MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
06 Nov 2024 04:13 PM IST
MIDCPNIFTY 11NOV2024 11100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Nov | 12654.95 | 1637.9 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 12371.85 | 1637.9 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 12299.65 | 1637.9 | 0.00 | - | 0 | 0 | 0 | |||
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1 Nov | 12402.15 | 1637.9 | 0.00 | - | 0 | 0 | 0 | |||
31 Oct | 12343.15 | 1637.9 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11100 expiring on 11NOV2024
Delta for 11100 CE is -
Historical price for 11100 CE is as follows
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 1637.9, 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 1637.9, 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 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 1637.9, 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 1637.9, 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 1637.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
MIDCPNIFTY 11NOV2024 11100 PE | |||||||
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Delta: -0.00
Vega: 0.17
Theta: -0.70
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Nov | 12654.95 | 0.75 | -1.00 | 43.08 | 3,480 | -314 | 608 |
5 Nov | 12371.85 | 1.75 | -1.95 | 36.37 | 16,902 | 675 | 922 |
4 Nov | 12299.65 | 3.7 | -2.10 | 35.61 | 381 | 247 | 247 |
1 Nov | 12402.15 | 5.8 | 0.00 | 16.28 | 0 | 0 | 0 |
31 Oct | 12343.15 | 5.8 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 11100 expiring on 11NOV2024
Delta for 11100 PE is -0.00
Historical price for 11100 PE is as follows
On 6 Nov MIDCPNIFTY was trading at 12654.95. The strike last trading price was 0.75, which was -1.00 lower than the previous day. The implied volatity was 43.08, the open interest changed by -314 which decreased total open position to 608
On 5 Nov MIDCPNIFTY was trading at 12371.85. The strike last trading price was 1.75, which was -1.95 lower than the previous day. The implied volatity was 36.37, the open interest changed by 675 which increased total open position to 922
On 4 Nov MIDCPNIFTY was trading at 12299.65. The strike last trading price was 3.7, which was -2.10 lower than the previous day. The implied volatity was 35.61, the open interest changed by 247 which increased total open position to 247
On 1 Nov MIDCPNIFTY was trading at 12402.15. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 16.28, 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 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to