CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5000 CE | ||||||||||
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Delta: 0.81
Vega: 4.19
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 550.8 | 122.2 | 40.89 | 505 | -58 | 198 | |||
| 16 Apr | 0.00 | 416.5 | 27.2 | 39.06 | 678 | -19 | 255 | |||
| 15 Apr | 0.00 | 387.5 | -25.6 | 41.32 | 139 | 48 | 274 | |||
| 14 Apr | 0.00 | 419 | -41.3 | 45.85 | 167 | 18 | 226 | |||
| 11 Apr | 0.00 | 463.1 | 74.8 | 47.79 | 425 | -12 | 208 | |||
| 10 Apr | 0.00 | 405 | -41.2 | 48.64 | 134 | -8 | 220 | |||
| 9 Apr | 0.00 | 500 | 140.2 | 46.42 | 1,661 | 270 | 270 | |||
| 8 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 26 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 5000 expiring on 15MAY2025
Delta for 5000 CE is 0.81
Historical price for 5000 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 550.8, which was 122.2 higher than the previous day. The implied volatity was 40.89, the open interest changed by -58 which decreased total open position to 198
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.5, which was 27.2 higher than the previous day. The implied volatity was 39.06, the open interest changed by -19 which decreased total open position to 255
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 387.5, which was -25.6 lower than the previous day. The implied volatity was 41.32, the open interest changed by 48 which increased total open position to 274
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 419, which was -41.3 lower than the previous day. The implied volatity was 45.85, the open interest changed by 18 which increased total open position to 226
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 463.1, which was 74.8 higher than the previous day. The implied volatity was 47.79, the open interest changed by -12 which decreased total open position to 208
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 405, which was -41.2 lower than the previous day. The implied volatity was 48.64, the open interest changed by -8 which decreased total open position to 220
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 500, which was 140.2 higher than the previous day. The implied volatity was 46.42, the open interest changed by 270 which increased total open position to 270
On 8 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 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
On 24 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 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 4.29
Theta: -3.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 77.2 | -40.3 | 42.40 | 21,804 | 431 | 1,937 |
| 16 Apr | 0.00 | 116.5 | -27.5 | 41.43 | 13,492 | 810 | 1,518 |
| 15 Apr | 0.00 | 141.8 | -28.8 | 41.93 | 3,996 | 296 | 728 |
| 14 Apr | 0.00 | 169.7 | -28.8 | 46.51 | 1,646 | 148 | 427 |
| 11 Apr | 0.00 | 187 | -53.1 | 49.14 | 961 | 114 | 276 |
| 10 Apr | 0.00 | 231 | 54.6 | 49.81 | 281 | 12 | 162 |
| 9 Apr | 0.00 | 142 | -69 | 42.99 | 697 | 149 | 151 |
| 8 Apr | 0.00 | 222 | 76.9 | 47.44 | 2 | 2 | 2 |
| 26 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5000 expiring on 15MAY2025
Delta for 5000 PE is -0.20
Historical price for 5000 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 77.2, which was -40.3 lower than the previous day. The implied volatity was 42.40, the open interest changed by 431 which increased total open position to 1937
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 116.5, which was -27.5 lower than the previous day. The implied volatity was 41.43, the open interest changed by 810 which increased total open position to 1518
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 141.8, which was -28.8 lower than the previous day. The implied volatity was 41.93, the open interest changed by 296 which increased total open position to 728
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 169.7, which was -28.8 lower than the previous day. The implied volatity was 46.51, the open interest changed by 148 which increased total open position to 427
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 187, which was -53.1 lower than the previous day. The implied volatity was 49.14, the open interest changed by 114 which increased total open position to 276
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 231, which was 54.6 higher than the previous day. The implied volatity was 49.81, the open interest changed by 12 which increased total open position to 162
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 142, which was -69 lower than the previous day. The implied volatity was 42.99, the open interest changed by 149 which increased total open position to 151
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 222, which was 76.9 higher than the previous day. The implied volatity was 47.44, the open interest changed by 2 which increased total open position to 2
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
On 24 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
