CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
18 Mar 2025 11:29 PM IST
| CRUDEOILM 16APR2025 6200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 5.16
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 18 Mar | 0.00 | 70 | -8.9 | 30.72 | 1,702 | 280 | 315 | |||
| 17 Mar | 0.00 | 80 | 42.25 | 28.75 | 164 | 35 | 35 | |||
| 14 Mar | 0.00 | 75.55 | 0 | 0.00 | 1 | 1 | 0 | |||
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| 13 Mar | 0.00 | 75.55 | 0 | 30.26 | 1 | 1 | 4 | |||
| 12 Mar | 0.00 | 50.05 | 20.7 | 20.56 | 2 | 3 | 3 | |||
| 11 Mar | 0.00 | 105 | 2.5 | 0.00 | 2 | 2 | 0 | |||
| 10 Mar | 0.00 | 105 | 54.8 | 34.40 | 2 | 2 | 2 | |||
For Crude Oil Mini - strike price 6200 expiring on 16APR2025
Delta for 6200 CE is 0.24
Historical price for 6200 CE is as follows
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 70, which was -8.9 lower than the previous day. The implied volatity was 30.72, the open interest changed by 280 which increased total open position to 315
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 80, which was 42.25 higher than the previous day. The implied volatity was 28.75, the open interest changed by 35 which increased total open position to 35
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 75.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 75.55, which was 0 lower than the previous day. The implied volatity was 30.26, the open interest changed by 1 which increased total open position to 4
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 50.05, which was 20.7 higher than the previous day. The implied volatity was 20.56, the open interest changed by 3 which increased total open position to 3
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 105, which was 2.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 105, which was 54.8 higher than the previous day. The implied volatity was 34.40, the open interest changed by 2 which increased total open position to 2
| CRUDEOILM 16APR2025 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 5.23
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 18 Mar | 0.00 | 458.7 | 72.05 | 31.44 | 24 | 10 | 13 |
| 17 Mar | 0.00 | 380 | -10.45 | 25.87 | 3 | 3 | 3 |
| 14 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 6200 expiring on 16APR2025
Delta for 6200 PE is -0.75
Historical price for 6200 PE is as follows
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 458.7, which was 72.05 higher than the previous day. The implied volatity was 31.44, the open interest changed by 10 which increased total open position to 13
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 380, which was -10.45 lower than the previous day. The implied volatity was 25.87, the open interest changed by 3 which increased total open position to 3
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 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 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 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 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 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 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 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 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
