CRUDEOIL
Crude Oil
6017
87.00 (1.47%)
Option Chain for CRUDEOIL
20 Dec 2024 11:40 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 100 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 1 | 1 | 0.01 | - | 1530.60 | 0.00 | 4450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4500 | 0.00 | 4.30 | 48.99 | 0.01 | 4 | 0 | -0.01 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4550 | 0.00 | 5.00 | 48.36 | 0.02 | 7 | 7 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4600 | 0.00 | 6.00 | 0.00 | 0.02 | 8 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4650 | 0.00 | 5.00 | 0.00 | 0.02 | 2 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4700 | 0.00 | 6.00 | 0.00 | 0.01 | 4 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4750 | 0.00 | 6.00 | 0.00 | 0.01 | 1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4800 | -2.70 | 7.00 | 42.10 | 0.06 | 4 | 8 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4850 | 0.00 | 0.10 | 0.00 | 0.01 | 5 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4900 | -4.20 | 5.90 | 37.50 | 0.02 | 3 | 3 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5000 | 0.30 | 11.50 | 38.69 | 16.62 | 106 | 233 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5200 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5250 | 1.90 | 20.70 | 33.90 | 1.44 | 24 | 61 | -0.08 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5300 | -0.10 | 22.80 | 32.76 | 90.61 | 217 | 436 | -0.09 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5350 | 0.30 | 26.70 | 32.11 | 5.58 | 20 | 74 | -0.11 |
0.00 | 0 | 1 | 0.02 | 0.00 | 555.00 | 0.00 | 5400 | -1.10 | 29.90 | 31.04 | 203.09 | 198 | 801 | -0.12 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 5450 | -0.50 | 36.90 | 30.92 | 25.59 | 128 | 201 | -0.14 |
0.82 | 25 | 5 | 1.5 | 32.28 | 488.20 | 28.20 | 5500 | -1.80 | 42.90 | 30.22 | 301.29 | 418 | 2,291 | -0.16 |
0.00 | 0 | 1 | 0.01 | 0.00 | 479.50 | 0.00 | 5550 | -2.30 | 49.90 | 29.54 | 64.96 | 127 | 401 | -0.19 |
0.79 | 164 | 101 | 8.86 | 28.17 | 391.80 | 0.10 | 5600 | -3.90 | 58.30 | 28.93 | 342.92 | 555 | 1,844 | -0.21 |
0.75 | 63 | 49 | 1.87 | 28.43 | 354.80 | 6.40 | 5650 | -3.70 | 69.90 | 28.69 | 130.54 | 125 | 575 | -0.25 |
0.72 | 712 | 93 | 72.08 | 27.65 | 315.90 | 3.50 | 5700 | -5.00 | 82.00 | 28.23 | 486.73 | 696 | 3,010 | -0.28 |
0.68 | 334 | 236 | 33.04 | 27.43 | 280.90 | 0.40 | 5750 | -5.30 | 96.70 | 27.92 | 163.98 | 794 | 1,067 | -0.32 |
0.64 | 2,765 | 1,180 | 521.86 | 27.25 | 248.20 | 3.50 | 5800 | -4.90 | 114.50 | 27.81 | 799.62 | 2,148 | 5,950 | -0.36 |
0.59 | 774 | 278 | 319.76 | 26.97 | 217.00 | 0.70 | 5850 | -6.30 | 132.90 | 27.44 | 402.41 | 2,136 | 2,798 | -0.41 |
0.55 | 7,806 | 59 | 1,441.66 | 26.87 | 189.20 | 2.40 | 5900 | -5.20 | 155.60 | 27.41 | 1,276.3 | 3,106 | 8,811 | -0.45 |
0.50 | 2,331 | -579 | 410.86 | 26.89 | 164.50 | 2.30 | 5950 | -5.80 | 180.00 | 27.28 | 246.4 | 73 | 1,482 | -0.50 |
0.46 | 15,053 | -2,068 | 1,096.77 | 26.64 | 140.40 | 2.70 | 6000 | -6.60 | 204.80 | 26.86 | 441.53 | -281 | 6,887 | -0.54 |
0.41 | 2,950 | -665 | 251.49 | 26.64 | 120.20 | 2.00 | 6050 | -4.60 | 236.30 | 27.14 | 33.5 | 60 | 762 | -0.59 |
0.37 | 5,493 | -169 | 567.31 | 26.70 | 102.50 | 2.00 | 6100 | -6.70 | 266.30 | 26.83 | 59.56 | -57 | 899 | -0.63 |
0.32 | 1,286 | -200 | 128.7 | 26.65 | 86.30 | 2.10 | 6150 | -4.00 | 301.10 | 26.97 | 1.28 | -16 | 64 | -0.67 |
0.28 | 3,602 | -782 | 402.41 | 26.76 | 72.90 | 1.90 | 6200 | -4.30 | 337.20 | 27.00 | 13.56 | -94 | 372 | -0.71 |
0.25 | 848 | -281 | 67.37 | 26.83 | 61.10 | 1.10 | 6250 | 43.00 | 424.20 | 36.12 | 0.14 | -1 | 24 | -0.69 |
0.22 | 3,724 | -457 | 275.57 | 26.90 | 50.90 | 0.90 | 6300 | -5.30 | 413.10 | 26.73 | 3.1 | -20 | 223 | -0.79 |
0.19 | 534 | -331 | 24.16 | 27.28 | 43.50 | 0.30 | 6350 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.17 | 2,104 | -9 | 183.57 | 27.74 | 37.50 | -0.20 | 6400 | 77.90 | 563.90 | 41.26 | 0.17 | 11 | 22 | -0.73 |
0.15 | 342 | 39 | 11.99 | 28.49 | 33.40 | 0.70 | 6450 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.13 | 2,033 | -289 | 170.93 | 28.86 | 28.60 | -0.70 | 6500 | 128.40 | 673.40 | 47.43 | 0.23 | 28 | 28 | -0.74 |
0.10 | 30 | -9 | 1.06 | 28.35 | 21.90 | -3.40 | 6550 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.10 | 386 | 29 | 73.04 | 30.37 | 23.20 | -0.20 | 6600 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.09 | 29 | -6 | 0.27 | 30.81 | 20.10 | -0.60 | 6650 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.09 | 268 | -7 | 11.8 | 31.90 | 19.20 | 0.40 | 6700 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 15 | 3 | 0.18 | 30.59 | 13.10 | -1.90 | 6750 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.07 | 424 | 56 | 15.88 | 33.82 | 17.00 | 1.00 | 6800 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 15 | 0 | 0.09 | 32.68 | 11.90 | 1.80 | 6850 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.06 | 69 | -13 | 4.65 | 35.48 | 14.70 | 1.80 | 6900 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 15 | -2 | 0.15 | 34.06 | 10.00 | 1.50 | 6950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.05 | 483 | 7 | 8.25 | 36.43 | 11.80 | 1.00 | 7000 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 17 | -1 | 0.05 | 36.01 | 9.30 | 0.30 | 7050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 1 | 0.08 | 0.00 | 6.70 | -2.60 | 7100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -1 | 0.03 | 0.00 | 5.00 | -5.90 | 7150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 21 | -2 | 0.06 | 38.15 | 7.60 | -1.50 | 7200 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 0 | -1 | 0.02 | 35.09 | 3.70 | -6.20 | 7250 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 18 | -2 | 0.02 | 39.62 | 6.80 | -0.20 | 7300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 25 | 25 | 0.1 | 43.43 | 10.00 | 0.00 | 7350 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
54,759 | 39,334 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.