CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
14 Mar 2025 11:29 PM IST
| CRUDEOILM 17MAR2025 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 2.00
Theta: -5.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Mar | 0.00 | 60.95 | 5.9 | 17.17 | 35,486 | -238 | 2,192 | |||
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| 13 Mar | 0.00 | 52.9 | -83 | 22.96 | 32,925 | 1,265 | 2,463 | |||
| 12 Mar | 0.00 | 131 | 44.05 | 24.05 | 45,439 | -2,173 | 1,216 | |||
| 11 Mar | 0.00 | 84.1 | -11.75 | 29.10 | 48,518 | 128 | 3,409 | |||
| 10 Mar | 0.00 | 95 | -49.45 | 31.87 | 33,873 | 1,872 | 3,281 | |||
| 7 Mar | 0.00 | 143.75 | 24.3 | 29.61 | 35,342 | -1,209 | 1,574 | |||
| 6 Mar | 0.00 | 118.25 | 0.85 | 31.69 | 47,615 | 1,505 | 3,626 | |||
| 5 Mar | 0.00 | 120 | -116.85 | 32.37 | 16,919 | 2,619 | 2,687 | |||
| 4 Mar | 0.00 | 232.4 | 7.3 | 32.53 | 1,083 | 121 | 121 | |||
| 3 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil Mini - strike price 5800 expiring on 17MAR2025
Delta for 5800 CE is 0.67
Historical price for 5800 CE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 60.95, which was 5.9 higher than the previous day. The implied volatity was 17.17, the open interest changed by -238 which decreased total open position to 2192
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 52.9, which was -83 lower than the previous day. The implied volatity was 22.96, the open interest changed by 1265 which increased total open position to 2463
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 131, which was 44.05 higher than the previous day. The implied volatity was 24.05, the open interest changed by -2173 which decreased total open position to 1216
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 84.1, which was -11.75 lower than the previous day. The implied volatity was 29.10, the open interest changed by 128 which increased total open position to 3409
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 95, which was -49.45 lower than the previous day. The implied volatity was 31.87, the open interest changed by 1872 which increased total open position to 3281
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 143.75, which was 24.3 higher than the previous day. The implied volatity was 29.61, the open interest changed by -1209 which decreased total open position to 1574
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 118.25, which was 0.85 higher than the previous day. The implied volatity was 31.69, the open interest changed by 1505 which increased total open position to 3626
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 120, which was -116.85 lower than the previous day. The implied volatity was 32.37, the open interest changed by 2619 which increased total open position to 2687
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 232.4, which was 7.3 higher than the previous day. The implied volatity was 32.53, the open interest changed by 121 which increased total open position to 121
On 3 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
On 28 Feb 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
On 27 Feb 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
On 26 Feb 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
On 25 Feb 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
On 24 Feb 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
On 21 Feb 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
On 20 Feb 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
On 19 Feb 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
On 18 Feb 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
| CRUDEOILM 17MAR2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 2.04
Theta: -6.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Mar | 0.00 | 25 | -37.7 | 19.17 | 39,772 | 1,151 | 3,846 |
| 13 Mar | 0.00 | 64.3 | 29.9 | 23.93 | 58,225 | -1,868 | 2,704 |
| 12 Mar | 0.00 | 33 | -64.1 | 26.17 | 43,701 | 2,472 | 4,645 |
| 11 Mar | 0.00 | 95 | -20.7 | 30.06 | 47,400 | -249 | 2,181 |
| 10 Mar | 0.00 | 117 | 27.75 | 33.10 | 44,962 | 133 | 2,496 |
| 7 Mar | 0.00 | 92.25 | -45.25 | 30.00 | 51,215 | 1,604 | 2,880 |
| 6 Mar | 0.00 | 138 | -24.15 | 31.38 | 60,299 | 1,207 | 1,676 |
| 5 Mar | 0.00 | 155.2 | 75.15 | 32.42 | 21,030 | 89 | 641 |
| 4 Mar | 0.00 | 83.7 | 8.6 | 32.85 | 15,418 | 445 | 733 |
| 3 Mar | 0.00 | 50.7 | -0.7 | 32.31 | 4,026 | 53 | 405 |
| 28 Feb | 0.00 | 51.25 | 1 | 31.78 | 1,936 | -62 | 382 |
| 27 Feb | 0.00 | 52.3 | -30 | 31.64 | 2,284 | 165 | 497 |
| 26 Feb | 0.00 | 79.85 | -11.45 | 30.67 | 1,668 | 166 | 383 |
