CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 06:20 PM IST
| CRUDEOILM 16DEC2024 5600 CE | ||||||||||
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Delta: 0.76
Vega: 4.88
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 430.45 | 88.45 | 34.67 | 7.7 | -5 | 175 | |||
| 20 Nov | 0.00 | 342 | -18.75 | 32.61 | 17.8 | 40 | 184 | |||
| 19 Nov | 0.00 | 360.75 | 8.85 | 31.40 | 45.1 | -58 | 144 | |||
| 18 Nov | 0.00 | 351.9 | 351.90 | 32.93 | 477.1 | 182 | 239 | |||
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| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5600 expiring on 16DEC2024
Delta for 5600 CE is 0.76
Historical price for 5600 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 430.45, which was 88.45 higher than the previous day. The implied volatity was 34.67, the open interest changed by -5 which decreased total open position to 175
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 342, which was -18.75 lower than the previous day. The implied volatity was 32.61, the open interest changed by 40 which increased total open position to 184
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 360.75, which was 8.85 higher than the previous day. The implied volatity was 31.40, the open interest changed by -58 which decreased total open position to 144
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 351.9, which was 351.90 higher than the previous day. The implied volatity was 32.93, the open interest changed by 182 which increased total open position to 239
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 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 5600 PE | |||||||
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Delta: -0.24
Vega: 4.94
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 85.15 | -23.95 | 35.58 | 85.2 | 289 | 920 |
| 20 Nov | 0.00 | 109.1 | -3.25 | 33.91 | 199.2 | 38 | 622 |
| 19 Nov | 0.00 | 112.35 | -10.35 | 35.54 | 313.6 | 92 | 571 |
| 18 Nov | 0.00 | 122.7 | -27.30 | 35.17 | 679 | 375 | 502 |
| 14 Nov | 0.00 | 150 | 150.00 | 34.27 | 3.5 | 34 | 34 |
| 13 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 5600 expiring on 16DEC2024
Delta for 5600 PE is -0.24
Historical price for 5600 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 85.15, which was -23.95 lower than the previous day. The implied volatity was 35.58, the open interest changed by 289 which increased total open position to 920
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 109.1, which was -3.25 lower than the previous day. The implied volatity was 33.91, the open interest changed by 38 which increased total open position to 622
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 112.35, which was -10.35 lower than the previous day. The implied volatity was 35.54, the open interest changed by 92 which increased total open position to 571
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 122.7, which was -27.30 lower than the previous day. The implied volatity was 35.17, the open interest changed by 375 which increased total open position to 502
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 150, which was 150.00 higher than the previous day. The implied volatity was 34.27, the open interest changed by 34 which increased total open position to 34
On 13 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
