MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
12 Jul 2024 04:13 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 12 Jul | 12459.60 | 595.2 | 0.00 | - | 0 | 150 | 0 | |||
| 11 Jul | 12424.15 | 595.2 | - | 450 | 150 | 750 | ||||
| 10 Jul | 12392.25 | 566.65 | - | 1,200 | 75 | 600 | ||||
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| 9 Jul | 12410.85 | 635.6 | - | 1,950 | 525 | 525 | ||||
| 8 Jul | 12373.75 | 325.05 | - | 0 | 0 | 0 | ||||
| 5 Jul | 12520.35 | 325.05 | - | 0 | 0 | 0 | ||||
| 4 Jul | 12435.90 | 325.05 | - | 0 | 0 | 0 | ||||
| 3 Jul | 12299.15 | 325.05 | - | 0 | 0 | 0 | ||||
| 2 Jul | 12217.25 | 325.05 | - | 0 | 0 | 0 | ||||
| 1 Jul | 12277.10 | 0 | - | 0 | 0 | 0 | ||||
For NIFTY MIDCAP SELECT - strike price 11800 expiring on 15JUL2024
Delta for 11800 CE is -
Historical price for 11800 CE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 595.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 595.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 750
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 566.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 600
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 635.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 325.05, 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 325.05, 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 325.05, 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 325.05, 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 325.05, 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
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 12 Jul | 12459.60 | 0.3 | -0.60 | - | 57,56,025 | -2,27,100 | 4,06,500 |
| 11 Jul | 12424.15 | 0.9 | - | 21,15,750 | 2,38,275 | 6,33,600 | |
| 10 Jul | 12392.25 | 3 | - | 35,93,700 | -46,050 | 3,95,325 | |
| 9 Jul | 12410.85 | 2.7 | - | 35,78,475 | -54,750 | 4,41,375 | |
| 8 Jul | 12373.75 | 7.5 | - | 11,74,725 | 3,97,725 | 4,96,125 | |
| 5 Jul | 12520.35 | 6.5 | - | 1,39,575 | 81,375 | 98,400 | |
| 4 Jul | 12435.90 | 11 | - | 28,800 | 15,150 | 17,025 | |
| 3 Jul | 12299.15 | 23 | - | 3,075 | 600 | 1,875 | |
| 2 Jul | 12217.25 | 40.65 | - | 2,550 | 1,275 | 1,275 | |
| 1 Jul | 12277.10 | 0 | - | 0 | 0 | 0 | |
For NIFTY MIDCAP SELECT - strike price 11800 expiring on 15JUL2024
Delta for 11800 PE is -
Historical price for 11800 PE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 0.3, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -227100 which decreased total open position to 406500
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 238275 which increased total open position to 633600
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by -46050 which decreased total open position to 395325
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 2.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -54750 which decreased total open position to 441375
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 397725 which increased total open position to 496125
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 81375 which increased total open position to 98400
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by 15150 which increased total open position to 17025
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 23, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1875
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 40.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 1275
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