CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 06:00 PM IST
| CRUDEOILM 16DEC2024 5650 CE | ||||||||||
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Delta: 0.77
Vega: 4.82
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 372 | 71.80 | 29.10 | 0.5 | -1 | 111 | |||
| 20 Nov | 0.00 | 300.2 | -21.10 | 30.98 | 3.7 | 0 | 112 | |||
| 19 Nov | 0.00 | 321.3 | 8.75 | 30.40 | 12.9 | -4 | 112 | |||
| 18 Nov | 0.00 | 312.55 | 312.55 | 31.73 | 88.9 | 118 | 118 | |||
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5650 expiring on 16DEC2024
Delta for 5650 CE is 0.77
Historical price for 5650 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 372, which was 71.80 higher than the previous day. The implied volatity was 29.10, the open interest changed by -1 which decreased total open position to 111
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 300.2, which was -21.10 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 112
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 321.3, which was 8.75 higher than the previous day. The implied volatity was 30.40, the open interest changed by -4 which decreased total open position to 112
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 312.55, which was 312.55 higher than the previous day. The implied volatity was 31.73, the open interest changed by 118 which increased total open position to 118
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 5650 PE | |||||||
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Delta: -0.27
Vega: 5.22
Theta: -3.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 98.5 | -25.75 | 35.75 | 35.7 | 153 | 440 |
| 20 Nov | 0.00 | 124.25 | -6.35 | 33.44 | 66.3 | 36 | 287 |
| 19 Nov | 0.00 | 130.6 | -9.40 | 35.69 | 60 | 65 | 251 |
| 18 Nov | 0.00 | 140 | 140.00 | 34.98 | 113.9 | 183 | 188 |
| 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 5650 expiring on 16DEC2024
Delta for 5650 PE is -0.27
Historical price for 5650 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 98.5, which was -25.75 lower than the previous day. The implied volatity was 35.75, the open interest changed by 153 which increased total open position to 440
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 124.25, which was -6.35 lower than the previous day. The implied volatity was 33.44, the open interest changed by 36 which increased total open position to 287
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 130.6, which was -9.40 lower than the previous day. The implied volatity was 35.69, the open interest changed by 65 which increased total open position to 251
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 140, which was 140.00 higher than the previous day. The implied volatity was 34.98, the open interest changed by 183 which increased total open position to 188
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
