CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5400 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 555 | 0.00 | 0.00 | 0.02 | 1 | 0 | |||
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| 19 Dec | 0.00 | 555 | 0.00 | 0.00 | 0.02 | 1 | 0 | |||
| 18 Dec | 0.00 | 555 | 0.00 | 0.00 | 0.02 | 1 | 0 | |||
| 17 Dec | 0.00 | 555 | 555.00 | 28.48 | 0.02 | 1 | 1 | |||
| 16 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 5400 expiring on 15JAN2025
Delta for 5400 CE is 0.00
Historical price for 5400 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 555, which was 0.00 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 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 555, which was 0.00 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 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 555, which was 0.00 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 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 555, which was 555.00 higher than the previous day. The implied volatity was 28.48, the open interest changed by 1 which increased total open position to 1
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 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 15JAN2025 5400 PE | |||||||
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Delta: -0.12
Vega: 3.16
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 29.9 | -1.10 | 31.04 | 203.09 | 198 | 801 |
| 19 Dec | 0.00 | 31 | 5.60 | 30.54 | 52.74 | -6 | 640 |
| 18 Dec | 0.00 | 25.4 | -7.20 | 30.49 | 39.93 | 50 | 800 |
| 17 Dec | 0.00 | 32.6 | -6.40 | 29.84 | 54.57 | 737 | 797 |
| 16 Dec | 0.00 | 39 | 33.80 | 3.06 | 58 | 58 | |
For Crude Oil - strike price 5400 expiring on 15JAN2025
Delta for 5400 PE is -0.12
Historical price for 5400 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 29.9, which was -1.10 lower than the previous day. The implied volatity was 31.04, the open interest changed by 198 which increased total open position to 801
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 31, which was 5.60 higher than the previous day. The implied volatity was 30.54, the open interest changed by -6 which decreased total open position to 640
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 25.4, which was -7.20 lower than the previous day. The implied volatity was 30.49, the open interest changed by 50 which increased total open position to 800
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 32.6, which was -6.40 lower than the previous day. The implied volatity was 29.84, the open interest changed by 737 which increased total open position to 797
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 39, which was lower than the previous day. The implied volatity was 33.80, the open interest changed by 58 which increased total open position to 58
