MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:26 PM IST
| MIDCPNIFTY 25NOV2024 10800 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 12176.50 | 2468.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 12171.65 | 2468.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 12100.10 | 2468.35 | - | 0 | 0 | 0 | ||||
For Nifty Midcap Select - strike price 10800 expiring on 25NOV2024
Delta for 10800 CE is -
Historical price for 10800 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12176.50. The strike last trading price was 2468.35, 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 2468.35, 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 2468.35, 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 10800 PE | |||||||
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Delta: -0.00
Vega: 0.13
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12176.50 | 0.55 | -0.05 | 42.65 | 2,381 | 460 | 568 |
| 19 Nov | 12171.65 | 0.6 | -15.85 | 34.40 | 513 | -4,378 | 108 |
| 14 Nov | 12100.10 | 16.45 | 16.11 | 0 | 140 | 0 | |
For Nifty Midcap Select - strike price 10800 expiring on 25NOV2024
Delta for 10800 PE is -0.00
Historical price for 10800 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12176.50. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 42.65, the open interest changed by 460 which increased total open position to 568
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 0.6, which was -15.85 lower than the previous day. The implied volatity was 34.40, the open interest changed by -4378 which decreased total open position to 108
On 14 Nov MIDCPNIFTY was trading at 12100.10. The strike last trading price was 16.45, which was lower than the previous day. The implied volatity was 16.11, the open interest changed by 140 which increased total open position to 0
