CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Apr 2025 07:04 PM IST
| CRUDEOIL 15MAY2025 5100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 4.61
Theta: -4.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Apr | 0.00 | 404.4 | 42.9 | 42.53 | 260 | 3 | 311 | |||
| 21 Apr | 0.00 | 363 | -108.6 | 41.52 | 1,017 | 112 | 308 | |||
| 17 Apr | 0.00 | 472 | 116.5 | 40.01 | 1,709 | -71 | 196 | |||
| 16 Apr | 0.00 | 348.6 | 29.8 | 38.64 | 2,416 | 157 | 273 | |||
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| 15 Apr | 0.00 | 317 | -30.2 | 39.57 | 224 | 52 | 111 | |||
| 14 Apr | 0.00 | 355.9 | -37.7 | 45.15 | 55 | -15 | 59 | |||
| 11 Apr | 0.00 | 408.9 | 86.8 | 48.62 | 351 | 32 | 77 | |||
| 10 Apr | 0.00 | 352 | -17.1 | 48.75 | 124 | 36 | 45 | |||
| 9 Apr | 0.00 | 430.5 | 125.8 | 45.22 | 90 | 12 | 12 | |||
| 8 Apr | 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 | |||
| 21 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 5100 expiring on 15MAY2025
Delta for 5100 CE is 0.72
Historical price for 5100 CE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 404.4, which was 42.9 higher than the previous day. The implied volatity was 42.53, the open interest changed by 3 which increased total open position to 311
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 363, which was -108.6 lower than the previous day. The implied volatity was 41.52, the open interest changed by 112 which increased total open position to 308
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 472, which was 116.5 higher than the previous day. The implied volatity was 40.01, the open interest changed by -71 which decreased total open position to 196
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 348.6, which was 29.8 higher than the previous day. The implied volatity was 38.64, the open interest changed by 157 which increased total open position to 273
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 317, which was -30.2 lower than the previous day. The implied volatity was 39.57, the open interest changed by 52 which increased total open position to 111
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 355.9, which was -37.7 lower than the previous day. The implied volatity was 45.15, the open interest changed by -15 which decreased total open position to 59
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 408.9, which was 86.8 higher than the previous day. The implied volatity was 48.62, the open interest changed by 32 which increased total open position to 77
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 352, which was -17.1 lower than the previous day. The implied volatity was 48.75, the open interest changed by 36 which increased total open position to 45
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 430.5, which was 125.8 higher than the previous day. The implied volatity was 45.22, the open interest changed by 12 which increased total open position to 12
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 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
On 21 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 20 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 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 4.61
Theta: -4.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Apr | 0.00 | 106.7 | -23.2 | 42.38 | 10,288 | 1,410 | 2,727 |
| 21 Apr | 0.00 | 125.6 | 27.1 | 42.05 | 30,247 | -294 | 1,367 |
| 17 Apr | 0.00 | 97.2 | -49.9 | 41.09 | 22,869 | 617 | 1,671 |
| 16 Apr | 0.00 | 147 | -29.6 | 40.53 | 12,283 | 826 | 1,072 |
| 15 Apr | 0.00 | 175 | -30.9 | 40.79 | 1,593 | 99 | 247 |
| 14 Apr | 0.00 | 201.9 | -34.9 | 44.98 | 517 | 12 | 149 |
| 11 Apr | 0.00 | 222 | -78.1 | 48.15 | 514 | 116 | 137 |
| 10 Apr | 0.00 | 309.1 | -26.5 | 54.62 | 94 | 15 | 21 |
| 9 Apr | 0.00 | 222.7 | 0.4 | 50.17 | 8 | 6 | 6 |
| 8 Apr | 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 |
| 21 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5100 expiring on 15MAY2025
Delta for 5100 PE is -0.28
Historical price for 5100 PE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 106.7, which was -23.2 lower than the previous day. The implied volatity was 42.38, the open interest changed by 1410 which increased total open position to 2727
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 125.6, which was 27.1 higher than the previous day. The implied volatity was 42.05, the open interest changed by -294 which decreased total open position to 1367
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 97.2, which was -49.9 lower than the previous day. The implied volatity was 41.09, the open interest changed by 617 which increased total open position to 1671
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 147, which was -29.6 lower than the previous day. The implied volatity was 40.53, the open interest changed by 826 which increased total open position to 1072
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 175, which was -30.9 lower than the previous day. The implied volatity was 40.79, the open interest changed by 99 which increased total open position to 247
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 201.9, which was -34.9 lower than the previous day. The implied volatity was 44.98, the open interest changed by 12 which increased total open position to 149
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 222, which was -78.1 lower than the previous day. The implied volatity was 48.15, the open interest changed by 116 which increased total open position to 137
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 309.1, which was -26.5 lower than the previous day. The implied volatity was 54.62, the open interest changed by 15 which increased total open position to 21
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 222.7, which was 0.4 higher than the previous day. The implied volatity was 50.17, the open interest changed by 6 which increased total open position to 6
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 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
On 21 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 20 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
