CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 5850 CE | ||||||||||
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Delta: 0.60
Vega: 6.17
Theta: -3.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 214.75 | -3.85 | 26.60 | 372.4 | 134 | 190 | |||
| 19 Dec | 0.00 | 218.6 | -26.90 | 27.19 | 13.1 | 30 | 56 | |||
| 18 Dec | 0.00 | 245.5 | 27.95 | 24.36 | 4 | -5 | 26 | |||
| 17 Dec | 0.00 | 217.55 | 217.55 | 26.44 | 15.2 | 31 | 31 | |||
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5850 expiring on 15JAN2025
Delta for 5850 CE is 0.60
Historical price for 5850 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 214.75, which was -3.85 lower than the previous day. The implied volatity was 26.60, the open interest changed by 134 which increased total open position to 190
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 218.6, which was -26.90 lower than the previous day. The implied volatity was 27.19, the open interest changed by 30 which increased total open position to 56
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 245.5, which was 27.95 higher than the previous day. The implied volatity was 24.36, the open interest changed by -5 which decreased total open position to 26
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 217.55, which was 217.55 higher than the previous day. The implied volatity was 26.44, the open interest changed by 31 which increased total open position to 31
On 16 Dec 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 Dec 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 Dec 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 Dec 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 15JAN2025 5850 PE | |||||||
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Delta: -0.41
Vega: 6.18
Theta: -3.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 138.2 | 1.95 | 28.29 | 438.5 | 377 | 525 |
| 19 Dec | 0.00 | 136.25 | 14.30 | 27.14 | 263 | 75 | 148 |
| 18 Dec | 0.00 | 121.95 | -31.35 | 28.46 | 48 | -22 | 74 |
| 17 Dec | 0.00 | 153.3 | 153.30 | 28.54 | 40.7 | 111 | 111 |
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 5850 expiring on 15JAN2025
Delta for 5850 PE is -0.41
Historical price for 5850 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 138.2, which was 1.95 higher than the previous day. The implied volatity was 28.29, the open interest changed by 377 which increased total open position to 525
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 136.25, which was 14.30 higher than the previous day. The implied volatity was 27.14, the open interest changed by 75 which increased total open position to 148
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 121.95, which was -31.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by -22 which decreased total open position to 74
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 153.3, which was 153.30 higher than the previous day. The implied volatity was 28.54, the open interest changed by 111 which increased total open position to 111
On 16 Dec 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 Dec 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 Dec 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 Dec 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
