CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 11:40 PM IST
| CRUDEOILM 16DEC2024 5900 CE | ||||||||||
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Delta: 0.52
Vega: 6.19
Theta: -3.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 196.4 | 25.70 | 31.23 | 2,556.4 | -461 | 2,506 | |||
| 20 Nov | 0.00 | 170.7 | -21.25 | 31.74 | 2,321.3 | 2,082 | 3,133 | |||
| 19 Nov | 0.00 | 191.95 | 10.60 | 32.14 | 1,297.2 | 606 | 1,140 | |||
| 18 Nov | 0.00 | 181.35 | 0.75 | 32.10 | 661.5 | 248 | 678 | |||
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| 14 Nov | 0.00 | 180.6 | -9.35 | 33.74 | 32.5 | 59 | 74 | |||
| 13 Nov | 0.00 | 189.95 | 189.95 | 33.15 | 1.7 | 15 | 15 | |||
| 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 5900 expiring on 16DEC2024
Delta for 5900 CE is 0.52
Historical price for 5900 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 196.4, which was 25.70 higher than the previous day. The implied volatity was 31.23, the open interest changed by -461 which decreased total open position to 2506
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 170.7, which was -21.25 lower than the previous day. The implied volatity was 31.74, the open interest changed by 2082 which increased total open position to 3133
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 191.95, which was 10.60 higher than the previous day. The implied volatity was 32.14, the open interest changed by 606 which increased total open position to 1140
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 181.35, which was 0.75 higher than the previous day. The implied volatity was 32.10, the open interest changed by 248 which increased total open position to 678
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 180.6, which was -9.35 lower than the previous day. The implied volatity was 33.74, the open interest changed by 59 which increased total open position to 74
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 189.95, which was 189.95 higher than the previous day. The implied volatity was 33.15, the open interest changed by 15 which increased total open position to 15
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 5900 PE | |||||||
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Delta: -0.48
Vega: 6.19
Theta: -3.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 197.3 | -44.50 | 32.35 | 1,915.1 | 1,523 | 2,374 |
| 20 Nov | 0.00 | 241.8 | 6.35 | 33.53 | 4,807.4 | 1,094 | 1,337 |
| 19 Nov | 0.00 | 235.45 | -7.80 | 34.41 | 506.5 | 120 | 301 |
| 18 Nov | 0.00 | 243.25 | -55.80 | 32.70 | 61.4 | 84 | 209 |
| 14 Nov | 0.00 | 299.05 | 299.05 | 34.25 | 7.4 | 17 | 17 |
| 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 5900 expiring on 16DEC2024
Delta for 5900 PE is -0.48
Historical price for 5900 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 197.3, which was -44.50 lower than the previous day. The implied volatity was 32.35, the open interest changed by 1523 which increased total open position to 2374
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 241.8, which was 6.35 higher than the previous day. The implied volatity was 33.53, the open interest changed by 1094 which increased total open position to 1337
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 235.45, which was -7.80 lower than the previous day. The implied volatity was 34.41, the open interest changed by 120 which increased total open position to 301
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 243.25, which was -55.80 lower than the previous day. The implied volatity was 32.70, the open interest changed by 84 which increased total open position to 209
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 299.05, which was 299.05 higher than the previous day. The implied volatity was 34.25, the open interest changed by 17 which increased total open position to 17
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
