CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 5900 CE | ||||||||||
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Delta: 0.55
Vega: 6.30
Theta: -3.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 191.1 | 0.50 | 26.99 | 1,904.8 | 516 | 2,855 | |||
| 19 Dec | 0.00 | 190.6 | -38.00 | 27.01 | 942 | 950 | 2,420 | |||
| 18 Dec | 0.00 | 228.6 | 30.60 | 26.46 | 499.6 | -636 | 1,490 | |||
| 17 Dec | 0.00 | 198 | -49.50 | 27.51 | 1,084.9 | 2,034 | 2,247 | |||
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| 16 Dec | 0.00 | 247.5 | -8.50 | 28.04 | 96.1 | 208 | 220 | |||
| 13 Dec | 0.00 | 256 | 16.00 | 26.13 | 2.1 | 9 | 12 | |||
| 12 Dec | 0.00 | 240 | 240.00 | 27.53 | 0.7 | 3 | 3 | |||
| 11 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 5900 expiring on 15JAN2025
Delta for 5900 CE is 0.55
Historical price for 5900 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 191.1, which was 0.50 higher than the previous day. The implied volatity was 26.99, the open interest changed by 516 which increased total open position to 2855
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 190.6, which was -38.00 lower than the previous day. The implied volatity was 27.01, the open interest changed by 950 which increased total open position to 2420
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 228.6, which was 30.60 higher than the previous day. The implied volatity was 26.46, the open interest changed by -636 which decreased total open position to 1490
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 198, which was -49.50 lower than the previous day. The implied volatity was 27.51, the open interest changed by 2034 which increased total open position to 2247
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 247.5, which was -8.50 lower than the previous day. The implied volatity was 28.04, the open interest changed by 208 which increased total open position to 220
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 256, which was 16.00 higher than the previous day. The implied volatity was 26.13, the open interest changed by 9 which increased total open position to 12
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 240, which was 240.00 higher than the previous day. The implied volatity was 27.53, the open interest changed by 3 which increased total open position to 3
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 5900 PE | |||||||
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Delta: -0.45
Vega: 6.30
Theta: -3.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 158 | -3.50 | 27.93 | 1,621.6 | 490 | 2,618 |
| 19 Dec | 0.00 | 161.5 | 24.05 | 27.46 | 1,270 | -34 | 2,151 |
| 18 Dec | 0.00 | 137.45 | -38.00 | 27.68 | 728.5 | 789 | 2,334 |
| 17 Dec | 0.00 | 175.45 | 21.40 | 28.33 | 1,161.4 | 986 | 1,591 |
| 16 Dec | 0.00 | 154.05 | -5.95 | 29.47 | 185.2 | 555 | 571 |
| 13 Dec | 0.00 | 160 | 160.00 | 29.99 | 2 | 13 | 13 |
| 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 5900 expiring on 15JAN2025
Delta for 5900 PE is -0.45
Historical price for 5900 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 158, which was -3.50 lower than the previous day. The implied volatity was 27.93, the open interest changed by 490 which increased total open position to 2618
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 161.5, which was 24.05 higher than the previous day. The implied volatity was 27.46, the open interest changed by -34 which decreased total open position to 2151
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 137.45, which was -38.00 lower than the previous day. The implied volatity was 27.68, the open interest changed by 789 which increased total open position to 2334
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 175.45, which was 21.40 higher than the previous day. The implied volatity was 28.33, the open interest changed by 986 which increased total open position to 1591
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 154.05, which was -5.95 lower than the previous day. The implied volatity was 29.47, the open interest changed by 555 which increased total open position to 571
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 160, which was 160.00 higher than the previous day. The implied volatity was 29.99, the open interest changed by 13 which increased total open position to 13
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
