CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 11:40 PM IST
| CRUDEOILM 16DEC2024 6050 CE | ||||||||||
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Delta: 0.40
Vega: 6.01
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 131.7 | 14.15 | 31.02 | 82.1 | 116 | 173 | |||
| 20 Nov | 0.00 | 117.55 | -18.20 | 32.36 | 40.7 | 19 | 57 | |||
| 19 Nov | 0.00 | 135.75 | 29.75 | 32.99 | 15.3 | 31 | 37 | |||
| 18 Nov | 0.00 | 106 | 106.00 | 29.17 | 2 | 5 | 6 | |||
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 6050 expiring on 16DEC2024
Delta for 6050 CE is 0.40
Historical price for 6050 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 131.7, which was 14.15 higher than the previous day. The implied volatity was 31.02, the open interest changed by 116 which increased total open position to 173
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 117.55, which was -18.20 lower than the previous day. The implied volatity was 32.36, the open interest changed by 19 which increased total open position to 57
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 135.75, which was 29.75 higher than the previous day. The implied volatity was 32.99, the open interest changed by 31 which increased total open position to 37
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 106, which was 106.00 higher than the previous day. The implied volatity was 29.17, the open interest changed by 5 which increased total open position to 6
On 14 Nov 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 13 Nov 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 Nov 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 Nov 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 16DEC2024 6050 PE | |||||||
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Delta: -0.59
Vega: 6.05
Theta: -4.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 290 | 290.00 | 33.72 | 1.9 | 8 | 8 |
| 20 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 6050 expiring on 16DEC2024
Delta for 6050 PE is -0.59
Historical price for 6050 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 290, which was 290.00 higher than the previous day. The implied volatity was 33.72, the open interest changed by 8 which increased total open position to 8
On 20 Nov 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 19 Nov 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 18 Nov 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 14 Nov 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 13 Nov 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 Nov 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 Nov 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
