CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 6.07
Theta: -3.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 193.2 | 60.6 | 37.02 | 14,686 | 412 | 505 | |||
| 16 Apr | 0.00 | 129.9 | 20.8 | 37.45 | 781 | 46 | 96 | |||
| 15 Apr | 0.00 | 108.3 | -34.5 | 36.77 | 120 | 48 | 50 | |||
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| 14 Apr | 0.00 | 148.6 | 8.3 | 43.12 | 5 | 2 | 2 | |||
| 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 | |||
| 3 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 5550 expiring on 15MAY2025
Delta for 5550 CE is 0.47
Historical price for 5550 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 193.2, which was 60.6 higher than the previous day. The implied volatity was 37.02, the open interest changed by 412 which increased total open position to 505
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 129.9, which was 20.8 higher than the previous day. The implied volatity was 37.45, the open interest changed by 46 which increased total open position to 96
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 108.3, which was -34.5 lower than the previous day. The implied volatity was 36.77, the open interest changed by 48 which increased total open position to 50
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 148.6, which was 8.3 higher than the previous day. The implied volatity was 43.12, the open interest changed by 2 which increased total open position to 2
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 3 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 5550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 6.07
Theta: -4.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 267.4 | -195.8 | 37.71 | 1,554 | 57 | 58 |
| 16 Apr | 0.00 | 451.9 | 47 | 52.04 | 4 | 1 | 1 |
| 15 Apr | 0.00 | 416.6 | 0 | 0.00 | 1 | 1 | 0 |
| 14 Apr | 0.00 | 416.6 | 0 | 0.00 | 1 | 1 | 0 |
| 11 Apr | 0.00 | 416.6 | 0 | 0.00 | 1 | 1 | 0 |
| 10 Apr | 0.00 | 416.6 | 0 | 0.00 | 1 | 1 | 0 |
| 9 Apr | 0.00 | 416.6 | 0 | 0.00 | 1 | 1 | 0 |
| 8 Apr | 0.00 | 416.6 | 0 | 0.00 | 1 | 1 | 1 |
| 7 Apr | 0.00 | 416.6 | 0 | 0.00 | 1 | 1 | 0 |
| 4 Apr | 0.00 | 416.6 | 248.1 | 40.02 | 1 | 1 | 1 |
| 3 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 5550 expiring on 15MAY2025
Delta for 5550 PE is -0.53
Historical price for 5550 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 267.4, which was -195.8 lower than the previous day. The implied volatity was 37.71, the open interest changed by 57 which increased total open position to 58
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 451.9, which was 47 higher than the previous day. The implied volatity was 52.04, 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 416.6, which was 0 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 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.6, which was 0 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 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.6, which was 0 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 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.6, which was 0 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 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.6, which was 0 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 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 1
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.6, which was 0 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 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 416.6, which was 248.1 higher than the previous day. The implied volatity was 40.02, the open interest changed by 1 which increased total open position to 1
On 3 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
