MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 12520.35 | 179.7 | 41.40 | - | 12,91,275 | -50,625 | 1,38,075 | |||
4 Jul | 12435.90 | 138.3 | - | 1,76,29,725 | -69,375 | 1,88,700 | ||||
3 Jul | 12299.15 | 65.75 | - | 54,05,025 | 33,075 | 2,58,075 | ||||
2 Jul | 12217.25 | 49.5 | - | 43,78,500 | 1,41,450 | 2,25,000 | ||||
1 Jul | 12277.10 | 100 | - | 2,70,675 | 66,450 | 83,550 | ||||
28 Jun | 12250.80 | 100 | - | 16,125 | 5,175 | 17,100 | ||||
27 Jun | 12256.85 | 130 | - | 28,650 | 4,425 | 11,925 | ||||
26 Jun | 12251.05 | 140.4 | - | 11,775 | 6,675 | 7,500 | ||||
25 Jun | 12282.10 | 147.1 | - | 2,475 | 825 | 825 | ||||
24 Jun | 12275.90 | 91.55 | - | 0 | 0 | 0 | ||||
21 Jun | 12164.80 | 0.00 | - | 0 | 0 | 0 | ||||
20 Jun | 12139.05 | 0.00 | - | 0 | 0 | 0 | ||||
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19 Jun | 12003.85 | 0.00 | - | 0 | 0 | 0 | ||||
14 Jun | 12053.20 | 0.00 | - | 0 | 0 | 0 |
For NIFTY MIDCAP SELECT - strike price 12350 expiring on 08JUL2024
Delta for 12350 CE is -
Historical price for 12350 CE is as follows
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 179.7, which was 41.40 higher than the previous day. The implied volatity was -, the open interest changed by -50625 which decreased total open position to 138075
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 138.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -69375 which decreased total open position to 188700
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 65.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 33075 which increased total open position to 258075
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 49.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 141450 which increased total open position to 225000
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 100, which was lower than the previous day. The implied volatity was -, the open interest changed by 66450 which increased total open position to 83550
On 28 Jun MIDCPNIFTY was trading at 12250.80. The strike last trading price was 100, which was lower than the previous day. The implied volatity was -, the open interest changed by 5175 which increased total open position to 17100
On 27 Jun MIDCPNIFTY was trading at 12256.85. The strike last trading price was 130, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 11925
On 26 Jun MIDCPNIFTY was trading at 12251.05. The strike last trading price was 140.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 6675 which increased total open position to 7500
On 25 Jun MIDCPNIFTY was trading at 12282.10. The strike last trading price was 147.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 24 Jun MIDCPNIFTY was trading at 12275.90. The strike last trading price was 91.55, 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 21 Jun MIDCPNIFTY was trading at 12164.80. 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
On 20 Jun MIDCPNIFTY was trading at 12139.05. 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
On 19 Jun MIDCPNIFTY was trading at 12003.85. 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
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
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 12520.35 | 7.1 | -22.95 | - | 1,57,38,075 | 3,71,100 | 10,15,275 |
4 Jul | 12435.90 | 30.05 | - | 1,20,35,025 | 5,46,825 | 6,44,175 | |
3 Jul | 12299.15 | 98.95 | - | 27,10,425 | 36,600 | 97,350 | |
2 Jul | 12217.25 | 183 | - | 14,99,400 | 39,150 | 60,750 | |
1 Jul | 12277.10 | 140 | - | 63,150 | 18,825 | 21,600 | |
28 Jun | 12250.80 | 179.4 | - | 3,525 | 2,325 | 2,775 | |
27 Jun | 12256.85 | 144.9 | - | 225 | 0 | 450 | |
26 Jun | 12251.05 | 183 | - | 825 | -150 | 450 | |
25 Jun | 12282.10 | 182.95 | - | 1,425 | 525 | 600 | |
24 Jun | 12275.90 | 424.1 | - | 0 | 0 | 75 | |
21 Jun | 12164.80 | 424.10 | - | 0 | 0 | 75 | |
20 Jun | 12139.05 | 424.10 | - | 0 | 0 | 75 | |
19 Jun | 12003.85 | 424.10 | - | 0 | 75 | 75 | |
14 Jun | 12053.20 | 0.00 | - | 0 | 0 | 0 |
For NIFTY MIDCAP SELECT - strike price 12350 expiring on 08JUL2024
Delta for 12350 PE is -
Historical price for 12350 PE is as follows
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 7.1, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 371100 which increased total open position to 1015275
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 30.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 546825 which increased total open position to 644175
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 98.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 36600 which increased total open position to 97350
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 183, which was lower than the previous day. The implied volatity was -, the open interest changed by 39150 which increased total open position to 60750
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 140, which was lower than the previous day. The implied volatity was -, the open interest changed by 18825 which increased total open position to 21600
On 28 Jun MIDCPNIFTY was trading at 12250.80. The strike last trading price was 179.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 2775
On 27 Jun MIDCPNIFTY was trading at 12256.85. The strike last trading price was 144.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450
On 26 Jun MIDCPNIFTY was trading at 12251.05. The strike last trading price was 183, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 450
On 25 Jun MIDCPNIFTY was trading at 12282.10. The strike last trading price was 182.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 600
On 24 Jun MIDCPNIFTY was trading at 12275.90. The strike last trading price was 424.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 21 Jun MIDCPNIFTY was trading at 12164.80. The strike last trading price was 424.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 20 Jun MIDCPNIFTY was trading at 12139.05. The strike last trading price was 424.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 19 Jun MIDCPNIFTY was trading at 12003.85. The strike last trading price was 424.10, 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 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