MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
04 Jul 2024 12:37 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 12429.80 | 164.00 | 73.80 | - | 94,62,375 | -5,70,150 | 5,21,775 | |||
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| 3 Jul | 12299.15 | 90.2 | - | 2,06,07,375 | 2,98,425 | 10,91,925 | ||||
| 2 Jul | 12217.25 | 69 | - | 1,31,20,125 | 4,27,800 | 7,93,500 | ||||
| 1 Jul | 12277.10 | 127 | - | 17,31,675 | 3,13,200 | 3,65,700 | ||||
| 28 Jun | 12250.80 | 124 | - | 1,84,500 | 26,175 | 52,500 | ||||
| 27 Jun | 12256.85 | 152.05 | - | 1,05,450 | 8,700 | 26,325 | ||||
| 26 Jun | 12251.05 | 162.2 | - | 54,075 | 10,050 | 17,625 | ||||
| 25 Jun | 12282.10 | 170.5 | - | 43,350 | 5,025 | 7,575 | ||||
| 24 Jun | 12275.90 | 194.05 | - | 2,850 | 2,550 | 2,550 | ||||
| 21 Jun | 12164.80 | 204.90 | - | 75 | 0 | 0 | ||||
| 20 Jun | 12139.05 | 103.15 | - | 0 | 0 | 0 | ||||
| 19 Jun | 12003.85 | 103.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 12053.20 | 103.15 | - | 0 | 0 | 0 | ||||
For NIFTY MIDCAP SELECT - strike price 12300 expiring on 08JUL2024
Delta for 12300 CE is -
Historical price for 12300 CE is as follows
On 4 Jul MIDCPNIFTY was trading at 12429.80. The strike last trading price was 164.00, which was 73.80 higher than the previous day. The implied volatity was -, the open interest changed by -570150 which decreased total open position to 521775
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 90.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 298425 which increased total open position to 1091925
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 69, which was lower than the previous day. The implied volatity was -, the open interest changed by 427800 which increased total open position to 793500
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 127, which was lower than the previous day. The implied volatity was -, the open interest changed by 313200 which increased total open position to 365700
On 28 Jun MIDCPNIFTY was trading at 12250.80. The strike last trading price was 124, which was lower than the previous day. The implied volatity was -, the open interest changed by 26175 which increased total open position to 52500
On 27 Jun MIDCPNIFTY was trading at 12256.85. The strike last trading price was 152.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8700 which increased total open position to 26325
On 26 Jun MIDCPNIFTY was trading at 12251.05. The strike last trading price was 162.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 10050 which increased total open position to 17625
On 25 Jun MIDCPNIFTY was trading at 12282.10. The strike last trading price was 170.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 7575
On 24 Jun MIDCPNIFTY was trading at 12275.90. The strike last trading price was 194.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 2550
On 21 Jun MIDCPNIFTY was trading at 12164.80. The strike last trading price was 204.90, 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 20 Jun MIDCPNIFTY was trading at 12139.05. The strike last trading price was 103.15, 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 19 Jun MIDCPNIFTY was trading at 12003.85. The strike last trading price was 103.15, 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 14 Jun MIDCPNIFTY was trading at 12053.20. The strike last trading price was 103.15, 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 |
| 4 Jul | 12429.80 | 31.10 | -43.70 | - | 92,45,325 | 2,52,225 | 12,44,100 |
| 3 Jul | 12299.15 | 74.8 | - | 1,76,66,700 | 6,70,500 | 9,91,875 | |
| 2 Jul | 12217.25 | 149.85 | - | 94,92,300 | 35,625 | 3,21,375 | |
| 1 Jul | 12277.10 | 115.5 | - | 14,73,900 | 2,43,000 | 2,85,750 | |
| 28 Jun | 12250.80 | 175.4 | - | 84,450 | 13,125 | 42,750 | |
| 27 Jun | 12256.85 | 165 | - | 75,825 | 13,500 | 29,625 | |
| 26 Jun | 12251.05 | 176.4 | - | 29,700 | 9,750 | 16,125 | |
| 25 Jun | 12282.10 | 197.35 | - | 15,150 | 4,875 | 6,375 | |
| 24 Jun | 12275.90 | 180 | - | 1,725 | 1,500 | 1,500 | |
| 21 Jun | 12164.80 | 594.05 | - | 0 | 0 | 0 | |
| 20 Jun | 12139.05 | 594.05 | - | 0 | 0 | 0 | |
| 19 Jun | 12003.85 | 594.05 | - | 0 | 0 | 0 | |
| 14 Jun | 12053.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY MIDCAP SELECT - strike price 12300 expiring on 08JUL2024
Delta for 12300 PE is -
Historical price for 12300 PE is as follows
On 4 Jul MIDCPNIFTY was trading at 12429.80. The strike last trading price was 31.10, which was -43.70 lower than the previous day. The implied volatity was -, the open interest changed by 252225 which increased total open position to 1244100
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 74.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 670500 which increased total open position to 991875
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 149.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 35625 which increased total open position to 321375
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 115.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 243000 which increased total open position to 285750
On 28 Jun MIDCPNIFTY was trading at 12250.80. The strike last trading price was 175.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 13125 which increased total open position to 42750
On 27 Jun MIDCPNIFTY was trading at 12256.85. The strike last trading price was 165, which was lower than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 29625
On 26 Jun MIDCPNIFTY was trading at 12251.05. The strike last trading price was 176.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 16125
On 25 Jun MIDCPNIFTY was trading at 12282.10. The strike last trading price was 197.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 6375
On 24 Jun MIDCPNIFTY was trading at 12275.90. The strike last trading price was 180, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 21 Jun MIDCPNIFTY was trading at 12164.80. The strike last trading price was 594.05, 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 20 Jun MIDCPNIFTY was trading at 12139.05. The strike last trading price was 594.05, 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 19 Jun MIDCPNIFTY was trading at 12003.85. The strike last trading price was 594.05, 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 14 Jun MIDCPNIFTY was trading at 12053.20. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0