CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 4900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 3.50
Theta: -2.50
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 628.8 | 129.5 | 40.37 | 61 | 33 | 41 | |||
| 16 Apr | 0.00 | 493.7 | 32.7 | 40.23 | 4 | 0 | 8 | |||
| 15 Apr | 0.00 | 461 | 23.3 | 42.68 | 1 | 8 | 8 | |||
| 14 Apr | 0.00 | 548.9 | 55 | 0.00 | 8 | -1 | 0 | |||
| 11 Apr | 0.00 | 548.9 | 111.3 | 51.67 | 8 | -1 | 9 | |||
| 10 Apr | 0.00 | 409.3 | -68.6 | 39.11 | 7 | -2 | 10 | |||
| 9 Apr | 0.00 | 528 | 107 | 38.95 | 76 | 13 | 13 | |||
| 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 | |||
| 25 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 4900 expiring on 15MAY2025
Delta for 4900 CE is 0.85
Historical price for 4900 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 628.8, which was 129.5 higher than the previous day. The implied volatity was 40.37, the open interest changed by 33 which increased total open position to 41
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 493.7, which was 32.7 higher than the previous day. The implied volatity was 40.23, the open interest changed by 0 which decreased total open position to 8
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 461, which was 23.3 higher than the previous day. The implied volatity was 42.68, the open interest changed by 8 which increased total open position to 8
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 548.9, which was 55 higher than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 548.9, which was 111.3 higher than the previous day. The implied volatity was 51.67, the open interest changed by -1 which decreased total open position to 9
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 409.3, which was -68.6 lower than the previous day. The implied volatity was 39.11, the open interest changed by -2 which decreased total open position to 10
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 528, which was 107 higher than the previous day. The implied volatity was 38.95, the open interest changed by 13 which increased total open position to 13
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
On 25 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 4900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 3.75
Theta: -2.89
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 60.4 | -33.3 | 43.57 | 8,108 | 183 | 396 |
| 16 Apr | 0.00 | 92.6 | -26.9 | 42.63 | 1,452 | 161 | 215 |
| 15 Apr | 0.00 | 122.4 | -17.2 | 44.76 | 206 | 6 | 54 |
| 14 Apr | 0.00 | 133 | -43.3 | 46.31 | 71 | 8 | 48 |
| 11 Apr | 0.00 | 168.9 | -30.3 | 52.39 | 112 | 16 | 40 |
| 10 Apr | 0.00 | 184.2 | -50.8 | 48.86 | 39 | 7 | 24 |
| 9 Apr | 0.00 | 171.4 | 31.5 | 54.07 | 30 | 15 | 15 |
| 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 |
| 25 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 4900 expiring on 15MAY2025
Delta for 4900 PE is -0.16
Historical price for 4900 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 60.4, which was -33.3 lower than the previous day. The implied volatity was 43.57, the open interest changed by 183 which increased total open position to 396
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 92.6, which was -26.9 lower than the previous day. The implied volatity was 42.63, the open interest changed by 161 which increased total open position to 215
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 122.4, which was -17.2 lower than the previous day. The implied volatity was 44.76, the open interest changed by 6 which increased total open position to 54
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 133, which was -43.3 lower than the previous day. The implied volatity was 46.31, the open interest changed by 8 which increased total open position to 48
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 168.9, which was -30.3 lower than the previous day. The implied volatity was 52.39, the open interest changed by 16 which increased total open position to 40
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 184.2, which was -50.8 lower than the previous day. The implied volatity was 48.86, the open interest changed by 7 which increased total open position to 24
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 171.4, which was 31.5 higher than the previous day. The implied volatity was 54.07, the open interest changed by 15 which increased total open position to 15
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
On 25 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
