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 | 211.75 | 11.70 | - | 1,15,425 | -15,750 | 35,250 | |||
| 11 Jul | 12424.15 | 200.05 | - | 3,71,775 | -9,075 | 51,000 | ||||
| 10 Jul | 12392.25 | 193.35 | - | 44,60,325 | 48,150 | 60,075 | ||||
| 9 Jul | 12410.85 | 221.95 | - | 1,22,325 | 5,100 | 11,925 | ||||
| 8 Jul | 12373.75 | 210 | - | 26,250 | 3,900 | 6,825 | ||||
| 5 Jul | 12520.35 | 312 | - | 1,725 | -525 | 2,925 | ||||
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| 4 Jul | 12435.90 | 277.55 | - | 5,775 | -375 | 3,450 | ||||
| 3 Jul | 12299.15 | 185 | - | 4,650 | -375 | 3,825 | ||||
| 2 Jul | 12217.25 | 160.55 | - | 10,200 | 2,025 | 4,200 | ||||
| 1 Jul | 12277.10 | 226.45 | - | 3,600 | 2,175 | 2,175 | ||||
| 28 Jun | 12250.80 | 275 | - | 0 | 225 | 0 | ||||
| 27 Jun | 12256.85 | 275 | - | 1,125 | 225 | 300 | ||||
| 26 Jun | 12251.05 | 302 | - | 75 | 75 | 75 | ||||
| 25 Jun | 12282.10 | 309.4 | - | 75 | 0 | 0 | ||||
For NIFTY MIDCAP SELECT - strike price 12250 expiring on 15JUL2024
Delta for 12250 CE is -
Historical price for 12250 CE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 211.75, which was 11.70 higher than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 35250
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 200.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -9075 which decreased total open position to 51000
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 193.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 48150 which increased total open position to 60075
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 221.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 11925
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 210, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 6825
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 312, which was lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 2925
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 277.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 3450
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 185, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 3825
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 160.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 4200
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 226.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 2175
On 28 Jun MIDCPNIFTY was trading at 12250.80. The strike last trading price was 275, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0
On 27 Jun MIDCPNIFTY was trading at 12256.85. The strike last trading price was 275, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 300
On 26 Jun MIDCPNIFTY was trading at 12251.05. The strike last trading price was 302, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 25 Jun MIDCPNIFTY was trading at 12282.10. The strike last trading price was 309.4, 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 | 5.25 | -13.75 | - | 1,20,82,575 | 3,31,500 | 6,86,325 |
| 11 Jul | 12424.15 | 19 | - | 37,04,100 | 75,450 | 3,54,825 | |
| 10 Jul | 12392.25 | 31.5 | - | 92,49,675 | 1,95,150 | 2,79,375 | |
| 9 Jul | 12410.85 | 34.1 | - | 13,35,750 | 41,175 | 84,225 | |
| 8 Jul | 12373.75 | 64.3 | - | 1,45,500 | 25,950 | 43,050 | |
| 5 Jul | 12520.35 | 40 | - | 23,850 | 12,525 | 17,100 | |
| 4 Jul | 12435.90 | 71.3 | - | 6,075 | 2,775 | 4,575 | |
| 3 Jul | 12299.15 | 130 | - | 3,750 | 675 | 1,800 | |
| 2 Jul | 12217.25 | 178.3 | - | 3,525 | 1,125 | 1,125 | |
| 1 Jul | 12277.10 | 0 | - | 0 | 0 | 0 | |
| 28 Jun | 12250.80 | 0 | - | 0 | 0 | 0 | |
| 27 Jun | 12256.85 | 0 | - | 0 | 0 | 0 | |
| 26 Jun | 12251.05 | 0 | - | 0 | 0 | 0 | |
| 25 Jun | 12282.10 | 0 | - | 0 | 0 | 0 | |
For NIFTY MIDCAP SELECT - strike price 12250 expiring on 15JUL2024
Delta for 12250 PE is -
Historical price for 12250 PE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 5.25, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 331500 which increased total open position to 686325
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by 75450 which increased total open position to 354825
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 31.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 195150 which increased total open position to 279375
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 34.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 41175 which increased total open position to 84225
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 64.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 25950 which increased total open position to 43050
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 12525 which increased total open position to 17100
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 71.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 4575
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 130, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 1800
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 178.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
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
On 28 Jun MIDCPNIFTY was trading at 12250.80. 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
On 27 Jun MIDCPNIFTY was trading at 12256.85. 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
On 26 Jun MIDCPNIFTY was trading at 12251.05. 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
On 25 Jun MIDCPNIFTY was trading at 12282.10. 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