CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
21 Nov 2024 11:40 PM IST
| CRUDEOILM 16DEC2024 6100 CE | ||||||||||
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Delta: 0.36
Vega: 5.82
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 0.00 | 114.4 | 11.90 | 31.19 | 397.6 | -51 | 732 | |||
| 20 Nov | 0.00 | 102.5 | -12.95 | 32.44 | 203 | 613 | 790 | |||
| 19 Nov | 0.00 | 115.45 | 7.55 | 32.27 | 155.9 | 69 | 188 | |||
| 18 Nov | 0.00 | 107.9 | -23.25 | 32.08 | 75.8 | 109 | 126 | |||
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| 14 Nov | 0.00 | 131.15 | 11.15 | 36.74 | 0.6 | 3 | 6 | |||
| 13 Nov | 0.00 | 120 | -25.00 | 33.28 | 0.1 | 2 | 0 | |||
| 12 Nov | 0.00 | 145 | 145.00 | 37.53 | 0.3 | 2 | 2 | |||
| 11 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil Mini - strike price 6100 expiring on 16DEC2024
Delta for 6100 CE is 0.36
Historical price for 6100 CE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 114.4, which was 11.90 higher than the previous day. The implied volatity was 31.19, the open interest changed by -51 which decreased total open position to 732
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 102.5, which was -12.95 lower than the previous day. The implied volatity was 32.44, the open interest changed by 613 which increased total open position to 790
On 19 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 115.45, which was 7.55 higher than the previous day. The implied volatity was 32.27, the open interest changed by 69 which increased total open position to 188
On 18 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 107.9, which was -23.25 lower than the previous day. The implied volatity was 32.08, the open interest changed by 109 which increased total open position to 126
On 14 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 131.15, which was 11.15 higher than the previous day. The implied volatity was 36.74, the open interest changed by 3 which increased total open position to 6
On 13 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 120, which was -25.00 lower than the previous day. The implied volatity was 33.28, the open interest changed by 2 which increased total open position to 0
On 12 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 145, which was 145.00 higher than the previous day. The implied volatity was 37.53, the open interest changed by 2 which increased total open position to 2
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 6100 PE | |||||||
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Delta: -0.63
Vega: 5.88
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 0.00 | 320.45 | -48.05 | 33.25 | 5.7 | 11 | 13 |
| 20 Nov | 0.00 | 368.5 | 368.50 | 33.50 | 0.7 | 2 | 2 |
| 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 6100 expiring on 16DEC2024
Delta for 6100 PE is -0.63
Historical price for 6100 PE is as follows
On 21 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 320.45, which was -48.05 lower than the previous day. The implied volatity was 33.25, the open interest changed by 11 which increased total open position to 13
On 20 Nov CRUDEOILM was trading at 0.00. The strike last trading price was 368.5, which was 368.50 higher than the previous day. The implied volatity was 33.50, the open interest changed by 2 which increased total open position to 2
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
