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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 13000 CE
Delta: 0.00
Vega: 0.18
Theta: -0.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 12164.65 0.45 -0.65 23.89 93,619 15,150 30,249
19 Nov 12171.65 1.1 -0.55 22.41 51,397 5,282 14,760
18 Nov 12091.60 1.65 -0.70 22.59 14,981 7,651 9,542
14 Nov 12100.10 2.35 -3.65 18.31 2,429 411 1,931
13 Nov 12071.10 6 -2.65 20.08 2,797 684 1,601
12 Nov 12333.00 8.65 -14.35 16.82 2,563 -63,309 882
11 Nov 12495.70 23 -13.75 15.76 644 320 931
8 Nov 12520.60 36.75 -16.40 16.29 567 -24,684 607
7 Nov 12594.40 53.15 -32.35 15.39 147 69 320
6 Nov 12654.95 85.5 46.50 16.22 673 -39 250
5 Nov 12371.85 39 2.00 17.91 1,144 255 289
4 Nov 12299.65 37 -19.30 18.81 13 -1,486 35
1 Nov 12402.15 56.3 -43.70 17.75 25 0 3
31 Oct 12343.15 100 0.00 - 0 1 0
30 Oct 12448.25 100 35.00 - 2 0 2
29 Oct 12524.20 65 -295.00 - 1 0 2
28 Oct 12400.20 360 0.00 - 0 2 2
25 Oct 12321.20 360 0.00 - 0 347 0
24 Oct 12572.15 360 0.00 - 0 0 0
23 Oct 12544.15 360 0.00 - 0 0 0
22 Oct 12442.25 360 0.00 - 0 0 0
21 Oct 12694.10 360 23.35 - 1 0 2
18 Oct 13033.80 336.65 0.00 - 0 2 2
17 Oct 12992.10 336.65 0.00 - 0 0 0
16 Oct 13154.70 336.65 0.00 - 0 0 2
15 Oct 13152.20 336.65 0.00 - 0 2 2
14 Oct 13098.20 336.65 -287.50 - 1 2 2
11 Oct 12980.25 624.15 0.00 - 0 0 2
10 Oct 12917.45 624.15 0.00 - 0 0 0
9 Oct 12974.35 624.15 0.00 - 0 0 2
8 Oct 12874.60 624.15 0.00 - 0 0 0
7 Oct 12654.75 624.15 0.00 - 0 0 2
4 Oct 12812.85 624.15 0.00 - 0 0 0
3 Oct 12976.25 624.15 0.00 - 0 2 2
1 Oct 13295.90 624.15 0.00 - 0 0 2
30 Sept 13223.35 624.15 0.00 - 2 2 2
27 Sept 13329.80 624.15 0.00 - 2 2 2
26 Sept 13258.60 624.15 0.00 - 2 0 2
25 Sept 13259.50 624.15 0.00 - 2 0 2
24 Sept 13284.10 624.15 0.00 - 2 0 2
23 Sept 13200.60 624.15 0.00 - 2 0 2
20 Sept 13112.50 624.15 624.15 - 2 1 1
19 Sept 13087.55 0 0.00 - 0 0 0
29 Aug 13076.10 0 0.00 - 0 0 0
28 Aug 13085.35 0 - 0 0 0


For Nifty Midcap Select - strike price 13000 expiring on 25NOV2024

Delta for 13000 CE is 0.00

Historical price for 13000 CE is as follows

On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 0.45, which was -0.65 lower than the previous day. The implied volatity was 23.89, the open interest changed by 15150 which increased total open position to 30249


On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 22.41, the open interest changed by 5282 which increased total open position to 14760


On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 1.65, which was -0.70 lower than the previous day. The implied volatity was 22.59, the open interest changed by 7651 which increased total open position to 9542


On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 2.35, which was -3.65 lower than the previous day. The implied volatity was 18.31, the open interest changed by 411 which increased total open position to 1931


On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 6, which was -2.65 lower than the previous day. The implied volatity was 20.08, the open interest changed by 684 which increased total open position to 1601


On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 8.65, which was -14.35 lower than the previous day. The implied volatity was 16.82, the open interest changed by -63309 which decreased total open position to 882


On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 23, which was -13.75 lower than the previous day. The implied volatity was 15.76, the open interest changed by 320 which increased total open position to 931


On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 36.75, which was -16.40 lower than the previous day. The implied volatity was 16.29, the open interest changed by -24684 which decreased total open position to 607


On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 53.15, which was -32.35 lower than the previous day. The implied volatity was 15.39, the open interest changed by 69 which increased total open position to 320


On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 85.5, which was 46.50 higher than the previous day. The implied volatity was 16.22, the open interest changed by -39 which decreased total open position to 250


On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 39, which was 2.00 higher than the previous day. The implied volatity was 17.91, the open interest changed by 255 which increased total open position to 289


On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 37, which was -19.30 lower than the previous day. The implied volatity was 18.81, the open interest changed by -1486 which decreased total open position to 35


On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 56.3, which was -43.70 lower than the previous day. The implied volatity was 17.75, the open interest changed by 0 which decreased total open position to 3


