CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 6200 CE | ||||||||||
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Delta: 0.28
Vega: 5.40
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 72.95 | 1.25 | 26.77 | 190.6 | 108 | 493 | |||
| 19 Dec | 0.00 | 71.7 | -24.90 | 26.30 | 213 | 86 | 393 | |||
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| 18 Dec | 0.00 | 96.6 | 11.95 | 26.52 | 169.8 | 59 | 332 | |||
| 17 Dec | 0.00 | 84.65 | -36.20 | 27.84 | 164.5 | 224 | 287 | |||
| 16 Dec | 0.00 | 120.85 | 24.45 | 29.19 | 31.9 | 60 | 60 | |||
| 12 Dec | 0.00 | 96.4 | 41.95 | 25.21 | 2 | 0 | 1 | |||
| 11 Dec | 0.00 | 54.45 | 20.45 | 0.1 | 1 | 1 | ||||
For Crude Oil Mini - strike price 6200 expiring on 15JAN2025
Delta for 6200 CE is 0.28
Historical price for 6200 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 72.95, which was 1.25 higher than the previous day. The implied volatity was 26.77, the open interest changed by 108 which increased total open position to 493
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 71.7, which was -24.90 lower than the previous day. The implied volatity was 26.30, the open interest changed by 86 which increased total open position to 393
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 96.6, which was 11.95 higher than the previous day. The implied volatity was 26.52, the open interest changed by 59 which increased total open position to 332
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 84.65, which was -36.20 lower than the previous day. The implied volatity was 27.84, the open interest changed by 224 which increased total open position to 287
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 120.85, which was 24.45 higher than the previous day. The implied volatity was 29.19, the open interest changed by 60 which increased total open position to 60
On 12 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 96.4, which was 41.95 higher than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 1
On 11 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 54.45, which was lower than the previous day. The implied volatity was 20.45, the open interest changed by 1 which increased total open position to 1
| CRUDEOILM 15JAN2025 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 5.54
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 346.65 | 71.20 | 28.72 | 0.1 | -1 | 1 |
| 19 Dec | 0.00 | 275.45 | -14.55 | 11.72 | 0.6 | 1 | 2 |
| 18 Dec | 0.00 | 290 | 290.00 | 25.28 | 0.1 | 1 | 1 |
| 17 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 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 6200 expiring on 15JAN2025
Delta for 6200 PE is -0.70
Historical price for 6200 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 346.65, which was 71.20 higher than the previous day. The implied volatity was 28.72, the open interest changed by -1 which decreased total open position to 1
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 275.45, which was -14.55 lower than the previous day. The implied volatity was 11.72, the open interest changed by 1 which increased total open position to 2
On 18 Dec 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 25.28, the open interest changed by 1 which increased total open position to 1
On 17 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 16 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
