CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 06:40 PM IST
| CRUDEOILM 16DEC2024 5850 CE | ||||||||||
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Delta: 0.59
Vega: 6.11
Theta: -3.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 251 | 53.60 | 32.67 | 265.4 | -301 | 426 | |||
| 20 Nov | 0.00 | 197.4 | -15.90 | 32.37 | 493.4 | 332 | 709 | |||
| 19 Nov | 0.00 | 213.3 | 6.00 | 31.73 | 458.4 | 268 | 408 | |||
| 18 Nov | 0.00 | 207.3 | -1.30 | 32.58 | 100.7 | 105 | 131 | |||
| 14 Nov | 0.00 | 208.6 | 208.60 | 34.77 | 2.3 | 9 | 9 | |||
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 5850 expiring on 16DEC2024
Delta for 5850 CE is 0.59
Historical price for 5850 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 251, which was 53.60 higher than the previous day. The implied volatity was 32.67, the open interest changed by -301 which decreased total open position to 426
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 197.4, which was -15.90 lower than the previous day. The implied volatity was 32.37, the open interest changed by 332 which increased total open position to 709
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 213.3, which was 6.00 higher than the previous day. The implied volatity was 31.73, the open interest changed by 268 which increased total open position to 408
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 207.3, which was -1.30 lower than the previous day. The implied volatity was 32.58, the open interest changed by 105 which increased total open position to 131
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 208.6, which was 208.60 higher than the previous day. The implied volatity was 34.77, the open interest changed by 9 which increased total open position to 9
On 13 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 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
| CRUDEOILM 16DEC2024 5850 PE | |||||||
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Delta: -0.42
Vega: 6.12
Theta: -4.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 171.55 | -40.45 | 34.40 | 120.1 | 253 | 518 |
| 20 Nov | 0.00 | 212 | 6.45 | 33.11 | 276.8 | 101 | 278 |
| 19 Nov | 0.00 | 205.55 | -20.00 | 33.81 | 208.6 | 131 | 178 |
| 18 Nov | 0.00 | 225.55 | -20.60 | 34.16 | 17.3 | 47 | 47 |
| 14 Nov | 0.00 | 246.15 | 246.15 | 30.83 | 1 | 1 | 1 |
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 5850 expiring on 16DEC2024
Delta for 5850 PE is -0.42
Historical price for 5850 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 171.55, which was -40.45 lower than the previous day. The implied volatity was 34.40, the open interest changed by 253 which increased total open position to 518
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 212, which was 6.45 higher than the previous day. The implied volatity was 33.11, the open interest changed by 101 which increased total open position to 278
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 205.55, which was -20.00 lower than the previous day. The implied volatity was 33.81, the open interest changed by 131 which increased total open position to 178
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 225.55, which was -20.60 lower than the previous day. The implied volatity was 34.16, the open interest changed by 47 which increased total open position to 47
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 246.15, which was 246.15 higher than the previous day. The implied volatity was 30.83, the open interest changed by 1 which increased total open position to 1
On 13 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 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
