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[--[65.84.65.76]--]
CRUDEOIL
Crude Oil

5380 -133.00 (-2.41%)

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Historical option data for CRUDEOIL

21 Apr 2025 11:29 PM IST
CRUDEOIL 15MAY2025 5450 CE
Delta: 0.44
Vega: 5.43
Theta: -4.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Apr 0.00 163.1 -77.4 38.52 15,473 752 1,033
17 Apr 0.00 242 75.1 37.39 21,816 146 300
16 Apr 0.00 158.7 12.4 36.36 1,297 160 165
15 Apr 0.00 139.3 -8.2 36.76 20 5 5
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 5450 expiring on 15MAY2025

Delta for 5450 CE is 0.44

Historical price for 5450 CE is as follows

On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 163.1, which was -77.4 lower than the previous day. The implied volatity was 38.52, the open interest changed by 752 which increased total open position to 1033


On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 242, which was 75.1 higher than the previous day. The implied volatity was 37.39, the open interest changed by 146 which increased total open position to 300


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 158.7, which was 12.4 higher than the previous day. The implied volatity was 36.36, the open interest changed by 160 which increased total open position to 165


On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 139.3, which was -8.2 lower than the previous day. The implied volatity was 36.76, the open interest changed by 5 which increased total open position to 5


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


CRUDEOIL 15MAY2025 5450 PE
Delta: -0.56
Vega: 5.43
Theta: -4.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Apr 0.00 276.7 56.5 39.18 2,979 -239 105
17 Apr 0.00 216.1 -98.1 38.07 7,125 352 353
16 Apr 0.00 368.5 32.2 48.48 3 1 1
15 Apr 0.00 0 0 0.00 0 0 0
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 5450 expiring on 15MAY2025

Delta for 5450 PE is -0.56

Historical price for 5450 PE is as follows

On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 276.7, which was 56.5 higher than the previous day. The implied volatity was 39.18, the open interest changed by -239 which decreased total open position to 105


On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 216.1, which was -98.1 lower than the previous day. The implied volatity was 38.07, the open interest changed by 352 which increased total open position to 353


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 368.5, which was 32.2 higher than the previous day. The implied volatity was 48.48, the open interest changed by 1 which increased total open position to 1


On 15 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 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