CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 07:00 PM IST
| CRUDEOILM 16DEC2024 5700 CE | ||||||||||
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Delta: 0.70
Vega: 5.46
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 336.2 | 58.70 | 32.13 | 95.3 | -177 | 493 | |||
| 20 Nov | 0.00 | 277.5 | -20.20 | 32.37 | 113.8 | 122 | 652 | |||
| 19 Nov | 0.00 | 297.7 | 12.60 | 31.84 | 413.8 | -66 | 546 | |||
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| 18 Nov | 0.00 | 285.1 | 5.15 | 32.24 | 1,497.7 | 160 | 701 | |||
| 14 Nov | 0.00 | 279.95 | 279.95 | 34.53 | 0.6 | 3 | 3 | |||
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5700 expiring on 16DEC2024
Delta for 5700 CE is 0.70
Historical price for 5700 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 336.2, which was 58.70 higher than the previous day. The implied volatity was 32.13, the open interest changed by -177 which decreased total open position to 493
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 277.5, which was -20.20 lower than the previous day. The implied volatity was 32.37, the open interest changed by 122 which increased total open position to 652
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 297.7, which was 12.60 higher than the previous day. The implied volatity was 31.84, the open interest changed by -66 which decreased total open position to 546
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 285.1, which was 5.15 higher than the previous day. The implied volatity was 32.24, the open interest changed by 160 which increased total open position to 701
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 279.95, which was 279.95 higher than the previous day. The implied volatity was 34.53, the open interest changed by 3 which increased total open position to 3
On 13 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 12 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 5700 PE | |||||||
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Delta: -0.31
Vega: 5.53
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 111.9 | -32.25 | 34.08 | 198.3 | 154 | 1,493 |
| 20 Nov | 0.00 | 144.15 | 2.95 | 33.49 | 463.7 | 73 | 1,422 |
| 19 Nov | 0.00 | 141.2 | -14.30 | 34.27 | 1,027.5 | 21 | 1,433 |
| 18 Nov | 0.00 | 155.5 | -41.90 | 34.25 | 1,455.9 | 1,294 | 1,515 |
| 14 Nov | 0.00 | 197.4 | 96.85 | 34.96 | 22.1 | 58 | 71 |
| 13 Nov | 0.00 | 100.55 | -110.45 | 21.36 | 2.2 | 12 | 13 |
| 12 Nov | 0.00 | 211 | 36.12 | 0.1 | 1 | 1 | |
For Crude Oil Mini - strike price 5700 expiring on 16DEC2024
Delta for 5700 PE is -0.31
Historical price for 5700 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 111.9, which was -32.25 lower than the previous day. The implied volatity was 34.08, the open interest changed by 154 which increased total open position to 1493
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 144.15, which was 2.95 higher than the previous day. The implied volatity was 33.49, the open interest changed by 73 which increased total open position to 1422
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 141.2, which was -14.30 lower than the previous day. The implied volatity was 34.27, the open interest changed by 21 which increased total open position to 1433
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 155.5, which was -41.90 lower than the previous day. The implied volatity was 34.25, the open interest changed by 1294 which increased total open position to 1515
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 197.4, which was 96.85 higher than the previous day. The implied volatity was 34.96, the open interest changed by 58 which increased total open position to 71
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 100.55, which was -110.45 lower than the previous day. The implied volatity was 21.36, the open interest changed by 12 which increased total open position to 13
On 12 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 211, which was lower than the previous day. The implied volatity was 36.12, the open interest changed by 1 which increased total open position to 1
