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CRUDEOIL
Crude Oil

5511 170.00 (3.18%)

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Historical option data for CRUDEOIL

17 Apr 2025 11:29 PM IST
CRUDEOIL 15MAY2025 5250 CE
Delta: 0.68
Vega: 5.49
Theta: -3.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 0.00 361.9 102.9 38.44 4,818 -216 231
16 Apr 0.00 250.5 17.8 36.59 3,594 141 447
15 Apr 0.00 230 -57.1 38.25 1,336 310 312
14 Apr 0.00 248.2 -11.1 40.27 4 2 2
11 Apr 0.00 0 0 0.00 0 0 0
10 Apr 0.00 0 0 0.00 0 0 0
9 Apr 0.00 0 0 0.00 0 0 0
8 Apr 0.00 0 0 0.00 0 0 0
7 Apr 0.00 0 0 0.00 0 0 0
4 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 5250 expiring on 15MAY2025

Delta for 5250 CE is 0.68

Historical price for 5250 CE is as follows

On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 361.9, which was 102.9 higher than the previous day. The implied volatity was 38.44, the open interest changed by -216 which decreased total open position to 231


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250.5, which was 17.8 higher than the previous day. The implied volatity was 36.59, the open interest changed by 141 which increased total open position to 447


On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 230, which was -57.1 lower than the previous day. The implied volatity was 38.25, the open interest changed by 310 which increased total open position to 312


On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 248.2, which was -11.1 lower than the previous day. The implied volatity was 40.27, the open interest changed by 2 which increased total open position to 2


On 11 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 10 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 9 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 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 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 4 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


CRUDEOIL 15MAY2025 5250 PE
Delta: -0.33
Vega: 5.51
Theta: -3.84
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 0.00 137.4 -67.2 39.44 9,270 331 551
16 Apr 0.00 202.9 -34.9 39.02 2,455 159 224
15 Apr 0.00 234.2 -35.4 38.78 565 37 67
14 Apr 0.00 259.6 23.2 42.62 57 32 32
11 Apr 0.00 320 0 0.00 1 2 0
10 Apr 0.00 320 68.5 43.90 1 2 2
9 Apr 0.00 250 0 0.00 1 1 0
8 Apr 0.00 250 0 0.00 1 1 1
7 Apr 0.00 250 0 0.00 1 1 0
4 Apr 0.00 250 176.7 40.48 1 1 1
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 5250 expiring on 15MAY2025

Delta for 5250 PE is -0.33

Historical price for 5250 PE is as follows

On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 137.4, which was -67.2 lower than the previous day. The implied volatity was 39.44, the open interest changed by 331 which increased total open position to 551


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 202.9, which was -34.9 lower than the previous day. The implied volatity was 39.02, the open interest changed by 159 which increased total open position to 224


On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 234.2, which was -35.4 lower than the previous day. The implied volatity was 38.78, the open interest changed by 37 which increased total open position to 67


On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 259.6, which was 23.2 higher than the previous day. The implied volatity was 42.62, the open interest changed by 32 which increased total open position to 32


On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 320, which was 0 lower 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 320, which was 68.5 higher than the previous day. The implied volatity was 43.90, the open interest changed by 2 which increased total open position to 2


On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was 0.00, 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 250, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was 176.7 higher than the previous day. The implied volatity was 40.48, the open interest changed by 1 which increased total open position to 1


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