CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 5700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 5.37
Theta: -2.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 317.9 | 17.90 | 28.03 | 50.2 | 31 | 36 | |||
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| 19 Dec | 0.00 | 300 | -50.75 | 24.87 | 1.2 | 0 | 5 | |||
| 18 Dec | 0.00 | 350.75 | 38.95 | 24.40 | 3.4 | -15 | 5 | |||
| 17 Dec | 0.00 | 311.8 | -68.80 | 26.61 | 8 | 10 | 20 | |||
| 16 Dec | 0.00 | 380.6 | 110.60 | 28.63 | 1.2 | 10 | 10 | |||
| 13 Dec | 0.00 | 270 | 0.00 | 0.00 | 0.1 | 1 | 0 | |||
| 12 Dec | 0.00 | 270 | 0.00 | 0.00 | 0.1 | 1 | 0 | |||
| 11 Dec | 0.00 | 270 | 270.00 | 17.36 | 0.1 | 1 | 1 | |||
| 9 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5700 expiring on 15JAN2025
Delta for 5700 CE is 0.72
Historical price for 5700 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 317.9, which was 17.90 higher than the previous day. The implied volatity was 28.03, the open interest changed by 31 which increased total open position to 36
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 300, which was -50.75 lower than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 5
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 350.75, which was 38.95 higher than the previous day. The implied volatity was 24.40, the open interest changed by -15 which decreased total open position to 5
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 311.8, which was -68.80 lower than the previous day. The implied volatity was 26.61, the open interest changed by 10 which increased total open position to 20
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 380.6, which was 110.60 higher than the previous day. The implied volatity was 28.63, the open interest changed by 10 which increased total open position to 10
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 270, which was 270.00 higher than the previous day. The implied volatity was 17.36, the open interest changed by 1 which increased total open position to 1
On 9 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 5700 PE | |||||||
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Delta: -0.28
Vega: 5.39
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 83.75 | -5.40 | 28.66 | 241.9 | 145 | 357 |
| 19 Dec | 0.00 | 89.15 | 13.75 | 28.74 | 147.3 | 0 | 220 |
| 18 Dec | 0.00 | 75.4 | -20.85 | 29.03 | 69.7 | 91 | 243 |
| 17 Dec | 0.00 | 96.25 | 6.25 | 28.76 | 116.7 | 76 | 149 |
| 16 Dec | 0.00 | 90 | 11.00 | 30.85 | 11.2 | 61 | 65 |
| 13 Dec | 0.00 | 79 | -193.50 | 28.33 | 0.6 | 4 | 4 |
| 12 Dec | 0.00 | 272.5 | 0.00 | 0.00 | 0.2 | 2 | 0 |
| 11 Dec | 0.00 | 272.5 | 0.00 | 0.00 | 0.2 | 2 | 0 |
| 9 Dec | 0.00 | 272.5 | 45.32 | 0.2 | 2 | 2 | |
For Crude Oil Mini - strike price 5700 expiring on 15JAN2025
Delta for 5700 PE is -0.28
Historical price for 5700 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 83.75, which was -5.40 lower than the previous day. The implied volatity was 28.66, the open interest changed by 145 which increased total open position to 357
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 89.15, which was 13.75 higher than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 220
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 75.4, which was -20.85 lower than the previous day. The implied volatity was 29.03, the open interest changed by 91 which increased total open position to 243
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 96.25, which was 6.25 higher than the previous day. The implied volatity was 28.76, the open interest changed by 76 which increased total open position to 149
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 90, which was 11.00 higher than the previous day. The implied volatity was 30.85, the open interest changed by 61 which increased total open position to 65
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 79, which was -193.50 lower than the previous day. The implied volatity was 28.33, the open interest changed by 4 which increased total open position to 4
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 272.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 272.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 9 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 272.5, which was lower than the previous day. The implied volatity was 45.32, the open interest changed by 2 which increased total open position to 2
