MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
12 Jul | 12459.60 | 487.05 | 0.00 | - | 0 | 0 | 0 | |||
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11 Jul | 12424.15 | 487.05 | - | 0 | 0 | 0 | ||||
10 Jul | 12392.25 | 487.05 | - | 0 | 0 | 0 | ||||
9 Jul | 12410.85 | 487.05 | - | 0 | 0 | 0 | ||||
8 Jul | 12373.75 | 487.05 | - | 0 | 0 | 0 | ||||
5 Jul | 12520.35 | 487.05 | - | 0 | 0 | 0 | ||||
4 Jul | 12435.90 | 487.05 | - | 0 | 0 | 0 | ||||
3 Jul | 12299.15 | 487.05 | - | 0 | 0 | 0 | ||||
2 Jul | 12217.25 | 487.05 | - | 0 | 0 | 0 | ||||
1 Jul | 12277.10 | 0 | - | 0 | 0 | 0 |
For NIFTY MIDCAP SELECT - strike price 11500 expiring on 15JUL2024
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 487.05, 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 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 487.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
12 Jul | 12459.60 | 0.2 | -0.10 | - | 24,40,575 | 1,51,050 | 10,18,950 |
11 Jul | 12424.15 | 0.3 | - | 16,12,725 | -83,550 | 8,67,900 | |
10 Jul | 12392.25 | 1.75 | - | 26,67,450 | 6,95,325 | 9,51,450 | |
9 Jul | 12410.85 | 1.45 | - | 5,71,425 | 78,825 | 2,56,125 | |
8 Jul | 12373.75 | 2.8 | - | 3,90,675 | 1,49,400 | 1,77,300 | |
5 Jul | 12520.35 | 2.9 | - | 32,400 | 6,825 | 27,900 | |
4 Jul | 12435.90 | 5 | - | 24,075 | 21,075 | 21,075 | |
3 Jul | 12299.15 | 215.05 | - | 0 | 0 | 0 | |
2 Jul | 12217.25 | 215.05 | - | 0 | 0 | 0 | |
1 Jul | 12277.10 | 215.05 | - | 0 | 0 | 0 |
For NIFTY MIDCAP SELECT - strike price 11500 expiring on 15JUL2024
Delta for 11500 PE is -
Historical price for 11500 PE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 151050 which increased total open position to 1018950
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -83550 which decreased total open position to 867900
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 695325 which increased total open position to 951450
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 78825 which increased total open position to 256125
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 149400 which increased total open position to 177300
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 27900
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 21075 which increased total open position to 21075
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 215.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 215.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 215.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0