12654.75 0 0.00 - 0 0 0
4 Oct 12812.85 0 0.00 - 0 0 0
3 Oct 12976.25 0 0.00 - 0 0 0
1 Oct 13295.90 0 0.00 - 0 0 0
30 Sept 13223.35 0 0.00 - 0 0 0
27 Sept 13329.80 0 0.00 - 0 0 0
26 Sept 13258.60 0 0.00 - 0 0 0
25 Sept 13259.50 0 0.00 - 0 0 0
24 Sept 13284.10 0 0.00 - 0 0 0
23 Sept 13200.60 0 0.00 - 0 0 0
20 Sept 13112.50 0 0.00 - 0 0 0
19 Sept 13087.55 0 - 0 0 0


For Nifty Midcap Select - strike price 12900 expiring on 25NOV2024

Delta for 12900 PE is -

Historical price for 12900 PE is as follows

On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 714.2, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 710, which was -105.20 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 31


On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 815.2, which was 414.20 higher than the previous day. The implied volatity was 36.29, the open interest changed by 2 which increased total open position to 2


On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 401, 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 401, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 401, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 162 which increased total open position to 0


On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 401, 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 401, 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 401, 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 401, 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 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 401, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 0


On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 401, 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 401, 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 401, 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 401, 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 401, 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 401, 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 401, 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 401, 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 401, 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 401, 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 21 Oct MIDCPNIFTY was trading at 12694.10. The strike last trading price was 401, 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 18 Oct MIDCPNIFTY was trading at 13033.80. The strike last trading price was 401, 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 17 Oct MIDCPNIFTY was trading at 12992.10. The strike last trading price was 401, which was 401.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct MIDCPNIFTY was trading at 13154.70. 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 15 Oct MIDCPNIFTY was trading at 13152.20. 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 14 Oct MIDCPNIFTY was trading at 13098.20. 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 11 Oct MIDCPNIFTY was trading at 12980.25. 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 10 Oct MIDCPNIFTY was trading at 12917.45. 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 9 Oct MIDCPNIFTY was trading at 12974.35. 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 8 Oct MIDCPNIFTY was trading at 12874.60. 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 7 Oct MIDCPNIFTY was trading at 12654.75. 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 4 Oct MIDCPNIFTY was trading at 12812.85. 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 3 Oct MIDCPNIFTY was trading at 12976.25. 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 1 Oct MIDCPNIFTY was trading at 13295.90. 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 30 Sept MIDCPNIFTY was trading at 13223.35. 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 27 Sept MIDCPNIFTY was trading at 13329.80. 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 26 Sept MIDCPNIFTY was trading at 13258.60. 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 25 Sept MIDCPNIFTY was trading at 13259.50. 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 24 Sept MIDCPNIFTY was trading at 13284.10. 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 Sept MIDCPNIFTY was trading at 13200.60. 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 20 Sept MIDCPNIFTY was trading at 13112.50. 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 19 Sept MIDCPNIFTY was trading at 13087.55. 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