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[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12654.95 283.10 (2.29%)

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Historical option data for MIDCPNIFTY

06 Nov 2024 04:13 PM IST
MIDCPNIFTY 11NOV2024 11100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.00
Vega: 0.17
Theta: -0.70
Gamma: 0.00
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