CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
18 Mar 2025 11:29 PM IST
| CRUDEOILM 16APR2025 5850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 6.56
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 18 Mar | 0.00 | 184 | -33 | 30.53 | 1,467 | 271 | 279 | |||
| 17 Mar | 0.00 | 249.95 | 102.95 | 34.53 | 51 | 8 | 8 | |||
| 14 Mar | 0.00 | 170.25 | 0 | 0.00 | 1 | 1 | 0 | |||
| 13 Mar | 0.00 | 170.25 | -13.55 | 27.56 | 1 | 1 | 0 | |||
| 12 Mar | 0.00 | 240 | 0 | 0.00 | 1 | 1 | 0 | |||
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| 11 Mar | 0.00 | 240 | 0 | 0.00 | 1 | 1 | 0 | |||
| 5 Mar | 0.00 | 240 | 38.05 | 36.03 | 1 | 1 | 1 | |||
For Crude Oil Mini - strike price 5850 expiring on 16APR2025
Delta for 5850 CE is 0.49
Historical price for 5850 CE is as follows
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 184, which was -33 lower than the previous day. The implied volatity was 30.53, the open interest changed by 271 which increased total open position to 279
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 249.95, which was 102.95 higher than the previous day. The implied volatity was 34.53, the open interest changed by 8 which increased total open position to 8
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 170.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 170.25, which was -13.55 lower than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 0
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 240, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 240, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 240, which was 38.05 higher than the previous day. The implied volatity was 36.03, the open interest changed by 1 which increased total open position to 1
| CRUDEOILM 16APR2025 5850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 6.57
Theta: -3.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 18 Mar | 0.00 | 222.75 | 4.55 | 31.10 | 3,595 | 90 | 126 |
| 17 Mar | 0.00 | 249.5 | 109.95 | 39.52 | 58 | 35 | 36 |
| 14 Mar | 0.00 | 139.55 | -42.5 | 19.61 | 1 | 1 | 1 |
| 13 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5850 expiring on 16APR2025
Delta for 5850 PE is -0.51
Historical price for 5850 PE is as follows
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 222.75, which was 4.55 higher than the previous day. The implied volatity was 31.10, the open interest changed by 90 which increased total open position to 126
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 249.5, which was 109.95 higher than the previous day. The implied volatity was 39.52, the open interest changed by 35 which increased total open position to 36
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 139.55, which was -42.5 lower than the previous day. The implied volatity was 19.61, the open interest changed by 1 which increased total open position to 1
On 13 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 12 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 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
On 5 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
