`
Related Pages for CRUDEOILM
[--[65.84.65.76]--]
CRUDEOILM
Crude Oil Mini
6017 84.00 (1.42%)

Back to Option Chain

Historical option data for CRUDEOILM

20 Dec 2024 11:40 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CRUDEOILM 15JAN2025 5600 CE
Delta: 0.78
Vega: 4.68
Theta: -2.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 397.6 -12.40 29.42 6 17 17
19 Dec 0.00 410 -26.90 32.18 0.2 5 0
18 Dec 0.00 436.9 71.25 25.92 1.2 5 21
17 Dec 0.00 365.65 -54.35 22.59 2.3 11 16
16 Dec 0.00 420 420.00 19.54 0.5 5 5
13 Dec 0.00 0 0.00 0.00 0 0 0
12 Dec 0.00 0 0.00 0 0 0

For Crude Oil Mini - strike price 5600 expiring on 15JAN2025

Delta for 5600 CE is 0.78

Historical price for 5600 CE is as follows

On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 397.6, which was -12.40 lower than the previous day. The implied volatity was 29.42, the open interest changed by 17 which increased total open position to 17


On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 410, which was -26.90 lower than the previous day. The implied volatity was 32.18, the open interest changed by 5 which increased total open position to 0


On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 436.9, which was 71.25 higher than the previous day. The implied volatity was 25.92, the open interest changed by 5 which increased total open position to 21


On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 365.65, which was -54.35 lower than the previous day. The implied volatity was 22.59, the open interest changed by 11 which increased total open position to 16


On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 420, which was 420.00 higher than the previous day. The implied volatity was 19.54, the open interest changed by 5 which increased total open position to 5


On 13 Dec 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 12 Dec 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 15JAN2025 5600 PE
Delta: -0.22
Vega: 4.69
Theta: -2.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 60.9 -2.15 29.49 68.1 24 169
19 Dec 0.00 63.05 11.45 29.16 91.3 -5 147
18 Dec 0.00 51.6 -20.70 29.11 51.2 35 159
17 Dec 0.00 72.3 4.10 29.87 78.9 106 118
16 Dec 0.00 68.2 -39.75 31.74 8.7 10 12
13 Dec 0.00 107.95 81.10 38.26 0.3 1 2
12 Dec 0.00 26.85 20.15 0.2 1 1

For Crude Oil Mini - strike price 5600 expiring on 15JAN2025

Delta for 5600 PE is -0.22

Historical price for 5600 PE is as follows

On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 60.9, which was -2.15 lower than the previous day. The implied volatity was 29.49, the open interest changed by 24 which increased total open position to 169


On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 63.05, which was 11.45 higher than the previous day. The implied volatity was 29.16, the open interest changed by -5 which decreased total open position to 147


On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 51.6, which was -20.70 lower than the previous day. The implied volatity was 29.11, the open interest changed by 35 which increased total open position to 159


On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 72.3, which was 4.10 higher than the previous day. The implied volatity was 29.87, the open interest changed by 106 which increased total open position to 118


On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 68.2, which was -39.75 lower than the previous day. The implied volatity was 31.74, the open interest changed by 10 which increased total open position to 12


On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 107.95, which was 81.10 higher than the previous day. The implied volatity was 38.26, the open interest changed by 1 which increased total open position to 2


On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 26.85, which was lower than the previous day. The implied volatity was 20.15, the open interest changed by 1 which increased total open position to 1