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[--[65.84.65.76]--]
CRUDEOILM
Crude Oil Mini

6017 84.00 (1.42%)

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Historical option data for CRUDEOILM

20 Dec 2024 11:40 PM IST
CRUDEOILM 15JAN2025 6400 CE
Delta: 0.16
Vega: 3.93
Theta: -2.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 36.6 -2.60 27.51 16.9 2 46
19 Dec 0.00 39.2 -9.00 27.85 28.2 23 48
18 Dec 0.00 48.2 1.40 26.60 16 11 23
17 Dec 0.00 46.8 46.80 28.71 3.5 12 12
16 Dec 0.00 0 0.00 0 0 0


For Crude Oil Mini - strike price 6400 expiring on 15JAN2025

Delta for 6400 CE is 0.16

Historical price for 6400 CE is as follows

On 20 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 36.6, which was -2.60 lower than the previous day. The implied volatity was 27.51, the open interest changed by 2 which increased total open position to 46


On 19 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 39.2, which was -9.00 lower than the previous day. The implied volatity was 27.85, the open interest changed by 23 which increased total open position to 48


On 18 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 48.2, which was 1.40 higher than the previous day. The implied volatity was 26.60, the open interest changed by 11 which increased total open position to 23


On 17 Dec CRUDEOILM was trading at 0.00. The strike last trading price was 46.8, which was 46.80 higher than the previous day. The implied volatity was 28.71, the open interest changed by 12 which increased total open position to 12


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


CRUDEOILM 15JAN2025 6400 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 0 0.00 0.00 0 0 0
19 Dec 0.00 0 0.00 0.00 0 0 0
18 Dec 0.00 0 0.00 0.00 0 0 0
17 Dec 0.00 0 0.00 0.00 0 0 0
16 Dec 0.00 0 0.00 0 0 0


For Crude Oil Mini - strike price 6400 expiring on 15JAN2025

Delta for 6400 PE is 0.00

Historical price for 6400 PE is as follows

On 20 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 19 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 18 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0