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Related Pages for CRUDEOILM
[--[65.84.65.76]--]
CRUDEOILM
Crude Oil Mini
5795 -71.00 (-1.21%)

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Historical option data for CRUDEOILM

18 Mar 2025 11:29 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CRUDEOILM 16APR2025 6000 CE
Delta: 0.37
Vega: 6.24
Theta: -3.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Mar 0.00 124 -18.5 30.48 11,647 686 1,420
17 Mar 0.00 142.55 3.25 28.60 2,625 504 735
14 Mar 0.00 136.8 6 28.65 228 79 231
13 Mar 0.00 144.75 -28.7 32.35 211 104 152
12 Mar 0.00 189.85 28.65 31.64 24 16 48
11 Mar 0.00 155 -20 33.03 18 12 32
10 Mar 0.00 160 -29.5 33.83 20 19 20
7 Mar 0.00 190 62.15 32.84 2 -2 1
6 Mar 0.00 155.7 0.05 31.62 12 12 13
5 Mar 0.00 155.65 30 32.46 1 1 1

For Crude Oil Mini - strike price 6000 expiring on 16APR2025

Delta for 6000 CE is 0.37

Historical price for 6000 CE is as follows

On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 124, which was -18.5 lower than the previous day. The implied volatity was 30.48, the open interest changed by 686 which increased total open position to 1420


On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 142.55, which was 3.25 higher than the previous day. The implied volatity was 28.60, the open interest changed by 504 which increased total open position to 735


On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 136.8, which was 6 higher than the previous day. The implied volatity was 28.65, the open interest changed by 79 which increased total open position to 231


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 144.75, which was -28.7 lower than the previous day. The implied volatity was 32.35, the open interest changed by 104 which increased total open position to 152


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 189.85, which was 28.65 higher than the previous day. The implied volatity was 31.64, the open interest changed by 16 which increased total open position to 48


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 155, which was -20 lower than the previous day. The implied volatity was 33.03, the open interest changed by 12 which increased total open position to 32


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 160, which was -29.5 lower than the previous day. The implied volatity was 33.83, the open interest changed by 19 which increased total open position to 20


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 190, which was 62.15 higher than the previous day. The implied volatity was 32.84, the open interest changed by -2 which decreased total open position to 1


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 155.7, which was 0.05 higher than the previous day. The implied volatity was 31.62, the open interest changed by 12 which increased total open position to 13


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 155.65, which was 30 higher than the previous day. The implied volatity was 32.46, the open interest changed by 1 which increased total open position to 1


CRUDEOILM 16APR2025 6000 PE
Delta: -0.62
Vega: 6.25
Theta: -3.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Mar 0.00 312 43 30.96 1,298 42 91
17 Mar 0.00 263 -97.6 29.27 215 46 49
14 Mar 0.00 360.6 83.25 38.92 1 3 3
13 Mar 0.00 255 0 0.00 2 2 0
12 Mar 0.00 255 0 0.00 2 2 0
11 Mar 0.00 255 0 0.00 2 2 0
10 Mar 0.00 255 8.75 15.38 2 2 2
7 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 6000 expiring on 16APR2025

Delta for 6000 PE is -0.62

Historical price for 6000 PE is as follows

On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 312, which was 43 higher than the previous day. The implied volatity was 30.96, the open interest changed by 42 which increased total open position to 91


On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 263, which was -97.6 lower than the previous day. The implied volatity was 29.27, the open interest changed by 46 which increased total open position to 49


On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 360.6, which was 83.25 higher than the previous day. The implied volatity was 38.92, the open interest changed by 3 which increased total open position to 3


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 255, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 255, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 255, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 255, which was 8.75 higher than the previous day. The implied volatity was 15.38, the open interest changed by 2 which increased total open position to 2


On 7 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