CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 5.96
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 0.00 | 248.25 | -0.40 | 27.26 | 501.7 | 197 | 486 | |||
| 19 Dec | 0.00 | 248.65 | -38.40 | 27.34 | 77.5 | 83 | 299 | |||
| 18 Dec | 0.00 | 287.05 | 27.75 | 25.86 | 80.8 | -29 | 222 | |||
| 17 Dec | 0.00 | 259.3 | -53.85 | 28.46 | 49.2 | 98 | 252 | |||
| 16 Dec | 0.00 | 313.15 | 112.90 | 28.80 | 29.9 | 153 | 153 | |||
| 13 Dec | 0.00 | 200.25 | 0.00 | 0.00 | 0.3 | 2 | 0 | |||
| 12 Dec | 0.00 | 200.25 | -88.50 | 11.78 | 0.3 | 2 | 6 | |||
| 11 Dec | 0.00 | 288.75 | 84.80 | 30.11 | 0.5 | 2 | 4 | |||
| 10 Dec | 0.00 | 203.95 | -21.50 | 24.44 | 0.3 | 0 | 2 | |||
| 9 Dec | 0.00 | 225.45 | 28.51 | 0.4 | 2 | 2 | ||||
For Crude Oil Mini - strike price 5800 expiring on 15JAN2025
Delta for 5800 CE is 0.64
Historical price for 5800 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 248.25, which was -0.40 lower than the previous day. The implied volatity was 27.26, the open interest changed by 197 which increased total open position to 486
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 248.65, which was -38.40 lower than the previous day. The implied volatity was 27.34, the open interest changed by 83 which increased total open position to 299
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 287.05, which was 27.75 higher than the previous day. The implied volatity was 25.86, the open interest changed by -29 which decreased total open position to 222
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 259.3, which was -53.85 lower than the previous day. The implied volatity was 28.46, the open interest changed by 98 which increased total open position to 252
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 313.15, which was 112.90 higher than the previous day. The implied volatity was 28.80, the open interest changed by 153 which increased total open position to 153
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 200.25, 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 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 200.25, which was -88.50 lower than the previous day. The implied volatity was 11.78, the open interest changed by 2 which increased total open position to 6
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 288.75, which was 84.80 higher than the previous day. The implied volatity was 30.11, the open interest changed by 2 which increased total open position to 4
On 10 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 203.95, which was -21.50 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 2
On 9 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 225.45, which was lower than the previous day. The implied volatity was 28.51, the open interest changed by 2 which increased total open position to 2
| CRUDEOILM 15JAN2025 5800 PE | |||||||
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Delta: -0.36
Vega: 5.97
Theta: -3.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 116.05 | -5.85 | 28.19 | 1,030.1 | 230 | 1,405 |
| 19 Dec | 0.00 | 121.9 | 20.90 | 28.20 | 622.2 | -147 | 1,197 |
| 18 Dec | 0.00 | 101 | -30.00 | 28.05 | 271.1 | 500 | 1,404 |
| 17 Dec | 0.00 | 131 | 12.30 | 28.42 | 530.1 | -33 | 937 |
| 16 Dec | 0.00 | 118.7 | -16.30 | 30.17 | 215.1 | 621 | 960 |
| 13 Dec | 0.00 | 135 | -24.50 | 32.16 | 15.3 | 110 | 335 |
| 12 Dec | 0.00 | 159.5 | -10.30 | 32.98 | 8.5 | 41 | 224 |
| 11 Dec | 0.00 | 169.8 | -40.20 | 31.39 | 21.6 | 172 | 183 |
| 10 Dec | 0.00 | 210 | 0.00 | 31.87 | 1 | 10 | 11 |
| 9 Dec | 0.00 | 210 | 30.21 | 0.1 | 1 | 1 | |
For Crude Oil Mini - strike price 5800 expiring on 15JAN2025
Delta for 5800 PE is -0.36
Historical price for 5800 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 116.05, which was -5.85 lower than the previous day. The implied volatity was 28.19, the open interest changed by 230 which increased total open position to 1405
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 121.9, which was 20.90 higher than the previous day. The implied volatity was 28.20, the open interest changed by -147 which decreased total open position to 1197
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 101, which was -30.00 lower than the previous day. The implied volatity was 28.05, the open interest changed by 500 which increased total open position to 1404
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 131, which was 12.30 higher than the previous day. The implied volatity was 28.42, the open interest changed by -33 which decreased total open position to 937
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 118.7, which was -16.30 lower than the previous day. The implied volatity was 30.17, the open interest changed by 621 which increased total open position to 960
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 135, which was -24.50 lower than the previous day. The implied volatity was 32.16, the open interest changed by 110 which increased total open position to 335
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 159.5, which was -10.30 lower than the previous day. The implied volatity was 32.98, the open interest changed by 41 which increased total open position to 224
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 169.8, which was -40.20 lower than the previous day. The implied volatity was 31.39, the open interest changed by 172 which increased total open position to 183
On 10 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 10 which increased total open position to 11
On 9 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 210, which was lower than the previous day. The implied volatity was 30.21, the open interest changed by 1 which increased total open position to 1
