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 | 625.15 | 55.70 | - | 450 | 0 | 825 | |||
| 11 Jul | 12424.15 | 569.45 | - | 450 | 300 | 825 | ||||
| 10 Jul | 12392.25 | 492.6 | - | 1,650 | 75 | 525 | ||||
| 9 Jul | 12410.85 | 588.5 | - | 750 | 450 | 450 | ||||
| 8 Jul | 12373.75 | 302.1 | - | 0 | 0 | 0 | ||||
| 5 Jul | 12520.35 | 302.1 | - | 0 | 0 | 0 | ||||
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| 4 Jul | 12435.90 | 302.1 | - | 0 | 0 | 0 | ||||
| 3 Jul | 12299.15 | 302.1 | - | 0 | 0 | 0 | ||||
| 2 Jul | 12217.25 | 302.1 | - | 0 | 0 | 0 | ||||
| 1 Jul | 12277.10 | 0 | - | 0 | 0 | 0 | ||||
For NIFTY MIDCAP SELECT - strike price 11850 expiring on 15JUL2024
Delta for 11850 CE is -
Historical price for 11850 CE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 625.15, which was 55.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 569.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 825
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 492.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 525
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 588.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 302.1, 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 302.1, 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 302.1, 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 302.1, 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 302.1, 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 | 0.25 | -0.80 | - | 16,07,625 | -74,850 | 2,70,825 |
| 11 Jul | 12424.15 | 1.05 | - | 13,91,325 | 1,80,375 | 3,45,675 | |
| 10 Jul | 12392.25 | 4 | - | 15,44,250 | 29,550 | 1,65,300 | |
| 9 Jul | 12410.85 | 3.15 | - | 6,29,625 | 1,03,650 | 1,35,750 | |
| 8 Jul | 12373.75 | 6.8 | - | 83,400 | 32,100 | 32,100 | |
| 5 Jul | 12520.35 | 377.65 | - | 0 | 0 | 0 | |
| 4 Jul | 12435.90 | 377.65 | - | 0 | 0 | 0 | |
| 3 Jul | 12299.15 | 377.65 | - | 0 | 0 | 0 | |
| 2 Jul | 12217.25 | 377.65 | - | 0 | 0 | 0 | |
| 1 Jul | 12277.10 | 0 | - | 0 | 0 | 0 | |
For NIFTY MIDCAP SELECT - strike price 11850 expiring on 15JUL2024
Delta for 11850 PE is -
Historical price for 11850 PE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 0.25, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by -74850 which decreased total open position to 270825
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 180375 which increased total open position to 345675
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 29550 which increased total open position to 165300
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 103650 which increased total open position to 135750
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 32100 which increased total open position to 32100
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 377.65, 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 377.65, 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 377.65, 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 377.65, 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