CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Mar 2025 11:29 PM IST
| CRUDEOILM 16APR2025 6300 CE | ||||||||||
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Delta: 0.18
Vega: 4.29
Theta: -2.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Mar | 0.00 | 47.2 | -5.8 | 30.47 | 350 | 50 | 140 | |||
| 18 Mar | 0.00 | 53.2 | -8.05 | 31.25 | 926 | 31 | 90 | |||
| 17 Mar | 0.00 | 60.75 | 20.75 | 29.32 | 97 | 54 | 59 | |||
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| 14 Mar | 0.00 | 40 | 19.45 | 25.23 | 5 | 5 | 5 | |||
| 11 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil Mini - strike price 6300 expiring on 16APR2025
Delta for 6300 CE is 0.18
Historical price for 6300 CE is as follows
On 19 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 47.2, which was -5.8 lower than the previous day. The implied volatity was 30.47, the open interest changed by 50 which increased total open position to 140
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 53.2, which was -8.05 lower than the previous day. The implied volatity was 31.25, the open interest changed by 31 which increased total open position to 90
On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 60.75, which was 20.75 higher than the previous day. The implied volatity was 29.32, the open interest changed by 54 which increased total open position to 59
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 40, which was 19.45 higher than the previous day. The implied volatity was 25.23, the open interest changed by 5 which increased total open position to 5
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
| CRUDEOILM 16APR2025 6300 PE | |||||||
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Delta: -0.83
Vega: 4.02
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Mar | 0.00 | 525 | 45.2 | 28.50 | 1 | 13 | 0 |
| 18 Mar | 0.00 | 518.15 | 78.1 | 26.49 | 31 | 13 | 13 |
| 17 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 6300 expiring on 16APR2025
Delta for 6300 PE is -0.83
Historical price for 6300 PE is as follows
On 19 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 525, which was 45.2 higher than the previous day. The implied volatity was 28.50, the open interest changed by 13 which increased total open position to 0
On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 518.15, which was 78.1 higher than the previous day. The implied volatity was 26.49, the open interest changed by 13 which increased total open position to 13
On 17 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 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 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
