CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Apr 2025 01:19 PM IST
| CRUDEOIL 15MAY2025 5400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 5.48
Theta: -4.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Apr | 0.00 | 211.5 | 26.8 | 38.18 | 13,860 | -756 | 8,672 | |||
| 21 Apr | 0.00 | 184 | -82.5 | 38.53 | 78,763 | 4,429 | 9,458 | |||
| 17 Apr | 0.00 | 267 | 80.3 | 37.24 | 85,640 | 2,555 | 5,061 | |||
| 16 Apr | 0.00 | 178.2 | 17.3 | 36.29 | 31,045 | 989 | 2,522 | |||
| 15 Apr | 0.00 | 158.8 | -30 | 37.03 | 4,221 | 683 | 1,539 | |||
| 14 Apr | 0.00 | 189 | -44.8 | 41.17 | 2,548 | 719 | 858 | |||
| 11 Apr | 0.00 | 238.2 | 33.7 | 44.85 | 820 | 120 | 139 | |||
| 10 Apr | 0.00 | 202.2 | 9.4 | 45.70 | 36 | 15 | 19 | |||
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| 9 Apr | 0.00 | 212.7 | -4.3 | 34.49 | 11 | 3 | 4 | |||
| 8 Apr | 0.00 | 217 | -13.2 | 46.10 | 1 | 1 | 1 | |||
| 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 5400 expiring on 15MAY2025
Delta for 5400 CE is 0.52
Historical price for 5400 CE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 211.5, which was 26.8 higher than the previous day. The implied volatity was 38.18, the open interest changed by -756 which decreased total open position to 8672
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 184, which was -82.5 lower than the previous day. The implied volatity was 38.53, the open interest changed by 4429 which increased total open position to 9458
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 267, which was 80.3 higher than the previous day. The implied volatity was 37.24, the open interest changed by 2555 which increased total open position to 5061
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 178.2, which was 17.3 higher than the previous day. The implied volatity was 36.29, the open interest changed by 989 which increased total open position to 2522
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 158.8, which was -30 lower than the previous day. The implied volatity was 37.03, the open interest changed by 683 which increased total open position to 1539
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 189, which was -44.8 lower than the previous day. The implied volatity was 41.17, the open interest changed by 719 which increased total open position to 858
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 238.2, which was 33.7 higher than the previous day. The implied volatity was 44.85, the open interest changed by 120 which increased total open position to 139
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 202.2, which was 9.4 higher than the previous day. The implied volatity was 45.70, the open interest changed by 15 which increased total open position to 19
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 212.7, which was -4.3 lower than the previous day. The implied volatity was 34.49, the open interest changed by 3 which increased total open position to 4
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 217, which was -13.2 lower than the previous day. The implied volatity was 46.10, 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 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 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 5.48
Theta: -4.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Apr | 0.00 | 212.6 | -42.8 | 39.20 | 4,939 | 200 | 4,382 |
| 21 Apr | 0.00 | 248.3 | 50.5 | 39.31 | 54,112 | 1,143 | 4,206 |
| 17 Apr | 0.00 | 193.6 | -83.6 | 38.34 | 58,897 | 2,064 | 3,137 |
| 16 Apr | 0.00 | 276.2 | -41.6 | 37.96 | 7,131 | 673 | 1,087 |
| 15 Apr | 0.00 | 310.8 | -29.6 | 37.20 | 726 | 224 | 414 |
| 14 Apr | 0.00 | 338 | 18.7 | 41.50 | 650 | 190 | 190 |
| 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 5400 expiring on 15MAY2025
Delta for 5400 PE is -0.48
Historical price for 5400 PE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 212.6, which was -42.8 lower than the previous day. The implied volatity was 39.20, the open interest changed by 200 which increased total open position to 4382
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 248.3, which was 50.5 higher than the previous day. The implied volatity was 39.31, the open interest changed by 1143 which increased total open position to 4206
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 193.6, which was -83.6 lower than the previous day. The implied volatity was 38.34, the open interest changed by 2064 which increased total open position to 3137
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 276.2, which was -41.6 lower than the previous day. The implied volatity was 37.96, the open interest changed by 673 which increased total open position to 1087
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 310.8, which was -29.6 lower than the previous day. The implied volatity was 37.20, the open interest changed by 224 which increased total open position to 414
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 338, which was 18.7 higher than the previous day. The implied volatity was 41.50, the open interest changed by 190 which increased total open position to 190
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
