CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Apr 2025 05:04 PM IST
| CRUDEOIL 15MAY2025 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 5.46
Theta: -4.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Apr | 0.00 | 172.9 | 28.6 | 37.92 | 19,465 | -16 | 6,414 | |||
| 21 Apr | 0.00 | 144.6 | -71.6 | 38.63 | 65,282 | 4,006 | 6,575 | |||
| 17 Apr | 0.00 | 216.5 | 67.8 | 37.17 | 72,533 | -645 | 2,605 | |||
| 16 Apr | 0.00 | 143.6 | 17.3 | 36.91 | 25,154 | -305 | 3,283 | |||
| 15 Apr | 0.00 | 125 | -26.4 | 37.11 | 8,687 | 1,231 | 3,584 | |||
| 14 Apr | 0.00 | 153 | -40.8 | 41.12 | 5,305 | 1,158 | 2,355 | |||
| 11 Apr | 0.00 | 196.5 | 29.6 | 44.33 | 5,244 | -56 | 1,210 | |||
| 10 Apr | 0.00 | 170 | -26.9 | 45.72 | 3,562 | 469 | 1,265 | |||
| 9 Apr | 0.00 | 225.6 | 35.8 | 44.02 | 3,264 | 357 | 827 | |||
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| 8 Apr | 0.00 | 186 | -46.1 | 46.62 | 925 | 300 | 449 | |||
| 7 Apr | 0.00 | 230 | -12.1 | 46.97 | 332 | 27 | 149 | |||
| 4 Apr | 0.00 | 243 | -127.2 | 44.35 | 280 | 120 | 122 | |||
| 3 Apr | 0.00 | 369.2 | -256.9 | 31.91 | 2 | 2 | 2 | |||
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 5500 expiring on 15MAY2025
Delta for 5500 CE is 0.46
Historical price for 5500 CE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 172.9, which was 28.6 higher than the previous day. The implied volatity was 37.92, the open interest changed by -16 which decreased total open position to 6414
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 144.6, which was -71.6 lower than the previous day. The implied volatity was 38.63, the open interest changed by 4006 which increased total open position to 6575
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 216.5, which was 67.8 higher than the previous day. The implied volatity was 37.17, the open interest changed by -645 which decreased total open position to 2605
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 143.6, which was 17.3 higher than the previous day. The implied volatity was 36.91, the open interest changed by -305 which decreased total open position to 3283
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 125, which was -26.4 lower than the previous day. The implied volatity was 37.11, the open interest changed by 1231 which increased total open position to 3584
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 153, which was -40.8 lower than the previous day. The implied volatity was 41.12, the open interest changed by 1158 which increased total open position to 2355
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 196.5, which was 29.6 higher than the previous day. The implied volatity was 44.33, the open interest changed by -56 which decreased total open position to 1210
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 170, which was -26.9 lower than the previous day. The implied volatity was 45.72, the open interest changed by 469 which increased total open position to 1265
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 225.6, which was 35.8 higher than the previous day. The implied volatity was 44.02, the open interest changed by 357 which increased total open position to 827
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 186, which was -46.1 lower than the previous day. The implied volatity was 46.62, the open interest changed by 300 which increased total open position to 449
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 230, which was -12.1 lower than the previous day. The implied volatity was 46.97, the open interest changed by 27 which increased total open position to 149
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 243, which was -127.2 lower than the previous day. The implied volatity was 44.35, the open interest changed by 120 which increased total open position to 122
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 369.2, which was -256.9 lower than the previous day. The implied volatity was 31.91, the open interest changed by 2 which increased total open position to 2
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 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 5.47
Theta: -4.52
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Apr | 0.00 | 256.4 | -56.2 | 38.92 | 5,190 | 350 | 1,771 |
| 21 Apr | 0.00 | 307 | 62 | 39.08 | 17,783 | 40 | 1,416 |
| 17 Apr | 0.00 | 240.5 | -91.1 | 37.82 | 21,701 | 977 | 1,398 |
| 16 Apr | 0.00 | 328 | -53 | 36.29 | 1,157 | 93 | 423 |
| 15 Apr | 0.00 | 383.2 | -29.5 | 38.40 | 373 | 224 | 330 |
| 14 Apr | 0.00 | 402.6 | -17.6 | 41.57 | 155 | 11 | 106 |
| 11 Apr | 0.00 | 413 | -45.3 | 44.41 | 81 | 14 | 95 |
| 10 Apr | 0.00 | 481.3 | 73.3 | 44.46 | 11 | 0 | 81 |
| 9 Apr | 0.00 | 380 | -118.3 | 42.88 | 74 | 4 | 80 |
| 8 Apr | 0.00 | 486.5 | 129.4 | 45.11 | 68 | 23 | 76 |
| 7 Apr | 0.00 | 416.1 | 32.5 | 42.49 | 19 | -1 | 53 |
| 4 Apr | 0.00 | 411.4 | 254.2 | 43.84 | 70 | 10 | 54 |
| 3 Apr | 0.00 | 177.1 | 169.8 | 35.94 | 49 | 44 | 44 |
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5500 expiring on 15MAY2025
Delta for 5500 PE is -0.54
Historical price for 5500 PE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 256.4, which was -56.2 lower than the previous day. The implied volatity was 38.92, the open interest changed by 350 which increased total open position to 1771
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 307, which was 62 higher than the previous day. The implied volatity was 39.08, the open interest changed by 40 which increased total open position to 1416
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 240.5, which was -91.1 lower than the previous day. The implied volatity was 37.82, the open interest changed by 977 which increased total open position to 1398
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 328, which was -53 lower than the previous day. The implied volatity was 36.29, the open interest changed by 93 which increased total open position to 423
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 383.2, which was -29.5 lower than the previous day. The implied volatity was 38.40, the open interest changed by 224 which increased total open position to 330
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 402.6, which was -17.6 lower than the previous day. The implied volatity was 41.57, the open interest changed by 11 which increased total open position to 106
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 413, which was -45.3 lower than the previous day. The implied volatity was 44.41, the open interest changed by 14 which increased total open position to 95
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 481.3, which was 73.3 higher than the previous day. The implied volatity was 44.46, the open interest changed by 0 which decreased total open position to 81
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 380, which was -118.3 lower than the previous day. The implied volatity was 42.88, the open interest changed by 4 which increased total open position to 80
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 486.5, which was 129.4 higher than the previous day. The implied volatity was 45.11, the open interest changed by 23 which increased total open position to 76
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.1, which was 32.5 higher than the previous day. The implied volatity was 42.49, the open interest changed by -1 which decreased total open position to 53
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 411.4, which was 254.2 higher than the previous day. The implied volatity was 43.84, the open interest changed by 10 which increased total open position to 54
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 177.1, which was 169.8 higher than the previous day. The implied volatity was 35.94, the open interest changed by 44 which increased total open position to 44
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
