CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 4.97
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 428.1 | 107.6 | 38.30 | 613 | 35 | 45 | |||
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| 16 Apr | 0.00 | 320 | 5.6 | 38.95 | 30 | 2 | 10 | |||
| 15 Apr | 0.00 | 308.6 | 28.4 | 42.91 | 15 | 8 | 8 | |||
| 14 Apr | 0.00 | 363.2 | 30.8 | 0.00 | 8 | -2 | 0 | |||
| 11 Apr | 0.00 | 363.2 | 65.6 | 45.73 | 8 | -2 | 1 | |||
| 10 Apr | 0.00 | 297.6 | -6.6 | 43.87 | 2 | 1 | 3 | |||
| 9 Apr | 0.00 | 325.1 | 45.7 | 32.92 | 3 | 2 | 2 | |||
| 8 Apr | 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 5150 expiring on 15MAY2025
Delta for 5150 CE is 0.74
Historical price for 5150 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 428.1, which was 107.6 higher than the previous day. The implied volatity was 38.30, the open interest changed by 35 which increased total open position to 45
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 320, which was 5.6 higher than the previous day. The implied volatity was 38.95, the open interest changed by 2 which increased total open position to 10
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 308.6, which was 28.4 higher than the previous day. The implied volatity was 42.91, 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 363.2, which was 30.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 363.2, which was 65.6 higher than the previous day. The implied volatity was 45.73, the open interest changed by -2 which decreased total open position to 1
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 297.6, which was -6.6 lower than the previous day. The implied volatity was 43.87, the open interest changed by 1 which increased total open position to 3
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 325.1, which was 45.7 higher than the previous day. The implied volatity was 32.92, the open interest changed by 2 which increased total open position to 2
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 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 5150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 5.06
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 110 | -52.9 | 40.67 | 5,519 | 274 | 336 |
| 16 Apr | 0.00 | 162.3 | -36.7 | 39.71 | 601 | 59 | 62 |
| 15 Apr | 0.00 | 180 | -0.8 | 37.88 | 3 | 3 | 3 |
| 14 Apr | 0.00 | 250.8 | 0.4 | 0.00 | 2 | 2 | 0 |
| 11 Apr | 0.00 | 250.8 | 0.4 | 0.00 | 2 | 2 | 0 |
| 10 Apr | 0.00 | 250.8 | 0.4 | 41.50 | 2 | 2 | 0 |
| 9 Apr | 0.00 | 250.8 | 4.1 | 50.92 | 2 | 1 | 1 |
| 8 Apr | 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 5150 expiring on 15MAY2025
Delta for 5150 PE is -0.27
Historical price for 5150 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 110, which was -52.9 lower than the previous day. The implied volatity was 40.67, the open interest changed by 274 which increased total open position to 336
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 162.3, which was -36.7 lower than the previous day. The implied volatity was 39.71, the open interest changed by 59 which increased total open position to 62
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 180, which was -0.8 lower than the previous day. The implied volatity was 37.88, the open interest changed by 3 which increased total open position to 3
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250.8, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250.8, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250.8, which was 0.4 higher than the previous day. The implied volatity was 41.50, the open interest changed by 2 which increased total open position to 0
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250.8, which was 4.1 higher than the previous day. The implied volatity was 50.92, the open interest changed by 1 which increased total open position to 1
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 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
