CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 5.68
Theta: -3.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 327.5 | 93.8 | 37.83 | 38,279 | -1,193 | 1,877 | |||
| 16 Apr | 0.00 | 225.8 | 20.3 | 36.69 | 47,450 | 47 | 3,089 | |||
| 15 Apr | 0.00 | 202.8 | -33.9 | 37.56 | 11,648 | 1,763 | 3,042 | |||
| 14 Apr | 0.00 | 235 | -51.8 | 41.88 | 3,691 | 1,108 | 1,279 | |||
| 11 Apr | 0.00 | 292.2 | 52.8 | 46.45 | 1,362 | 101 | 170 | |||
| 10 Apr | 0.00 | 240.1 | -51 | 45.42 | 184 | 39 | 69 | |||
| 9 Apr | 0.00 | 336.6 | 124.1 | 47.48 | 58 | 14 | 19 | |||
| 8 Apr | 0.00 | 230 | 2.2 | 0.00 | 4 | 0 | 5 | |||
| 7 Apr | 0.00 | 230 | -52.7 | 34.83 | 4 | 3 | 5 | |||
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| 4 Apr | 0.00 | 270 | -231.1 | 35.98 | 2 | 2 | 2 | |||
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 5300 expiring on 15MAY2025
Delta for 5300 CE is 0.64
Historical price for 5300 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 327.5, which was 93.8 higher than the previous day. The implied volatity was 37.83, the open interest changed by -1193 which decreased total open position to 1877
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 225.8, which was 20.3 higher than the previous day. The implied volatity was 36.69, the open interest changed by 47 which increased total open position to 3089
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 202.8, which was -33.9 lower than the previous day. The implied volatity was 37.56, the open interest changed by 1763 which increased total open position to 3042
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 235, which was -51.8 lower than the previous day. The implied volatity was 41.88, the open interest changed by 1108 which increased total open position to 1279
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 292.2, which was 52.8 higher than the previous day. The implied volatity was 46.45, the open interest changed by 101 which increased total open position to 170
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 240.1, which was -51 lower than the previous day. The implied volatity was 45.42, the open interest changed by 39 which increased total open position to 69
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 336.6, which was 124.1 higher than the previous day. The implied volatity was 47.48, the open interest changed by 14 which increased total open position to 19
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 230, which was 2.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 5
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 230, which was -52.7 lower than the previous day. The implied volatity was 34.83, the open interest changed by 3 which increased total open position to 5
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 270, which was -231.1 lower than the previous day. The implied volatity was 35.98, the open interest changed by 2 which increased total open position to 2
On 20 Mar 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 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 5.70
Theta: -3.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 154.8 | -71.1 | 39.12 | 57,205 | 1,053 | 3,950 |
| 16 Apr | 0.00 | 225.1 | -35.3 | 38.58 | 34,141 | 1,563 | 2,928 |
| 15 Apr | 0.00 | 258 | -27.3 | 38.25 | 6,377 | 843 | 1,371 |
| 14 Apr | 0.00 | 279.8 | -33.9 | 41.53 | 2,179 | 440 | 534 |
| 11 Apr | 0.00 | 313.1 | -68 | 47.21 | 299 | 88 | 94 |
| 10 Apr | 0.00 | 353.1 | 75.2 | 44.55 | 17 | 6 | 6 |
| 9 Apr | 0.00 | 369.4 | 67 | 0.00 | 4 | 0 | 0 |
| 8 Apr | 0.00 | 369.4 | 67 | 0.00 | 4 | 0 | 4 |
| 7 Apr | 0.00 | 369.4 | 101 | 52.94 | 4 | 1 | 4 |
| 4 Apr | 0.00 | 272 | 172 | 40.13 | 5 | 3 | 3 |
| 20 Mar | 0.00 | 35 | 11 | 24.10 | 1 | 1 | 1 |
For Crude Oil - strike price 5300 expiring on 15MAY2025
Delta for 5300 PE is -0.36
Historical price for 5300 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 154.8, which was -71.1 lower than the previous day. The implied volatity was 39.12, the open interest changed by 1053 which increased total open position to 3950
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 225.1, which was -35.3 lower than the previous day. The implied volatity was 38.58, the open interest changed by 1563 which increased total open position to 2928
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 258, which was -27.3 lower than the previous day. The implied volatity was 38.25, the open interest changed by 843 which increased total open position to 1371
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 279.8, which was -33.9 lower than the previous day. The implied volatity was 41.53, the open interest changed by 440 which increased total open position to 534
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 313.1, which was -68 lower than the previous day. The implied volatity was 47.21, the open interest changed by 88 which increased total open position to 94
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 353.1, which was 75.2 higher than the previous day. The implied volatity was 44.55, the open interest changed by 6 which increased total open position to 6
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 369.4, which was 67 higher 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 369.4, which was 67 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 369.4, which was 101 higher than the previous day. The implied volatity was 52.94, the open interest changed by 1 which increased total open position to 4
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 272, which was 172 higher than the previous day. The implied volatity was 40.13, the open interest changed by 3 which increased total open position to 3
On 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 35, which was 11 higher than the previous day. The implied volatity was 24.10, the open interest changed by 1 which increased total open position to 1
