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 | 0.15 | -0.20 | - | 81,54,975 | 7,70,625 | 20,61,000 | |||
| 11 Jul | 12424.15 | 0.35 | - | 28,42,200 | 3,04,500 | 12,90,375 | ||||
| 10 Jul | 12392.25 | 1 | - | 38,68,575 | 3,83,775 | 9,85,875 | ||||
| 9 Jul | 12410.85 | 1.85 | - | 19,34,550 | 2,50,350 | 6,02,100 | ||||
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| 8 Jul | 12373.75 | 4 | - | 9,39,900 | 2,73,600 | 3,51,750 | ||||
| 5 Jul | 12520.35 | 6.8 | - | 1,39,875 | 30,225 | 78,150 | ||||
| 4 Jul | 12435.90 | 6.95 | - | 74,400 | 47,475 | 47,925 | ||||
| 3 Jul | 12299.15 | 5.45 | - | 825 | 450 | 450 | ||||
For NIFTY MIDCAP SELECT - strike price 13000 expiring on 15JUL2024
Delta for 13000 CE is -
Historical price for 13000 CE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 0.15, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 770625 which increased total open position to 2061000
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 304500 which increased total open position to 1290375
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 383775 which increased total open position to 985875
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250350 which increased total open position to 602100
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 273600 which increased total open position to 351750
On 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 30225 which increased total open position to 78150
On 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 47475 which increased total open position to 47925
On 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
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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 | 527.65 | -80.20 | - | 7,500 | 975 | 1,650 |
| 11 Jul | 12424.15 | 607.85 | - | 450 | 675 | 675 | |
| 10 Jul | 12392.25 | 567.4 | - | 0 | 675 | 0 | |
| 9 Jul | 12410.85 | 567.4 | - | 1,725 | 675 | 675 | |
| 8 Jul | 12373.75 | 1252.55 | - | 0 | 0 | 0 | |
| 5 Jul | 12520.35 | 1252.55 | - | 0 | 0 | 0 | |
| 4 Jul | 12435.90 | 1252.55 | - | 0 | 0 | 0 | |
| 3 Jul | 12299.15 | 1252.55 | - | 0 | 0 | 0 | |
For NIFTY MIDCAP SELECT - strike price 13000 expiring on 15JUL2024
Delta for 13000 PE is -
Historical price for 13000 PE is as follows
On 12 Jul MIDCPNIFTY was trading at 12459.60. The strike last trading price was 527.65, which was -80.20 lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 1650
On 11 Jul MIDCPNIFTY was trading at 12424.15. The strike last trading price was 607.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675
On 10 Jul MIDCPNIFTY was trading at 12392.25. The strike last trading price was 567.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 0
On 9 Jul MIDCPNIFTY was trading at 12410.85. The strike last trading price was 567.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675
On 8 Jul MIDCPNIFTY was trading at 12373.75. The strike last trading price was 1252.55, 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 5 Jul MIDCPNIFTY was trading at 12520.35. The strike last trading price was 1252.55, 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 4 Jul MIDCPNIFTY was trading at 12435.90. The strike last trading price was 1252.55, 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 3 Jul MIDCPNIFTY was trading at 12299.15. The strike last trading price was 1252.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0