CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Mar 2025 11:29 PM IST
| CRUDEOILM 16APR2025 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 6.44
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 0.00 | 201 | -6.65 | 30.10 | 17,867 | 486 | 1,460 | |||
| 18 Mar | 0.00 | 208.5 | -31.15 | 30.64 | 4,345 | 653 | 976 | |||
| 17 Mar | 0.00 | 240 | -1.95 | 29.18 | 1,390 | 262 | 323 | |||
| 14 Mar | 0.00 | 225 | -24.35 | 28.62 | 59 | 49 | 61 | |||
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| 13 Mar | 0.00 | 207 | -45.65 | 29.51 | 10 | 8 | 12 | |||
| 12 Mar | 0.00 | 260 | 6.65 | 28.01 | 5 | 1 | 4 | |||
| 11 Mar | 0.00 | 240 | 92.95 | 33.43 | 3 | 3 | 3 | |||
For Crude Oil Mini - strike price 5800 expiring on 16APR2025
Delta for 5800 CE is 0.53
Historical price for 5800 CE is as follows
On 19 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 201, which was -6.65 lower than the previous day. The implied volatity was 30.10, the open interest changed by 486 which increased total open position to 1460
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 208.5, which was -31.15 lower than the previous day. The implied volatity was 30.64, the open interest changed by 653 which increased total open position to 976
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 240, which was -1.95 lower than the previous day. The implied volatity was 29.18, the open interest changed by 262 which increased total open position to 323
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 225, which was -24.35 lower than the previous day. The implied volatity was 28.62, the open interest changed by 49 which increased total open position to 61
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 207, which was -45.65 lower than the previous day. The implied volatity was 29.51, the open interest changed by 8 which increased total open position to 12
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 260, which was 6.65 higher than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 4
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 240, which was 92.95 higher than the previous day. The implied volatity was 33.43, the open interest changed by 3 which increased total open position to 3
| CRUDEOILM 16APR2025 5800 PE | |||||||
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Delta: -0.47
Vega: 6.44
Theta: -3.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 0.00 | 189.05 | -12.25 | 30.42 | 12,044 | 657 | 1,103 |
| 18 Mar | 0.00 | 198.05 | 28.1 | 31.34 | 9,081 | -62 | 437 |
| 17 Mar | 0.00 | 164.95 | -64.85 | 30.38 | 2,245 | 502 | 506 |
| 14 Mar | 0.00 | 180 | 24.85 | 28.91 | 8 | 4 | 4 |
| 13 Mar | 0.00 | 150.05 | -5 | 0.00 | 4 | 2 | 0 |
| 12 Mar | 0.00 | 150.05 | -1.6 | 27.43 | 4 | 2 | 2 |
| 11 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5800 expiring on 16APR2025
Delta for 5800 PE is -0.47
Historical price for 5800 PE is as follows
On 19 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 189.05, which was -12.25 lower than the previous day. The implied volatity was 30.42, the open interest changed by 657 which increased total open position to 1103
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 198.05, which was 28.1 higher than the previous day. The implied volatity was 31.34, the open interest changed by -62 which decreased total open position to 437
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 164.95, which was -64.85 lower than the previous day. The implied volatity was 30.38, the open interest changed by 502 which increased total open position to 506
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 180, which was 24.85 higher than the previous day. The implied volatity was 28.91, the open interest changed by 4 which increased total open position to 4
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 150.05, which was -5 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 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 150.05, which was -1.6 lower than the previous day. The implied volatity was 27.43, the open interest changed by 2 which increased total open position to 2
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
