CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 11:40 PM IST
| CRUDEOILM 16DEC2024 5500 CE | ||||||||||
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Delta: 0.83
Vega: 3.92
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 448.9 | 30.95 | 29.49 | 4.5 | -5 | 32 | |||
| 20 Nov | 0.00 | 417.95 | -28.60 | 33.75 | 5.8 | 14 | 37 | |||
| 19 Nov | 0.00 | 446.55 | 25.95 | 34.11 | 7.9 | 20 | 23 | |||
| 18 Nov | 0.00 | 420.6 | 420.60 | 32.75 | 10.1 | 3 | 3 | |||
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5500 expiring on 16DEC2024
Delta for 5500 CE is 0.83
Historical price for 5500 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 448.9, which was 30.95 higher than the previous day. The implied volatity was 29.49, the open interest changed by -5 which decreased total open position to 32
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 417.95, which was -28.60 lower than the previous day. The implied volatity was 33.75, the open interest changed by 14 which increased total open position to 37
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 446.55, which was 25.95 higher than the previous day. The implied volatity was 34.11, the open interest changed by 20 which increased total open position to 23
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 420.6, which was 420.60 higher than the previous day. The implied volatity was 32.75, the open interest changed by 3 which increased total open position to 3
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CRUDEOILM 16DEC2024 5500 PE | |||||||
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Delta: -0.20
Vega: 4.39
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 64.2 | -17.40 | 34.69 | 124.9 | 77 | 426 |
| 20 Nov | 0.00 | 81.6 | -2.05 | 34.49 | 168.7 | 10 | 375 |
| 19 Nov | 0.00 | 83.65 | -10.85 | 35.76 | 203.5 | 6 | 370 |
| 18 Nov | 0.00 | 94.5 | -20.50 | 35.85 | 297.7 | 423 | 474 |
| 14 Nov | 0.00 | 115 | 15.00 | 34.44 | 1.2 | 10 | 10 |
| 13 Nov | 0.00 | 100 | 14.90 | 0.00 | 0.1 | 1 | 0 |
| 7 Nov | 0.00 | 85.1 | 38.64 | 0.2 | 1 | 1 | |
For Crude Oil Mini - strike price 5500 expiring on 16DEC2024
Delta for 5500 PE is -0.20
Historical price for 5500 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 64.2, which was -17.40 lower than the previous day. The implied volatity was 34.69, the open interest changed by 77 which increased total open position to 426
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 81.6, which was -2.05 lower than the previous day. The implied volatity was 34.49, the open interest changed by 10 which increased total open position to 375
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 83.65, which was -10.85 lower than the previous day. The implied volatity was 35.76, the open interest changed by 6 which increased total open position to 370
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 94.5, which was -20.50 lower than the previous day. The implied volatity was 35.85, the open interest changed by 423 which increased total open position to 474
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 115, which was 15.00 higher than the previous day. The implied volatity was 34.44, the open interest changed by 10 which increased total open position to 10
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 100, which was 14.90 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 85.1, which was lower than the previous day. The implied volatity was 38.64, the open interest changed by 1 which increased total open position to 1
