MIDCPNIFTY
Nifty Midcap Select
Historical option data for MIDCPNIFTY
21 Nov 2024 04:13 PM IST
MIDCPNIFTY 25NOV2024 13675 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.14
Theta: -0.75
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
||||||||||
21 Nov | 12164.65 | 0.6 | -424.00 | 41.18 | 38 | 16 | 16 | |||
19 Nov | 12171.65 | 424.6 | 21.41 | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13675 expiring on 25NOV2024
Delta for 13675 CE is 0.00
Historical price for 13675 CE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 0.6, which was -424.00 lower than the previous day. The implied volatity was 41.18, the open interest changed by 16 which increased total open position to 16
On 19 Nov MIDCPNIFTY was trading at 12171.65. The strike last trading price was 424.6, which was lower than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 0
MIDCPNIFTY 25NOV2024 13675 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 12164.65 | 796.1 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 12171.65 | 796.1 | - | 0 | 0 | 0 |
For Nifty Midcap Select - strike price 13675 expiring on 25NOV2024
Delta for 13675 PE is -
Historical price for 13675 PE is as follows
On 21 Nov MIDCPNIFTY was trading at 12164.65. The strike last trading price was 796.1, 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 796.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0