MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:44 PM IST
| MIDCPNIFTY 25NOV2024 10600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12166.20 | 2658.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 12171.65 | 2658.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 12100.10 | 2658.8 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 10600 expiring on 25NOV2024
Delta for 10600 CE is -
Historical price for 10600 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12166.20. The strike last trading price was 2658.8, 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 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 2658.8, 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 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 2658.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| MIDCPNIFTY 25NOV2024 10600 PE | |||||||
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Delta: -0.00
Vega: 0.09
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12166.20 | 0.4 | 0.05 | 46.91 | 3,848 | 774 | 821 |
| 19 Nov | 12171.65 | 0.35 | -2.60 | 37.91 | 51 | 43 | 46 |
| 14 Nov | 12100.10 | 2.95 | 34.88 | 4 | 3 | 3 | |
For Nifty Midcap Select - strike price 10600 expiring on 25NOV2024
Delta for 10600 PE is -0.00
Historical price for 10600 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12166.20. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 46.91, the open interest changed by 774 which increased total open position to 821
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 0.35, which was -2.60 lower than the previous day. The implied volatity was 37.91, the open interest changed by 43 which increased total open position to 46
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 2.95, which was lower than the previous day. The implied volatity was 34.88, the open interest changed by 3 which increased total open position to 3
