CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 5950 CE | ||||||||||
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Delta: 0.50
Vega: 6.35
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 165.9 | 1.40 | 26.95 | 386.6 | 44 | 653 | |||
| 19 Dec | 0.00 | 164.5 | -37.20 | 26.78 | 750.3 | 411 | 678 | |||
| 18 Dec | 0.00 | 201.7 | 28.30 | 26.57 | 280.1 | -113 | 281 | |||
| 17 Dec | 0.00 | 173.4 | -6.65 | 27.47 | 276.7 | 386 | 422 | |||
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| 16 Dec | 0.00 | 180.05 | 180.05 | 22.16 | 13.3 | 39 | 39 | |||
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 5950 expiring on 15JAN2025
Delta for 5950 CE is 0.50
Historical price for 5950 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 165.9, which was 1.40 higher than the previous day. The implied volatity was 26.95, the open interest changed by 44 which increased total open position to 653
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 164.5, which was -37.20 lower than the previous day. The implied volatity was 26.78, the open interest changed by 411 which increased total open position to 678
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 201.7, which was 28.30 higher than the previous day. The implied volatity was 26.57, the open interest changed by -113 which decreased total open position to 281
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 173.4, which was -6.65 lower than the previous day. The implied volatity was 27.47, the open interest changed by 386 which increased total open position to 422
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 180.05, which was 180.05 higher than the previous day. The implied volatity was 22.16, the open interest changed by 39 which increased total open position to 39
On 13 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 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
| CRUDEOILM 15JAN2025 5950 PE | |||||||
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Delta: -0.50
Vega: 6.35
Theta: -3.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 180.2 | -4.60 | 27.31 | 275.1 | -55 | 391 |
| 19 Dec | 0.00 | 184.8 | 23.70 | 27.13 | 711.4 | 19 | 464 |
| 18 Dec | 0.00 | 161.1 | -37.45 | 27.84 | 207.9 | 324 | 524 |
| 17 Dec | 0.00 | 198.55 | 21.90 | 27.94 | 325.1 | 166 | 208 |
| 16 Dec | 0.00 | 176.65 | -51.00 | 29.45 | 21.6 | 42 | 42 |
| 13 Dec | 0.00 | 227.65 | 0.00 | 0.00 | 0.2 | 1 | 0 |
| 12 Dec | 0.00 | 227.65 | 227.65 | 33.01 | 0.2 | 1 | 1 |
| 11 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 5950 expiring on 15JAN2025
Delta for 5950 PE is -0.50
Historical price for 5950 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 180.2, which was -4.60 lower than the previous day. The implied volatity was 27.31, the open interest changed by -55 which decreased total open position to 391
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 184.8, which was 23.70 higher than the previous day. The implied volatity was 27.13, the open interest changed by 19 which increased total open position to 464
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 161.1, which was -37.45 lower than the previous day. The implied volatity was 27.84, the open interest changed by 324 which increased total open position to 524
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 198.55, which was 21.90 higher than the previous day. The implied volatity was 27.94, the open interest changed by 166 which increased total open position to 208
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 176.65, which was -51.00 lower than the previous day. The implied volatity was 29.45, the open interest changed by 42 which increased total open position to 42
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 227.65, which was 0.00 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 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 227.65, which was 227.65 higher than the previous day. The implied volatity was 33.01, the open interest changed by 1 which increased total open position to 1
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
