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[--[65.84.65.76]--]
CRUDEOILM
Crude Oil Mini

5802 -64.00 (-1.09%)

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Historical option data for CRUDEOILM

18 Mar 2025 11:29 PM IST
CRUDEOILM 16APR2025 5600 CE
Delta: 0.64
Vega: 6.14
Theta: -4.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Mar 0.00 403.15 84.65 43.90 1 1 1
17 Mar 0.00 0 0 0.00 0 0 0
13 Mar 0.00 0 0 0.00 0 0 0
12 Mar 0.00 0 0 0.00 0 0 0


For Crude Oil Mini - strike price 5600 expiring on 16APR2025

Delta for 5600 CE is 0.64

Historical price for 5600 CE is as follows

On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 403.15, which was 84.65 higher than the previous day. The implied volatity was 43.90, the open interest changed by 1 which increased total open position to 1


On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 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 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 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 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 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 16APR2025 5600 PE
Delta: -0.32
Vega: 5.91
Theta: -3.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Mar 0.00 117 18.1 32.13 872 65 103
17 Mar 0.00 87 31.35 29.94 155 39 39
13 Mar 0.00 115.5 2.5 28.49 4 3 4
12 Mar 0.00 113 43.5 33.01 1 1 1


For Crude Oil Mini - strike price 5600 expiring on 16APR2025

Delta for 5600 PE is -0.32

Historical price for 5600 PE is as follows

On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 117, which was 18.1 higher than the previous day. The implied volatity was 32.13, the open interest changed by 65 which increased total open position to 103


On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 87, which was 31.35 higher than the previous day. The implied volatity was 29.94, the open interest changed by 39 which increased total open position to 39


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 115.5, which was 2.5 higher than the previous day. The implied volatity was 28.49, the open interest changed by 3 which increased total open position to 4


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 113, which was 43.5 higher than the previous day. The implied volatity was 33.01, the open interest changed by 1 which increased total open position to 1