CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
18 Mar 2025 11:29 PM IST
CRUDEOILM 16APR2025 6000 CE | ||||||||||
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Delta: 0.37
Vega: 6.24
Theta: -3.25
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.62
Vega: 6.25
Theta: -3.31
Gamma: 0.00
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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