CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Apr 2025 06:04 PM IST
| CRUDEOIL 15MAY2025 5250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 5.15
Theta: -4.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Apr | 0.00 | 308 | 43.8 | 40.34 | 809 | -55 | 214 | |||
| 21 Apr | 0.00 | 263.1 | -99.2 | 39.52 | 4,191 | 48 | 272 | |||
| 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 | |||
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| 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 0.64
Historical price for 5250 CE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 308, which was 43.8 higher than the previous day. The implied volatity was 40.34, the open interest changed by -55 which decreased total open position to 214
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 263.1, which was -99.2 lower than the previous day. The implied volatity was 39.52, the open interest changed by 48 which increased total open position to 272
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 | |||||||
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Delta: -0.36
Vega: 5.16
Theta: -4.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Apr | 0.00 | 147 | -34.9 | 40.53 | 3,695 | 93 | 832 |
| 21 Apr | 0.00 | 177.5 | 37.9 | 40.35 | 20,252 | 195 | 744 |
| 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 -0.36
Historical price for 5250 PE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 147, which was -34.9 lower than the previous day. The implied volatity was 40.53, the open interest changed by 93 which increased total open position to 832
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 177.5, which was 37.9 higher than the previous day. The implied volatity was 40.35, the open interest changed by 195 which increased total open position to 744
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
