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

12459.6 35.45 (0.29%)

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Historical option data for MIDCPNIFTY

12 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
12 Jul 12459.60 487.05 0.00 - 0 0 0
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: -
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