CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Apr 2025 10:54 PM IST
| CRUDEOIL 15MAY2025 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 4.78
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Apr | 0.00 | 369 | 74.9 | 40.25 | 4,859 | -241 | 1,302 | |||
| 21 Apr | 0.00 | 293.1 | -104.4 | 39.86 | 8,221 | 349 | 1,557 | |||
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| 17 Apr | 0.00 | 399.3 | 108.9 | 39.35 | 8,181 | -752 | 1,210 | |||
| 16 Apr | 0.00 | 280.3 | 25.2 | 37.04 | 18,381 | -111 | 1,976 | |||
| 15 Apr | 0.00 | 253 | -34.9 | 37.96 | 5,679 | 1,275 | 2,093 | |||
| 14 Apr | 0.00 | 286.5 | -48.5 | 42.50 | 1,285 | 318 | 818 | |||
| 11 Apr | 0.00 | 340.9 | 46.2 | 46.40 | 2,880 | 157 | 500 | |||
| 10 Apr | 0.00 | 296.8 | -34 | 47.47 | 669 | 175 | 343 | |||
| 9 Apr | 0.00 | 375 | 66.1 | 45.29 | 589 | 163 | 178 | |||
| 8 Apr | 0.00 | 310 | -30.2 | 47.62 | 14 | 8 | 15 | |||
| 7 Apr | 0.00 | 461.2 | 105.5 | 61.83 | 37 | 7 | 7 | |||
| 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 5200 expiring on 15MAY2025
Delta for 5200 CE is 0.70
Historical price for 5200 CE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 369, which was 74.9 higher than the previous day. The implied volatity was 40.25, the open interest changed by -241 which decreased total open position to 1302
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 293.1, which was -104.4 lower than the previous day. The implied volatity was 39.86, the open interest changed by 349 which increased total open position to 1557
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 399.3, which was 108.9 higher than the previous day. The implied volatity was 39.35, the open interest changed by -752 which decreased total open position to 1210
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 280.3, which was 25.2 higher than the previous day. The implied volatity was 37.04, the open interest changed by -111 which decreased total open position to 1976
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 253, which was -34.9 lower than the previous day. The implied volatity was 37.96, the open interest changed by 1275 which increased total open position to 2093
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 286.5, which was -48.5 lower than the previous day. The implied volatity was 42.50, the open interest changed by 318 which increased total open position to 818
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 340.9, which was 46.2 higher than the previous day. The implied volatity was 46.40, the open interest changed by 157 which increased total open position to 500
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 296.8, which was -34 lower than the previous day. The implied volatity was 47.47, the open interest changed by 175 which increased total open position to 343
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 375, which was 66.1 higher than the previous day. The implied volatity was 45.29, the open interest changed by 163 which increased total open position to 178
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 310, which was -30.2 lower than the previous day. The implied volatity was 47.62, the open interest changed by 8 which increased total open position to 15
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 461.2, which was 105.5 higher than the previous day. The implied volatity was 61.83, the open interest changed by 7 which increased total open position to 7
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 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 4.82
Theta: -4.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Apr | 0.00 | 118.5 | -45.9 | 41.81 | 27,968 | 697 | 3,139 |
| 21 Apr | 0.00 | 158.9 | 33.9 | 40.97 | 43,570 | -954 | 2,445 |
| 17 Apr | 0.00 | 123.5 | -59.7 | 40.14 | 38,413 | 839 | 3,434 |
| 16 Apr | 0.00 | 182 | -29.8 | 39.40 | 28,378 | 776 | 2,644 |
| 15 Apr | 0.00 | 211.6 | -32.1 | 39.23 | 7,426 | 1,348 | 1,876 |
| 14 Apr | 0.00 | 235.8 | -35.5 | 42.88 | 1,405 | 222 | 530 |
| 11 Apr | 0.00 | 266.6 | -75.8 | 47.93 | 954 | 285 | 308 |
| 10 Apr | 0.00 | 358.6 | 99.5 | 54.23 | 181 | 16 | 23 |
| 9 Apr | 0.00 | 225 | -98.7 | 43.63 | 19 | 8 | 9 |
| 8 Apr | 0.00 | 323.7 | 96.9 | 48.18 | 1 | 1 | 1 |
| 7 Apr | 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 5200 expiring on 15MAY2025
Delta for 5200 PE is -0.30
Historical price for 5200 PE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 118.5, which was -45.9 lower than the previous day. The implied volatity was 41.81, the open interest changed by 697 which increased total open position to 3139
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 158.9, which was 33.9 higher than the previous day. The implied volatity was 40.97, the open interest changed by -954 which decreased total open position to 2445
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 123.5, which was -59.7 lower than the previous day. The implied volatity was 40.14, the open interest changed by 839 which increased total open position to 3434
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 182, which was -29.8 lower than the previous day. The implied volatity was 39.40, the open interest changed by 776 which increased total open position to 2644
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 211.6, which was -32.1 lower than the previous day. The implied volatity was 39.23, the open interest changed by 1348 which increased total open position to 1876
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 235.8, which was -35.5 lower than the previous day. The implied volatity was 42.88, the open interest changed by 222 which increased total open position to 530
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 266.6, which was -75.8 lower than the previous day. The implied volatity was 47.93, the open interest changed by 285 which increased total open position to 308
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 358.6, which was 99.5 higher than the previous day. The implied volatity was 54.23, the open interest changed by 16 which increased total open position to 23
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 225, which was -98.7 lower than the previous day. The implied volatity was 43.63, the open interest changed by 8 which increased total open position to 9
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 323.7, which was 96.9 higher than the previous day. The implied volatity was 48.18, the open interest changed by 1 which increased total open position to 1
On 7 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 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
