CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 6000 CE | ||||||||||
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Delta: 0.46
Vega: 6.32
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 139.95 | -0.40 | 26.42 | 1,235.5 | -38 | 4,182 | |||
| 19 Dec | 0.00 | 140.35 | -34.75 | 26.49 | 2,507 | 1,777 | 4,445 | |||
| 18 Dec | 0.00 | 175.1 | 24.70 | 26.38 | 2,300 | -1,033 | 2,746 | |||
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| 17 Dec | 0.00 | 150.4 | -44.95 | 27.35 | 1,575 | 2,744 | 3,945 | |||
| 16 Dec | 0.00 | 195.35 | -29.65 | 28.13 | 679.6 | 1,235 | 1,274 | |||
| 13 Dec | 0.00 | 225 | 225.00 | 29.63 | 6.7 | 39 | 39 | |||
| 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 6000 expiring on 15JAN2025
Delta for 6000 CE is 0.46
Historical price for 6000 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 139.95, which was -0.40 lower than the previous day. The implied volatity was 26.42, the open interest changed by -38 which decreased total open position to 4182
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 140.35, which was -34.75 lower than the previous day. The implied volatity was 26.49, the open interest changed by 1777 which increased total open position to 4445
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 175.1, which was 24.70 higher than the previous day. The implied volatity was 26.38, the open interest changed by -1033 which decreased total open position to 2746
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 150.4, which was -44.95 lower than the previous day. The implied volatity was 27.35, the open interest changed by 2744 which increased total open position to 3945
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 195.35, which was -29.65 lower than the previous day. The implied volatity was 28.13, the open interest changed by 1235 which increased total open position to 1274
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 225, which was 225.00 higher than the previous day. The implied volatity was 29.63, the open interest changed by 39 which increased total open position to 39
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 6000 PE | |||||||
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Delta: -0.54
Vega: 6.31
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 206.15 | -2.55 | 27.08 | 438.2 | -234 | 1,594 |
| 19 Dec | 0.00 | 208.7 | 26.75 | 26.55 | 2,218.4 | -1,133 | 1,907 |
| 18 Dec | 0.00 | 181.95 | -44.45 | 27.26 | 1,497.4 | 1,822 | 3,207 |
| 17 Dec | 0.00 | 226.4 | 24.40 | 27.95 | 1,110.5 | -258 | 1,430 |
| 16 Dec | 0.00 | 202 | -12.45 | 29.54 | 707.1 | 1,679 | 1,775 |
| 13 Dec | 0.00 | 214.45 | 214.45 | 31.08 | 14.7 | 94 | 94 |
| 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 6000 expiring on 15JAN2025
Delta for 6000 PE is -0.54
Historical price for 6000 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 206.15, which was -2.55 lower than the previous day. The implied volatity was 27.08, the open interest changed by -234 which decreased total open position to 1594
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 208.7, which was 26.75 higher than the previous day. The implied volatity was 26.55, the open interest changed by -1133 which decreased total open position to 1907
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 181.95, which was -44.45 lower than the previous day. The implied volatity was 27.26, the open interest changed by 1822 which increased total open position to 3207
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 226.4, which was 24.40 higher than the previous day. The implied volatity was 27.95, the open interest changed by -258 which decreased total open position to 1430
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 202, which was -12.45 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1679 which increased total open position to 1775
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 214.45, which was 214.45 higher than the previous day. The implied volatity was 31.08, the open interest changed by 94 which increased total open position to 94
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
