CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 6050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 6.19
Theta: -3.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 119.55 | 1.65 | 26.41 | 135 | -72 | 280 | |||
| 19 Dec | 0.00 | 117.9 | -34.50 | 26.11 | 244.9 | 201 | 357 | |||
| 18 Dec | 0.00 | 152.4 | 18.50 | 26.44 | 191.2 | 64 | 169 | |||
| 17 Dec | 0.00 | 133.9 | -45.75 | 27.78 | 87.2 | 76 | 97 | |||
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| 16 Dec | 0.00 | 179.65 | 179.65 | 29.24 | 12.1 | 20 | 20 | |||
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 6050 expiring on 15JAN2025
Delta for 6050 CE is 0.41
Historical price for 6050 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 119.55, which was 1.65 higher than the previous day. The implied volatity was 26.41, the open interest changed by -72 which decreased total open position to 280
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 117.9, which was -34.50 lower than the previous day. The implied volatity was 26.11, the open interest changed by 201 which increased total open position to 357
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 152.4, which was 18.50 higher than the previous day. The implied volatity was 26.44, the open interest changed by 64 which increased total open position to 169
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 133.9, which was -45.75 lower than the previous day. The implied volatity was 27.78, the open interest changed by 76 which increased total open position to 97
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 179.65, which was 179.65 higher than the previous day. The implied volatity was 29.24, the open interest changed by 20 which increased total open position to 20
On 13 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 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 6050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 6.19
Theta: -3.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 234.65 | -0.80 | 26.88 | 15.2 | -16 | 44 |
| 19 Dec | 0.00 | 235.45 | 17.55 | 26.04 | 76.9 | 22 | 56 |
| 18 Dec | 0.00 | 217.9 | -35.45 | 28.62 | 22.1 | 28 | 36 |
| 17 Dec | 0.00 | 253.35 | 18.00 | 27.51 | 5.8 | 7 | 8 |
| 16 Dec | 0.00 | 235.35 | 235.35 | 30.50 | 0.5 | 1 | 1 |
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 6050 expiring on 15JAN2025
Delta for 6050 PE is -0.59
Historical price for 6050 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 234.65, which was -0.80 lower than the previous day. The implied volatity was 26.88, the open interest changed by -16 which decreased total open position to 44
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 235.45, which was 17.55 higher than the previous day. The implied volatity was 26.04, the open interest changed by 22 which increased total open position to 56
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 217.9, which was -35.45 lower than the previous day. The implied volatity was 28.62, the open interest changed by 28 which increased total open position to 36
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 253.35, which was 18.00 higher than the previous day. The implied volatity was 27.51, the open interest changed by 7 which increased total open position to 8
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 235.35, which was 235.35 higher than the previous day. The implied volatity was 30.50, the open interest changed by 1 which increased total open position to 1
On 13 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 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
