CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 5750 CE | ||||||||||
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Delta: 0.68
Vega: 5.68
Theta: -2.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 280.5 | -46.25 | 27.36 | 2.9 | 10 | 10 | |||
| 19 Dec | 0.00 | 326.75 | -23.25 | 35.22 | 0.1 | 1 | 0 | |||
| 18 Dec | 0.00 | 350 | 350.00 | 30.92 | 0.3 | 1 | 1 | |||
| 17 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 9 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5750 expiring on 15JAN2025
Delta for 5750 CE is 0.68
Historical price for 5750 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 280.5, which was -46.25 lower than the previous day. The implied volatity was 27.36, the open interest changed by 10 which increased total open position to 10
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 326.75, which was -23.25 lower than the previous day. The implied volatity was 35.22, the open interest changed by 1 which increased total open position to 0
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 350, which was 350.00 higher than the previous day. The implied volatity was 30.92, the open interest changed by 1 which increased total open position to 1
On 17 Dec 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 16 Dec 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 Dec 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 Dec 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 11 Dec 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 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 5750 PE | |||||||
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Delta: -0.33
Vega: 5.73
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 102.1 | -0.25 | 28.87 | 73.3 | 66 | 93 |
| 19 Dec | 0.00 | 102.35 | 9.80 | 28.10 | 16.7 | -11 | 27 |
| 18 Dec | 0.00 | 92.55 | -34.65 | 29.35 | 25.3 | 50 | 59 |
| 17 Dec | 0.00 | 127.2 | 127.20 | 30.95 | 5.4 | 9 | 9 |
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 5750 expiring on 15JAN2025
Delta for 5750 PE is -0.33
Historical price for 5750 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 102.1, which was -0.25 lower than the previous day. The implied volatity was 28.87, the open interest changed by 66 which increased total open position to 93
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 102.35, which was 9.80 higher than the previous day. The implied volatity was 28.10, the open interest changed by -11 which decreased total open position to 27
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 92.55, which was -34.65 lower than the previous day. The implied volatity was 29.35, the open interest changed by 50 which increased total open position to 59
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 127.2, which was 127.20 higher than the previous day. The implied volatity was 30.95, the open interest changed by 9 which increased total open position to 9
On 16 Dec 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 Dec 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 Dec 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 11 Dec 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 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
