CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 06:30 PM IST
| CRUDEOILM 16DEC2024 5950 CE | ||||||||||
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Delta: 0.50
Vega: 6.25
Theta: -4.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 196 | 41.70 | 32.66 | 223.1 | 161 | 444 | |||
| 20 Nov | 0.00 | 154.3 | -12.25 | 32.46 | 220.7 | 178 | 294 | |||
| 19 Nov | 0.00 | 166.55 | 9.00 | 31.62 | 130.9 | 27 | 114 | |||
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| 18 Nov | 0.00 | 157.55 | 157.55 | 31.66 | 26.4 | 75 | 88 | |||
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 5950 expiring on 16DEC2024
Delta for 5950 CE is 0.50
Historical price for 5950 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 196, which was 41.70 higher than the previous day. The implied volatity was 32.66, the open interest changed by 161 which increased total open position to 444
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 154.3, which was -12.25 lower than the previous day. The implied volatity was 32.46, the open interest changed by 178 which increased total open position to 294
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 166.55, which was 9.00 higher than the previous day. The implied volatity was 31.62, the open interest changed by 27 which increased total open position to 114
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 157.55, which was 157.55 higher than the previous day. The implied volatity was 31.66, the open interest changed by 75 which increased total open position to 88
On 14 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 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 5950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 6.25
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 219.45 | -44.40 | 33.69 | 50.3 | 181 | 203 |
| 20 Nov | 0.00 | 263.85 | 2.40 | 32.39 | 21 | 8 | 22 |
| 19 Nov | 0.00 | 261.45 | 79.90 | 34.12 | 8 | 13 | 14 |
| 18 Nov | 0.00 | 181.55 | 181.55 | 18.33 | 0.3 | 1 | 1 |
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 5950 expiring on 16DEC2024
Delta for 5950 PE is -0.50
Historical price for 5950 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 219.45, which was -44.40 lower than the previous day. The implied volatity was 33.69, the open interest changed by 181 which increased total open position to 203
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 263.85, which was 2.40 higher than the previous day. The implied volatity was 32.39, the open interest changed by 8 which increased total open position to 22
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 261.45, which was 79.90 higher than the previous day. The implied volatity was 34.12, the open interest changed by 13 which increased total open position to 14
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 181.55, which was 181.55 higher than the previous day. The implied volatity was 18.33, the open interest changed by 1 which increased total open position to 1
On 14 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 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