| 25 Feb | 0.00 | 90.8 | 36.9 | 32.33 | 2,149 | -92 | 205 |
| 24 Feb | 0.00 | 54.85 | -1.7 | 30.71 | 1,144 | 255 | 335 |
| 21 Feb | 0.00 | 49.75 | 18.15 | 28.54 | 761 | -90 | 73 |
| 20 Feb | 0.00 | 32.45 | -3.85 | 29.54 | 297 | 121 | 176 |
| 19 Feb | 0.00 | 35.6 | -11.7 | 29.22 | 361 | 24 | 62 |
| 18 Feb | 0.00 | 48 | 39.25 | 29.05 | 127 | 33 | 33 |
For Crude Oil Mini - strike price 5800 expiring on 17MAR2025
Delta for 5800 PE is -0.35
Historical price for 5800 PE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 25, which was -37.7 lower than the previous day. The implied volatity was 19.17, the open interest changed by 1151 which increased total open position to 3846
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 64.3, which was 29.9 higher than the previous day. The implied volatity was 23.93, the open interest changed by -1868 which decreased total open position to 2704
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 33, which was -64.1 lower than the previous day. The implied volatity was 26.17, the open interest changed by 2472 which increased total open position to 4645
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 95, which was -20.7 lower than the previous day. The implied volatity was 30.06, the open interest changed by -249 which decreased total open position to 2181
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 117, which was 27.75 higher than the previous day. The implied volatity was 33.10, the open interest changed by 133 which increased total open position to 2496
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 92.25, which was -45.25 lower than the previous day. The implied volatity was 30.00, the open interest changed by 1604 which increased total open position to 2880
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 138, which was -24.15 lower than the previous day. The implied volatity was 31.38, the open interest changed by 1207 which increased total open position to 1676
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 155.2, which was 75.15 higher than the previous day. The implied volatity was 32.42, the open interest changed by 89 which increased total open position to 641
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 83.7, which was 8.6 higher than the previous day. The implied volatity was 32.85, the open interest changed by 445 which increased total open position to 733
On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 50.7, which was -0.7 lower than the previous day. The implied volatity was 32.31, the open interest changed by 53 which increased total open position to 405
On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 51.25, which was 1 higher than the previous day. The implied volatity was 31.78, the open interest changed by -62 which decreased total open position to 382
On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 52.3, which was -30 lower than the previous day. The implied volatity was 31.64, the open interest changed by 165 which increased total open position to 497
On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 79.85, which was -11.45 lower than the previous day. The implied volatity was 30.67, the open interest changed by 166 which increased total open position to 383
On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 90.8, which was 36.9 higher than the previous day. The implied volatity was 32.33, the open interest changed by -92 which decreased total open position to 205
On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 54.85, which was -1.7 lower than the previous day. The implied volatity was 30.71, the open interest changed by 255 which increased total open position to 335
On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 49.75, which was 18.15 higher than the previous day. The implied volatity was 28.54, the open interest changed by -90 which decreased total open position to 73
On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 32.45, which was -3.85 lower than the previous day. The implied volatity was 29.54, the open interest changed by 121 which increased total open position to 176
On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 35.6, which was -11.7 lower than the previous day. The implied volatity was 29.22, the open interest changed by 24 which increased total open position to 62
On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 48, which was 39.25 higher than the previous day. The implied volatity was 29.05, the open interest changed by 33 which increased total open position to 33
