MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 03:53 PM IST
| MIDCPNIFTY 25NOV2024 10700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12164.65 | 2563.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2563.3 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 14 Nov | 12100.10 | 2563.3 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 10700 expiring on 25NOV2024
Delta for 10700 CE is -
Historical price for 10700 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 2563.3, 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 2563.3, 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 2563.3, 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 10700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.10
Theta: -0.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12164.65 | 0.45 | -12.75 | 44.73 | 24 | 12 | 12 |
| 19 Nov | 12171.65 | 13.2 | 0.00 | 23.37 | 0 | 7,333 | 0 |
| 14 Nov | 12100.10 | 13.2 | 16.96 | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 10700 expiring on 25NOV2024
Delta for 10700 PE is -0.00
Historical price for 10700 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 0.45, which was -12.75 lower than the previous day. The implied volatity was 44.73, the open interest changed by 12 which increased total open position to 12
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 13.2, which was 0.00 lower than the previous day. The implied volatity was 23.37, the open interest changed by 7333 which increased total open position to 0
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 13.2, which was lower than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 0
