CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
18 Mar 2025 11:29 PM IST
| CRUDEOILM 16APR2025 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 6.52
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 18 Mar | 0.00 | 162.5 | -24.55 | 30.57 | 17,704 | 1,866 | 2,335 | |||
| 17 Mar | 0.00 | 186 | 6.95 | 28.74 | 4,430 | 458 | 473 | |||
| 14 Mar | 0.00 | 183.7 | 5.95 | 29.58 | 15 | 1 | 15 | |||
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| 13 Mar | 0.00 | 151 | 9.15 | 27.87 | 17 | 10 | 14 | |||
| 12 Mar | 0.00 | 199 | 95.85 | 26.72 | 3 | 4 | 4 | |||
| 11 Mar | 0.00 | 175 | 0 | 0.00 | 1 | 1 | 0 | |||
| 6 Mar | 0.00 | 175 | 65.2 | 29.27 | 1 | 1 | 1 | |||
| 5 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil Mini - strike price 5900 expiring on 16APR2025
Delta for 5900 CE is 0.45
Historical price for 5900 CE is as follows
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 162.5, which was -24.55 lower than the previous day. The implied volatity was 30.57, the open interest changed by 1866 which increased total open position to 2335
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 186, which was 6.95 higher than the previous day. The implied volatity was 28.74, the open interest changed by 458 which increased total open position to 473
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 183.7, which was 5.95 higher than the previous day. The implied volatity was 29.58, the open interest changed by 1 which increased total open position to 15
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 151, which was 9.15 higher than the previous day. The implied volatity was 27.87, the open interest changed by 10 which increased total open position to 14
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 199, which was 95.85 higher than the previous day. The implied volatity was 26.72, the open interest changed by 4 which increased total open position to 4
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 175, 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 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 175, which was 65.2 higher than the previous day. The implied volatity was 29.27, the open interest changed by 1 which increased total open position to 1
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
| CRUDEOILM 16APR2025 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 6.52
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 18 Mar | 0.00 | 249.55 | 35.65 | 30.89 | 13,135 | 309 | 583 |
| 17 Mar | 0.00 | 208 | -52 | 29.48 | 3,224 | 281 | 282 |
| 14 Mar | 0.00 | 260 | 29.15 | 32.89 | 1 | 0 | 1 |
| 13 Mar | 0.00 | 157.25 | 6.2 | 13.50 | 2 | 1 | 1 |
| 12 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 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 5900 expiring on 16APR2025
Delta for 5900 PE is -0.55
Historical price for 5900 PE is as follows
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 249.55, which was 35.65 higher than the previous day. The implied volatity was 30.89, the open interest changed by 309 which increased total open position to 583
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 208, which was -52 lower than the previous day. The implied volatity was 29.48, the open interest changed by 281 which increased total open position to 282
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 260, which was 29.15 higher than the previous day. The implied volatity was 32.89, the open interest changed by 0 which decreased total open position to 1
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 157.25, which was 6.2 higher than the previous day. The implied volatity was 13.50, the open interest changed by 1 which increased total open position to 1
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 6 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
