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CRUDEOIL
Crude Oil

6017 87.00 (1.47%)

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Historical option data for CRUDEOIL

20 Dec 2024 11:40 PM IST
CRUDEOIL 15JAN2025 5550 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 479.5 0.00 0.00 0.01 1 0
19 Dec 0.00 479.5 0.00 0.00 0.01 1 0
18 Dec 0.00 479.5 479.50 27.29 0.01 1 1
17 Dec 0.00 0 0.00 0.00 0 0 0
16 Dec 0.00 0 0.00 0.00 0 0 0
13 Dec 0.00 0 0.00 0.00 0 0 0
12 Dec 0.00 0 0.00 0.00 0 0 0
11 Dec 0.00 0 0.00 0.00 0 0 0
10 Dec 0.00 0 0.00 0.00 0 0 0
5 Dec 0.00 0 0.00 0 0 0


For Crude Oil - strike price 5550 expiring on 15JAN2025

Delta for 5550 CE is 0.00

Historical price for 5550 CE is as follows

On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 479.5, 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 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 479.5, 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 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 479.5, which was 479.50 higher than the previous day. The implied volatity was 27.29, the open interest changed by 1 which increased total open position to 1


On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 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 5550 PE
Delta: -0.19
Vega: 4.27
Theta: -2.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 49.9 -2.30 29.54 64.96 127 401
19 Dec 0.00 52.2 9.30 29.22 35.59 200 294
18 Dec 0.00 42.9 -14.10 29.16 11.67 3 97
17 Dec 0.00 57 -2.10 29.11 13.2 106 109
16 Dec 0.00 59.1 59.10 32.11 0.31 3 3
13 Dec 0.00 0 0.00 0.00 0 0 0
12 Dec 0.00 0 0.00 0.00 0 0 0
11 Dec 0.00 0 0.00 0.00 0 0 0
10 Dec 0.00 0 0.00 0.00 0 0 0
5 Dec 0.00 0 0.00 0 0 0


For Crude Oil - strike price 5550 expiring on 15JAN2025

Delta for 5550 PE is -0.19

Historical price for 5550 PE is as follows

On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 49.9, which was -2.30 lower than the previous day. The implied volatity was 29.54, the open interest changed by 127 which increased total open position to 401


On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 52.2, which was 9.30 higher than the previous day. The implied volatity was 29.22, the open interest changed by 200 which increased total open position to 294


On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 42.9, which was -14.10 lower than the previous day. The implied volatity was 29.16, the open interest changed by 3 which increased total open position to 97


On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 57, which was -2.10 lower than the previous day. The implied volatity was 29.11, the open interest changed by 106 which increased total open position to 109


On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 59.1, which was 59.10 higher than the previous day. The implied volatity was 32.11, the open interest changed by 3 which increased total open position to 3


On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0.00 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 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