CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5000 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 - strike price 5000 expiring on 15JAN2025
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 20 Dec CRUDEOIL 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 CRUDEOIL 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 CRUDEOIL 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 CRUDEOIL 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 CRUDEOIL 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
| CRUDEOIL 15JAN2025 5000 PE | |||||||
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Delta: -0.04
Vega: 1.48
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 11.5 | 0.30 | 38.69 | 16.62 | 106 | 233 |
| 19 Dec | 0.00 | 11.2 | 0.70 | 37.57 | 5.03 | 15 | 130 |
| 18 Dec | 0.00 | 10.5 | -0.20 | 38.25 | 5.47 | 65 | 107 |
| 17 Dec | 0.00 | 10.7 | -2.80 | 35.85 | 1.33 | 39 | 42 |
| 16 Dec | 0.00 | 13.5 | 39.04 | 0.06 | 3 | 3 | |
For Crude Oil - strike price 5000 expiring on 15JAN2025
Delta for 5000 PE is -0.04
Historical price for 5000 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 11.5, which was 0.30 higher than the previous day. The implied volatity was 38.69, the open interest changed by 106 which increased total open position to 233
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 11.2, which was 0.70 higher than the previous day. The implied volatity was 37.57, the open interest changed by 15 which increased total open position to 130
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 10.5, which was -0.20 lower than the previous day. The implied volatity was 38.25, the open interest changed by 65 which increased total open position to 107
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 10.7, which was -2.80 lower than the previous day. The implied volatity was 35.85, the open interest changed by 39 which increased total open position to 42
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 13.5, which was lower than the previous day. The implied volatity was 39.04, the open interest changed by 3 which increased total open position to 3
