CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 4.13
Theta: -2.54
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 488.2 | 28.20 | 32.28 | 1.5 | 5 | 25 | |||
| 19 Dec | 0.00 | 460 | -64.70 | 25.97 | 0.23 | 10 | 20 | |||
| 18 Dec | 0.00 | 524.7 | 72.70 | 28.08 | 0.3 | 0 | 10 | |||
| 17 Dec | 0.00 | 452 | -93.00 | 23.55 | 0.07 | 6 | 10 | |||
| 16 Dec | 0.00 | 545 | 130.20 | 30.65 | 0.07 | 4 | 4 | |||
|
|
||||||||||
| 13 Dec | 0.00 | 414.8 | 0.00 | 0.00 | 0.01 | 1 | 0 | |||
| 12 Dec | 0.00 | 414.8 | 0.00 | 0.00 | 0.01 | 1 | 0 | |||
| 11 Dec | 0.00 | 414.8 | 0.00 | 0.00 | 0.01 | 1 | 0 | |||
| 10 Dec | 0.00 | 414.8 | 414.80 | 27.75 | 0.01 | 1 | 1 | |||
| 5 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 5500 expiring on 15JAN2025
Delta for 5500 CE is 0.82
Historical price for 5500 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 488.2, which was 28.20 higher than the previous day. The implied volatity was 32.28, the open interest changed by 5 which increased total open position to 25
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 460, which was -64.70 lower than the previous day. The implied volatity was 25.97, the open interest changed by 10 which increased total open position to 20
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 524.7, which was 72.70 higher than the previous day. The implied volatity was 28.08, the open interest changed by 0 which decreased total open position to 10
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 452, which was -93.00 lower than the previous day. The implied volatity was 23.55, the open interest changed by 6 which increased total open position to 10
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 545, which was 130.20 higher than the previous day. The implied volatity was 30.65, the open interest changed by 4 which increased total open position to 4
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 414.8, 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 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 414.8, 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 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 414.8, 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 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 414.8, which was 414.80 higher than the previous day. The implied volatity was 27.75, the open interest changed by 1 which increased total open position to 1
On 5 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 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 3.91
Theta: -2.25
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 42.9 | -1.80 | 30.22 | 301.29 | 418 | 2,291 |
| 19 Dec | 0.00 | 44.7 | 7.90 | 29.82 | 178.5 | -422 | 1,932 |
| 18 Dec | 0.00 | 36.8 | -11.20 | 29.78 | 123.56 | 1,138 | 2,498 |
| 17 Dec | 0.00 | 48 | -2.20 | 29.44 | 224.79 | 99 | 1,451 |
| 16 Dec | 0.00 | 50.2 | -2.00 | 32.38 | 64.03 | 1,083 | 1,426 |
| 13 Dec | 0.00 | 52.2 | -4.80 | 32.14 | 9.79 | 204 | 344 |
| 12 Dec | 0.00 | 57 | -9.00 | 30.87 | 7.03 | 83 | 138 |
| 11 Dec | 0.00 | 66 | -34.00 | 30.37 | 5.22 | 72 | 72 |
| 10 Dec | 0.00 | 100 | 0.00 | 0.00 | 0.02 | 2 | 0 |
| 5 Dec | 0.00 | 100 | 28.78 | 0.02 | 2 | 2 | |
For Crude Oil - strike price 5500 expiring on 15JAN2025
Delta for 5500 PE is -0.16
Historical price for 5500 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 42.9, which was -1.80 lower than the previous day. The implied volatity was 30.22, the open interest changed by 418 which increased total open position to 2291
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 44.7, which was 7.90 higher than the previous day. The implied volatity was 29.82, the open interest changed by -422 which decreased total open position to 1932
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 36.8, which was -11.20 lower than the previous day. The implied volatity was 29.78, the open interest changed by 1138 which increased total open position to 2498
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 48, which was -2.20 lower than the previous day. The implied volatity was 29.44, the open interest changed by 99 which increased total open position to 1451
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 50.2, which was -2.00 lower than the previous day. The implied volatity was 32.38, the open interest changed by 1083 which increased total open position to 1426
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 52.2, which was -4.80 lower than the previous day. The implied volatity was 32.14, the open interest changed by 204 which increased total open position to 344
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 57, which was -9.00 lower than the previous day. The implied volatity was 30.87, the open interest changed by 83 which increased total open position to 138
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 66, which was -34.00 lower than the previous day. The implied volatity was 30.37, the open interest changed by 72 which increased total open position to 72
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 100, which was lower than the previous day. The implied volatity was 28.78, the open interest changed by 2 which increased total open position to 2
