CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
21 Apr 2025 11:29 PM IST
CRUDEOIL 15MAY2025 5450 CE | ||||||||||
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Delta: 0.44
Vega: 5.43
Theta: -4.31
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.56
Vega: 5.43
Theta: -4.39
Gamma: 0.00
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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