On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 100, 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 100, which was 35.00 higher 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 65, which was -295.00 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 360, 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 360, 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 360, 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 360, 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 360, 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 360, which was 23.35 higher 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 336.65, 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 336.65, 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 336.65, 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 336.65, 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 336.65, which was -287.50 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, 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 624.15, which was 624.15 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Aug MIDCPNIFTY was trading at 13076.10. 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 28 Aug MIDCPNIFTY was trading at 13085.35. 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 13000 PE
Delta: -0.82
Vega: 3.34
Theta: -24.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 12164.65 898.45 88.10 65.56 6 -4 519
19 Nov 12171.65 810.35 -101.85 - 20 -236 522
18 Nov 12091.60 912.2 12.20 37.93 466 -424 470
14 Nov 12100.10 900 273.25 34.30 7 -855 61
13 Nov 12071.10 626.75 0.00 0.00 0 39 0
12 Nov 12333.00 626.75 69.85 - 2 -249 57
11 Nov 12495.70 556.9 0.00 0.00 0 -101 0
8 Nov 12520.60 556.9 -30.10 25.18 2 -921 57
7 Nov 12594.40 587 0.00 0.00 0 7 0
6 Nov 12654.95 587 0.00 0.00 0 1 0
5 Nov 12371.85 587 0.00 0.00 0 -1,019 0
4 Nov 12299.65 587 0.00 0.00 0 0 0
1 Nov 12402.15 587 0.00 0.00 0 9 0
31 Oct 12343.15 587 0.00 - 0 2 0
30 Oct 12448.25 587 17.00 - 4 -1,220 59
29 Oct 12524.20 570 -30.20 - 11 -971 71
28 Oct 12400.20 600.2 146.85 - 18 16 71
25 Oct 12321.20 453.35 3.35 - 1 -120 55
24 Oct 12572.15 450 40.00 - 2 -96 53
23 Oct 12544.15 410 0.00 - 1 -121 52
22 Oct 12442.25 410 127.85 - 2 -148 51
21 Oct 12694.10 282.15 5.55 - 7 47 47
18 Oct 13033.80 276.6 51.40 - 1 46 46
17 Oct 12992.10 225.2 0.00 - 0 0 0
16 Oct 13154.70 225.2 0.00 - 0 0 0
15 Oct 13152.20 225.2 -71.80 - 44 41 41
14 Oct 13098.20 297 0.00 - 0 0 0
11 Oct 12980.25 297 0.00 - 0 3 3
10 Oct 12917.45 297 -33.00 - 2 2 2
9 Oct 12974.35 330 0.00 - 0 0 2
8 Oct 12874.60 330 0.00 - 0 2 2
7 Oct 12654.75 330 0.00 - 0 0 2
4 Oct 12812.85 330 0.00 - 0 2 2
3 Oct 12976.25 330 0.00 - 0 2 2
1 Oct 13295.90 330 0.00 - 0 2 2
30 Sept 13223.35 330 0.00 - 0 0 0
27 Sept 13329.80 330 0.00 - 0 0 2
26 Sept 13258.60 330 0.00 - 0 2 2
25 Sept 13259.50 330 0.00 - 0 2 2
24 Sept 13284.10 330 0.00 - 0 0 2
23 Sept 13200.60 330 0.00 - 0 0 2
20 Sept 13112.50 330 0.00 - 0 0 2
19 Sept 13087.55 330 -113.10 - 2 0 0
29 Aug 13076.10 443.1 0.00 - 0 0 0
28 Aug 13085.35 443.1 - 0 0 0


For Nifty Midcap Select - strike price 13000 expiring on 25NOV2024

Delta for 13000 PE is -0.82

Historical price for 13000 PE is as follows

On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 898.45, which was 88.10 higher than the previous day. The implied volatity was 65.56, the open interest changed by -4 which decreased total open position to 519


On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 810.35, which was -101.85 lower than the previous day. The implied volatity was -, the open interest changed by -236 which decreased total open position to 522


On 18 Nov MIDCPNIFTY was trading at 12091.60. The strike last trading price was 912.2, which was 12.20 higher than the previous day. The implied volatity was 37.93, the open interest changed by -424 which decreased total open position to 470


On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 900, which was 273.25 higher than the previous day. The implied volatity was 34.30, the open interest changed by -855 which decreased total open position to 61


On 13 Nov MIDCPNIFTY was trading at 12071.10. The strike last trading price was 626.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 39 which increased total open position to 0


On 12 Nov MIDCPNIFTY was trading at 12333.00. The strike last trading price was 626.75, which was 69.85 higher than the previous day. The implied volatity was -, the open interest changed by -249 which decreased total open position to 57


On 11 Nov MIDCPNIFTY was trading at 12495.70. The strike last trading price was 556.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -101 which decreased total open position to 0


On 8 Nov MIDCPNIFTY was trading at 12520.60. The strike last trading price was 556.9, which was -30.10 lower than the previous day. The implied volatity was 25.18, the open interest changed by -921 which decreased total open position to 57


On 7 Nov MIDCPNIFTY was trading at 12594.40. The strike last trading price was 587, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 587, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 587, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1019 which decreased total open position to 0


On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 587, 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 587, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 31 Oct MIDCPNIFTY was trading at 12343.15. The strike last trading price was 587, 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 587, which was 17.00 higher 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 570, which was -30.20 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 600.2, which was 146.85 higher 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 453.35, which was 3.35 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 450, which was 40.00 higher 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 410, 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 410, which was 127.85 higher 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 282.15, which was 5.55 higher 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 276.6, which was 51.40 higher 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 225.2, 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 225.2, 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 225.2, which was -71.80 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 297, 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 297, 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 297, which was -33.00 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, 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 330, which was -113.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Aug MIDCPNIFTY was trading at 13076.10. The strike last trading price was 443.1, 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 Aug MIDCPNIFTY was trading at 13085.35. The strike last trading price was 443.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to