CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 06:30 PM IST
| CRUDEOILM 16DEC2024 5750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 5.77
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 309.5 | 63.10 | 33.35 | 28.1 | 7 | 173 | |||
| 20 Nov | 0.00 | 246.4 | -24.55 | 31.98 | 57.8 | -51 | 145 | |||
| 19 Nov | 0.00 | 270.95 | 11.95 | 32.35 | 135.4 | 28 | 198 | |||
| 18 Nov | 0.00 | 259 | 259.00 | 32.63 | 274.6 | 105 | 158 | |||
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 5750 expiring on 16DEC2024
Delta for 5750 CE is 0.66
Historical price for 5750 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 309.5, which was 63.10 higher than the previous day. The implied volatity was 33.35, the open interest changed by 7 which increased total open position to 173
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 246.4, which was -24.55 lower than the previous day. The implied volatity was 31.98, the open interest changed by -51 which decreased total open position to 145
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 270.95, which was 11.95 higher than the previous day. The implied volatity was 32.35, the open interest changed by 28 which increased total open position to 198
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 259, which was 259.00 higher than the previous day. The implied volatity was 32.63, the open interest changed by 105 which increased total open position to 158
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 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 5750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 5.78
Theta: -3.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 127.8 | -34.10 | 33.57 | 73 | 242 | 408 |
| 20 Nov | 0.00 | 161.9 | 0.10 | 32.88 | 91.6 | 9 | 174 |
| 19 Nov | 0.00 | 161.8 | -13.60 | 34.27 | 156.4 | -15 | 166 |
| 18 Nov | 0.00 | 175.4 | -38.75 | 33.96 | 86.1 | 172 | 181 |
| 14 Nov | 0.00 | 214.15 | 214.15 | 33.83 | 0.2 | 1 | 1 |
| 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 5750 expiring on 16DEC2024
Delta for 5750 PE is -0.35
Historical price for 5750 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 127.8, which was -34.10 lower than the previous day. The implied volatity was 33.57, the open interest changed by 242 which increased total open position to 408
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 161.9, which was 0.10 higher than the previous day. The implied volatity was 32.88, the open interest changed by 9 which increased total open position to 174
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 161.8, which was -13.60 lower than the previous day. The implied volatity was 34.27, the open interest changed by -15 which decreased total open position to 166
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 175.4, which was -38.75 lower than the previous day. The implied volatity was 33.96, the open interest changed by 172 which increased total open position to 181
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 214.15, which was 214.15 higher than the previous day. The implied volatity was 33.83, the open interest changed by 1 which increased total open position to 1
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
