CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 11:40 PM IST
| CRUDEOILM 16DEC2024 6000 CE | ||||||||||
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Delta: 0.44
Vega: 6.12
Theta: -3.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 150.8 | 18.35 | 31.10 | 1,670.4 | 150 | 2,099 | |||
| 20 Nov | 0.00 | 132.45 | -16.45 | 31.98 | 889.3 | 625 | 2,075 | |||
| 19 Nov | 0.00 | 148.9 | 6.20 | 32.02 | 1,336.7 | 604 | 1,552 | |||
| 18 Nov | 0.00 | 142.7 | -2.30 | 32.34 | 672.5 | -140 | 1,018 | |||
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| 14 Nov | 0.00 | 145 | -14.50 | 33.90 | 129.3 | 383 | 506 | |||
| 13 Nov | 0.00 | 159.5 | -10.50 | 34.34 | 34 | 73 | 135 | |||
| 12 Nov | 0.00 | 170 | 9.95 | 36.41 | 14.5 | 53 | 62 | |||
| 11 Nov | 0.00 | 160.05 | 34.62 | 1.3 | 9 | 9 | ||||
For Crude Oil Mini - strike price 6000 expiring on 16DEC2024
Delta for 6000 CE is 0.44
Historical price for 6000 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 150.8, which was 18.35 higher than the previous day. The implied volatity was 31.10, the open interest changed by 150 which increased total open position to 2099
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 132.45, which was -16.45 lower than the previous day. The implied volatity was 31.98, the open interest changed by 625 which increased total open position to 2075
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 148.9, which was 6.20 higher than the previous day. The implied volatity was 32.02, the open interest changed by 604 which increased total open position to 1552
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 142.7, which was -2.30 lower than the previous day. The implied volatity was 32.34, the open interest changed by -140 which decreased total open position to 1018
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 145, which was -14.50 lower than the previous day. The implied volatity was 33.90, the open interest changed by 383 which increased total open position to 506
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 159.5, which was -10.50 lower than the previous day. The implied volatity was 34.34, the open interest changed by 73 which increased total open position to 135
On 12 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 170, which was 9.95 higher than the previous day. The implied volatity was 36.41, the open interest changed by 53 which increased total open position to 62
On 11 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 160.05, which was lower than the previous day. The implied volatity was 34.62, the open interest changed by 9 which increased total open position to 9
| CRUDEOILM 16DEC2024 6000 PE | |||||||
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Delta: -0.56
Vega: 6.13
Theta: -3.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 250.15 | -43.15 | 31.98 | 420.6 | 255 | 413 |
| 20 Nov | 0.00 | 293.3 | 9.10 | 32.13 | 171.7 | 26 | 163 |
| 19 Nov | 0.00 | 284.2 | -30.35 | 33.02 | 67 | 83 | 139 |
| 18 Nov | 0.00 | 314.55 | -36.10 | 34.54 | 8.9 | -4 | 56 |
| 14 Nov | 0.00 | 350.65 | -19.35 | 32.53 | 0.8 | 5 | 7 |
| 13 Nov | 0.00 | 370 | 169.95 | 36.92 | 0.1 | 3 | 3 |
| 12 Nov | 0.00 | 200.05 | 0.00 | 0.00 | 0.2 | 2 | 0 |
| 11 Nov | 0.00 | 200.05 | - | 0.2 | 2 | 2 | |
For Crude Oil Mini - strike price 6000 expiring on 16DEC2024
Delta for 6000 PE is -0.56
Historical price for 6000 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 250.15, which was -43.15 lower than the previous day. The implied volatity was 31.98, the open interest changed by 255 which increased total open position to 413
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 293.3, which was 9.10 higher than the previous day. The implied volatity was 32.13, the open interest changed by 26 which increased total open position to 163
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 284.2, which was -30.35 lower than the previous day. The implied volatity was 33.02, the open interest changed by 83 which increased total open position to 139
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 314.55, which was -36.10 lower than the previous day. The implied volatity was 34.54, the open interest changed by -4 which decreased total open position to 56
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 350.65, which was -19.35 lower than the previous day. The implied volatity was 32.53, the open interest changed by 5 which increased total open position to 7
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 370, which was 169.95 higher than the previous day. The implied volatity was 36.92, the open interest changed by 3 which increased total open position to 3
On 12 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 200.05, which was 0.00 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 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 200.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
