CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Apr 2025 04:39 PM IST
| CRUDEOIL 15MAY2025 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 3.37
Theta: -3.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Apr | 0.00 | 675 | 80 | 51.24 | 1 | -1 | 1 | |||
| 21 Apr | 0.00 | 595 | -104 | 44.45 | 2 | 2 | 2 | |||
| 17 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 15 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 9 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 4800 expiring on 15MAY2025
Delta for 4800 CE is 0.84
Historical price for 4800 CE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 675, which was 80 higher than the previous day. The implied volatity was 51.24, the open interest changed by -1 which decreased total open position to 1
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 595, which was -104 lower than the previous day. The implied volatity was 44.45, the open interest changed by 2 which increased total open position to 2
On 17 Apr CRUDEOIL 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 16 Apr CRUDEOIL 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 15 Apr CRUDEOIL 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 Apr CRUDEOIL 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 Apr CRUDEOIL 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 Apr CRUDEOIL 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 9 Apr CRUDEOIL 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 7 Mar CRUDEOIL 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 6 Mar CRUDEOIL 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 5 Mar CRUDEOIL 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 4 Mar CRUDEOIL 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 3 Mar CRUDEOIL 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 28 Feb CRUDEOIL 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 27 Feb CRUDEOIL 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 26 Feb CRUDEOIL 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
| CRUDEOIL 15MAY2025 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 3.21
Theta: -3.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Apr | 0.00 | 55 | -11.4 | 48.51 | 2,699 | 27 | 842 |
| 21 Apr | 0.00 | 63.6 | 14.9 | 46.94 | 16,002 | 234 | 816 |
| 17 Apr | 0.00 | 48 | -26.8 | 45.08 | 8,126 | 338 | 611 |
| 16 Apr | 0.00 | 75 | -19.9 | 44.31 | 2,172 | 158 | 273 |
| 15 Apr | 0.00 | 91.1 | -31 | 44.28 | 1,098 | 71 | 115 |
| 14 Apr | 0.00 | 119.7 | -24.9 | 49.84 | 220 | 11 | 44 |
| 11 Apr | 0.00 | 140 | -21.7 | 53.09 | 150 | 31 | 33 |
| 10 Apr | 0.00 | 109 | 26.8 | 41.31 | 3 | 2 | 2 |
| 9 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 4800 expiring on 15MAY2025
Delta for 4800 PE is -0.15
Historical price for 4800 PE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 55, which was -11.4 lower than the previous day. The implied volatity was 48.51, the open interest changed by 27 which increased total open position to 842
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 63.6, which was 14.9 higher than the previous day. The implied volatity was 46.94, the open interest changed by 234 which increased total open position to 816
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 48, which was -26.8 lower than the previous day. The implied volatity was 45.08, the open interest changed by 338 which increased total open position to 611
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 75, which was -19.9 lower than the previous day. The implied volatity was 44.31, the open interest changed by 158 which increased total open position to 273
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 91.1, which was -31 lower than the previous day. The implied volatity was 44.28, the open interest changed by 71 which increased total open position to 115
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 119.7, which was -24.9 lower than the previous day. The implied volatity was 49.84, the open interest changed by 11 which increased total open position to 44
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 140, which was -21.7 lower than the previous day. The implied volatity was 53.09, the open interest changed by 31 which increased total open position to 33
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 109, which was 26.8 higher than the previous day. The implied volatity was 41.31, the open interest changed by 2 which increased total open position to 2
On 9 Apr CRUDEOIL 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 7 Mar CRUDEOIL 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 6 Mar CRUDEOIL 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 5 Mar CRUDEOIL 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 4 Mar CRUDEOIL 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 3 Mar CRUDEOIL 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 28 Feb CRUDEOIL 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 27 Feb CRUDEOIL 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 26 Feb CRUDEOIL 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
