CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 6100 CE | ||||||||||
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Delta: 0.37
Vega: 6.00
Theta: -3.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 103.6 | 0.80 | 26.76 | 356.5 | 50 | 1,411 | |||
| 19 Dec | 0.00 | 102.8 | -24.30 | 26.55 | 738.6 | 454 | 1,439 | |||
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| 18 Dec | 0.00 | 127.1 | 13.80 | 25.76 | 522.6 | 108 | 1,052 | |||
| 17 Dec | 0.00 | 113.3 | -40.90 | 27.52 | 455.2 | 727 | 1,184 | |||
| 16 Dec | 0.00 | 154.2 | -42.40 | 28.64 | 208.6 | 421 | 471 | |||
| 13 Dec | 0.00 | 196.6 | 60.50 | 32.08 | 8.3 | 19 | 46 | |||
| 12 Dec | 0.00 | 136.1 | -3.90 | 26.00 | 3.6 | 16 | 27 | |||
| 11 Dec | 0.00 | 140 | 28.87 | 3.4 | 11 | 11 | ||||
For Crude Oil Mini - strike price 6100 expiring on 15JAN2025
Delta for 6100 CE is 0.37
Historical price for 6100 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 103.6, which was 0.80 higher than the previous day. The implied volatity was 26.76, the open interest changed by 50 which increased total open position to 1411
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 102.8, which was -24.30 lower than the previous day. The implied volatity was 26.55, the open interest changed by 454 which increased total open position to 1439
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 127.1, which was 13.80 higher than the previous day. The implied volatity was 25.76, the open interest changed by 108 which increased total open position to 1052
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 113.3, which was -40.90 lower than the previous day. The implied volatity was 27.52, the open interest changed by 727 which increased total open position to 1184
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 154.2, which was -42.40 lower than the previous day. The implied volatity was 28.64, the open interest changed by 421 which increased total open position to 471
On 13 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 196.6, which was 60.50 higher than the previous day. The implied volatity was 32.08, the open interest changed by 19 which increased total open position to 46
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 136.1, which was -3.90 lower than the previous day. The implied volatity was 26.00, the open interest changed by 16 which increased total open position to 27
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 140, which was lower than the previous day. The implied volatity was 28.87, the open interest changed by 11 which increased total open position to 11
| CRUDEOILM 15JAN2025 6100 PE | |||||||
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Delta: -0.63
Vega: 6.03
Theta: -3.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 273.4 | 4.15 | 28.01 | 33.2 | -19 | 217 |
| 19 Dec | 0.00 | 269.25 | 31.85 | 26.30 | 166.8 | 71 | 255 |
| 18 Dec | 0.00 | 237.4 | -51.35 | 27.19 | 77.8 | 177 | 212 |
| 17 Dec | 0.00 | 288.75 | 28.75 | 28.06 | 37.7 | -16 | 36 |
| 16 Dec | 0.00 | 260 | 260.00 | 29.93 | 18.1 | 45 | 45 |
| 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 6100 expiring on 15JAN2025
Delta for 6100 PE is -0.63
Historical price for 6100 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 273.4, which was 4.15 higher than the previous day. The implied volatity was 28.01, the open interest changed by -19 which decreased total open position to 217
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 269.25, which was 31.85 higher than the previous day. The implied volatity was 26.30, the open interest changed by 71 which increased total open position to 255
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 237.4, which was -51.35 lower than the previous day. The implied volatity was 27.19, the open interest changed by 177 which increased total open position to 212
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 288.75, which was 28.75 higher than the previous day. The implied volatity was 28.06, the open interest changed by -16 which decreased total open position to 36
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 260, which was 260.00 higher than the previous day. The implied volatity was 29.93, the open interest changed by 45 which increased total open position to 45
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
