MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
05 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 | |||
| 5 Jul | 12520.35 | 129.05 | 24.10 | - | 1,03,85,025 | -4,14,900 | 6,38,025 | |||
| 4 Jul | 12435.90 | 104.95 | - | 2,69,67,525 | 7,00,650 | 10,52,925 | ||||
| 3 Jul | 12299.15 | 44.35 | - | 49,41,825 | 48,600 | 3,52,275 | ||||
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| 2 Jul | 12217.25 | 36.45 | - | 44,38,575 | 1,37,775 | 3,03,675 | ||||
| 1 Jul | 12277.10 | 76.1 | - | 5,62,800 | 1,29,075 | 1,65,900 | ||||
| 28 Jun | 12250.80 | 77 | - | 78,000 | 26,925 | 36,825 | ||||
| 27 Jun | 12256.85 | 107 | - | 34,800 | 2,850 | 9,900 | ||||
| 26 Jun | 12251.05 | 120.55 | - | 15,450 | 4,575 | 7,050 | ||||
| 25 Jun | 12282.10 | 126.55 | - | 6,150 | 2,475 | 2,475 | ||||
| 24 Jun | 12275.90 | 81.35 | - | 0 | 0 | 0 | ||||
| 21 Jun | 12164.80 | 0.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 12053.20 | 0.00 | - | 0 | 0 | 0 | ||||
For NIFTY MIDCAP SELECT - strike price 12400 expiring on 08JUL2024
Delta for 12400 CE is -
Historical price for 12400 CE is as follows
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 129.05, which was 24.10 higher than the previous day. The implied volatity was -, the open interest changed by -414900 which decreased total open position to 638025
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 104.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 700650 which increased total open position to 1052925
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 44.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 48600 which increased total open position to 352275
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 36.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 137775 which increased total open position to 303675
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 76.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 129075 which increased total open position to 165900
On 28 Jun MIDCPNIFTY was trading at 12250.80. The strike last trading price was 77, which was lower than the previous day. The implied volatity was -, the open interest changed by 26925 which increased total open position to 36825
On 27 Jun MIDCPNIFTY was trading at 12256.85. The strike last trading price was 107, which was lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 9900
On 26 Jun MIDCPNIFTY was trading at 12251.05. The strike last trading price was 120.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 7050
On 25 Jun MIDCPNIFTY was trading at 12282.10. The strike last trading price was 126.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 2475
On 24 Jun MIDCPNIFTY was trading at 12275.90. The strike last trading price was 81.35, 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 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
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 12520.35 | 12.2 | -33.70 | - | 2,75,37,150 | 3,94,200 | 17,44,425 |
| 4 Jul | 12435.90 | 45.9 | - | 1,77,05,475 | 12,79,800 | 13,50,225 | |
| 3 Jul | 12299.15 | 128 | - | 19,45,950 | 42,300 | 70,425 | |
| 2 Jul | 12217.25 | 215.8 | - | 8,43,600 | -2,700 | 28,125 | |
| 1 Jul | 12277.10 | 167.7 | - | 78,600 | 28,875 | 30,825 | |
| 28 Jun | 12250.80 | 244 | - | 3,225 | 1,800 | 1,950 | |
| 27 Jun | 12256.85 | 270 | - | 75 | 75 | 150 | |
| 26 Jun | 12251.05 | 194.85 | - | 150 | 75 | 75 | |
| 25 Jun | 12282.10 | 671.55 | - | 0 | 0 | 0 | |
| 24 Jun | 12275.90 | 0 | - | 0 | 0 | 0 | |
| 21 Jun | 12164.80 | 0.00 | - | 0 | 0 | 0 | |
| 14 Jun | 12053.20 | 0.00 | - | 0 | 0 | 0 | |
For NIFTY MIDCAP SELECT - strike price 12400 expiring on 08JUL2024
Delta for 12400 PE is -
Historical price for 12400 PE is as follows
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 12.2, which was -33.70 lower than the previous day. The implied volatity was -, the open interest changed by 394200 which increased total open position to 1744425
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 45.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1279800 which increased total open position to 1350225
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 128, which was lower than the previous day. The implied volatity was -, the open interest changed by 42300 which increased total open position to 70425
On 2 Jul MIDCPNIFTY was trading at 12217.25. The strike last trading price was 215.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 28125
On 1 Jul MIDCPNIFTY was trading at 12277.10. The strike last trading price was 167.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 28875 which increased total open position to 30825
On 28 Jun MIDCPNIFTY was trading at 12250.80. The strike last trading price was 244, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1950
On 27 Jun MIDCPNIFTY was trading at 12256.85. The strike last trading price was 270, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150
On 26 Jun MIDCPNIFTY was trading at 12251.05. The strike last trading price was 194.85, 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 671.55, 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 24 Jun MIDCPNIFTY was trading at 12275.90. 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 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 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