MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 02:29 PM IST
| MIDCPNIFTY 25NOV2024 13650 CE | ||||||||||
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Delta: 0.03
Vega: 0.79
Theta: -5.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 12166.05 | 7 | -427.00 | 55.21 | 12 | 0 | 0 | |||
| 19 Nov | 12171.65 | 434 | 21.25 | 0 | 315 | 0 | ||||
For Nifty Midcap Select - strike price 13650 expiring on 25NOV2024
Delta for 13650 CE is 0.03
Historical price for 13650 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12166.05. The strike last trading price was 7, which was -427.00 lower than the previous day. The implied volatity was 55.21, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 434, which was lower than the previous day. The implied volatity was 21.25, the open interest changed by 315 which increased total open position to 0
| MIDCPNIFTY 25NOV2024 13650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 12166.05 | 780.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 12171.65 | 780.95 | - | 0 | 0 | 0 | |
For Nifty Midcap Select - strike price 13650 expiring on 25NOV2024
Delta for 13650 PE is -
Historical price for 13650 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12166.05. The strike last trading price was 780.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 780.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
