CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.61
Vega: 5.85
Theta: -3.89
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 296.7 | 85.9 | 37.58 | 13,178 | -65 | 240 | |||
| 16 Apr | 0.00 | 202.3 | 17.5 | 36.69 | 4,887 | 289 | 307 | |||
| 15 Apr | 0.00 | 184.4 | -72.3 | 38.04 | 39 | 10 | 18 | |||
| 14 Apr | 0.00 | 250 | -16.8 | 47.87 | 5 | 3 | 8 | |||
| 11 Apr | 0.00 | 263.5 | 94.6 | 45.49 | 5 | 5 | 5 | |||
| 10 Apr | 0.00 | 270 | 0.9 | 53.44 | 4 | 3 | 0 | |||
| 9 Apr | 0.00 | 270 | -5.4 | 41.10 | 4 | 3 | 0 | |||
| 8 Apr | 0.00 | 281.8 | 30.2 | 53.09 | 3 | 3 | 3 | |||
|
|
||||||||||
| 7 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 5350 expiring on 15MAY2025
Delta for 5350 CE is 0.61
Historical price for 5350 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 296.7, which was 85.9 higher than the previous day. The implied volatity was 37.58, the open interest changed by -65 which decreased total open position to 240
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 202.3, which was 17.5 higher than the previous day. The implied volatity was 36.69, the open interest changed by 289 which increased total open position to 307
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 184.4, which was -72.3 lower than the previous day. The implied volatity was 38.04, the open interest changed by 10 which increased total open position to 18
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was -16.8 lower than the previous day. The implied volatity was 47.87, the open interest changed by 3 which increased total open position to 8
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 263.5, which was 94.6 higher than the previous day. The implied volatity was 45.49, the open interest changed by 5 which increased total open position to 5
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 270, which was 0.9 higher than the previous day. The implied volatity was 53.44, the open interest changed by 3 which increased total open position to 0
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 270, which was -5.4 lower than the previous day. The implied volatity was 41.10, the open interest changed by 3 which increased total open position to 0
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 281.8, which was 30.2 higher than the previous day. The implied volatity was 53.09, the open interest changed by 3 which increased total open position to 3
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 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 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 5.85
Theta: -4.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 174 | -77.7 | 38.83 | 13,326 | 457 | 601 |
| 16 Apr | 0.00 | 251.4 | -49.3 | 38.54 | 1,887 | 149 | 150 |
| 15 Apr | 0.00 | 304.4 | 19.9 | 41.21 | 7 | 1 | 1 |
| 14 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 |
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5350 expiring on 15MAY2025
Delta for 5350 PE is -0.39
Historical price for 5350 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 174, which was -77.7 lower than the previous day. The implied volatity was 38.83, the open interest changed by 457 which increased total open position to 601
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 251.4, which was -49.3 lower than the previous day. The implied volatity was 38.54, the open interest changed by 149 which increased total open position to 150
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 304.4, which was 19.9 higher than the previous day. The implied volatity was 41.21, the open interest changed by 1 which increased total open position to 1
On 14 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 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 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
