CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
20 Dec 2024 11:40 PM IST
| CRUDEOILM 15JAN2025 6300 CE | ||||||||||
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Delta: 0.21
Vega: 4.64
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 50 | -2.20 | 26.70 | 59.7 | 96 | 532 | |||
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| 19 Dec | 0.00 | 52.2 | -17.00 | 26.90 | 88.1 | 180 | 461 | |||
| 18 Dec | 0.00 | 69.2 | 9.05 | 26.58 | 57 | 19 | 277 | |||
| 17 Dec | 0.00 | 60.15 | -32.05 | 27.64 | 87.4 | 211 | 260 | |||
| 16 Dec | 0.00 | 92.2 | 29.43 | 8.5 | 41 | 41 | ||||
For Crude Oil Mini - strike price 6300 expiring on 15JAN2025
Delta for 6300 CE is 0.21
Historical price for 6300 CE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 50, which was -2.20 lower than the previous day. The implied volatity was 26.70, the open interest changed by 96 which increased total open position to 532
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 52.2, which was -17.00 lower than the previous day. The implied volatity was 26.90, the open interest changed by 180 which increased total open position to 461
On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 69.2, which was 9.05 higher than the previous day. The implied volatity was 26.58, the open interest changed by 19 which increased total open position to 277
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 60.15, which was -32.05 lower than the previous day. The implied volatity was 27.64, the open interest changed by 211 which increased total open position to 260
On 16 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 92.2, which was lower than the previous day. The implied volatity was 29.43, the open interest changed by 41 which increased total open position to 41
| CRUDEOILM 15JAN2025 6300 PE | |||||||
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Delta: -0.77
Vega: 4.80
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 420 | 196.75 | 28.19 | 0.1 | 0 | 0 |
| 19 Dec | 0.00 | 223.25 | 0.00 | 0.00 | 0.6 | 0 | 0 |
| 18 Dec | 0.00 | 223.25 | -977.75 | - | 0.6 | 0 | 1 |
| 17 Dec | 0.00 | 1201 | 1201.00 | 146.66 | 0.2 | 1 | 1 |
| 16 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil Mini - strike price 6300 expiring on 15JAN2025
Delta for 6300 PE is -0.77
Historical price for 6300 PE is as follows
On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 420, which was 196.75 higher than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 0
On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 223.25, 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 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 223.25, which was -977.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 1201, which was 1201.00 higher than the previous day. The implied volatity was 146.66, the open interest changed by 1 which increased total open position to 1
On 16 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
