[--[65.84.65.76]--]
MIDCPNIFTY
Nifty Midcap Select

12520.35 84.45 (0.68%)

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Historical option data for MIDCPNIFTY

05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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
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: -
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