CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 05:30 PM IST
| CRUDEOILM 16DEC2024 5800 CE | ||||||||||
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Delta: 0.64
Vega: 5.90
Theta: -3.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 283.05 | 66.05 | 31.72 | 673.2 | -1,024 | 2,275 | |||
| 20 Nov | 0.00 | 217 | -22.20 | 31.55 | 1,088.2 | 851 | 3,283 | |||
| 19 Nov | 0.00 | 239.2 | 11.20 | 31.73 | 2,335.5 | 917 | 2,580 | |||
| 18 Nov | 0.00 | 228 | 11.10 | 31.95 | 1,834.6 | -815 | 1,794 | |||
| 14 Nov | 0.00 | 216.9 | -25.10 | 32.67 | 161.2 | 258 | 568 | |||
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| 13 Nov | 0.00 | 242 | -16.50 | 34.15 | 63.3 | 282 | 311 | |||
| 12 Nov | 0.00 | 258.5 | -16.55 | 37.23 | 4 | 22 | 29 | |||
| 11 Nov | 0.00 | 275.05 | 39.29 | 0.7 | 7 | 7 | ||||
For Crude Oil Mini - strike price 5800 expiring on 16DEC2024
Delta for 5800 CE is 0.64
Historical price for 5800 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 283.05, which was 66.05 higher than the previous day. The implied volatity was 31.72, the open interest changed by -1024 which decreased total open position to 2275
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 217, which was -22.20 lower than the previous day. The implied volatity was 31.55, the open interest changed by 851 which increased total open position to 3283
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 239.2, which was 11.20 higher than the previous day. The implied volatity was 31.73, the open interest changed by 917 which increased total open position to 2580
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 228, which was 11.10 higher than the previous day. The implied volatity was 31.95, the open interest changed by -815 which decreased total open position to 1794
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 216.9, which was -25.10 lower than the previous day. The implied volatity was 32.67, the open interest changed by 258 which increased total open position to 568
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 242, which was -16.50 lower than the previous day. The implied volatity was 34.15, the open interest changed by 282 which increased total open position to 311
On 12 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 258.5, which was -16.55 lower than the previous day. The implied volatity was 37.23, the open interest changed by 22 which increased total open position to 29
On 11 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 275.05, which was lower than the previous day. The implied volatity was 39.29, the open interest changed by 7 which increased total open position to 7
| CRUDEOILM 16DEC2024 5800 PE | |||||||
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Delta: -0.37
Vega: 5.93
Theta: -3.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 143.25 | -44.00 | 34.12 | 478.4 | 1,387 | 2,720 |
| 20 Nov | 0.00 | 187.25 | 5.35 | 33.20 | 1,317.5 | -78 | 1,514 |
| 19 Nov | 0.00 | 181.9 | -17.40 | 33.90 | 2,220.7 | 95 | 1,790 |
| 18 Nov | 0.00 | 199.3 | -42.00 | 34.02 | 960.3 | 1,135 | 1,736 |
| 14 Nov | 0.00 | 241.3 | -15.00 | 34.04 | 40.2 | 79 | 107 |
| 13 Nov | 0.00 | 256.3 | 256.30 | 37.20 | 4.8 | 28 | 28 |
| 12 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 5800 expiring on 16DEC2024
Delta for 5800 PE is -0.37
Historical price for 5800 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 143.25, which was -44.00 lower than the previous day. The implied volatity was 34.12, the open interest changed by 1387 which increased total open position to 2720
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 187.25, which was 5.35 higher than the previous day. The implied volatity was 33.20, the open interest changed by -78 which decreased total open position to 1514
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 181.9, which was -17.40 lower than the previous day. The implied volatity was 33.90, the open interest changed by 95 which increased total open position to 1790
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 199.3, which was -42.00 lower than the previous day. The implied volatity was 34.02, the open interest changed by 1135 which increased total open position to 1736
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 241.3, which was -15.00 lower than the previous day. The implied volatity was 34.04, the open interest changed by 79 which increased total open position to 107
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 256.3, which was 256.30 higher than the previous day. The implied volatity was 37.20, the open interest changed by 28 which increased total open position to 28
On 12 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 11 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
