`
[--[65.84.65.76]--]
CRUDEOIL
Crude Oil

5380 -133.00 (-2.41%)

Back to Option Chain


Historical option data for CRUDEOIL

22 Apr 2025 10:24 PM IST
CRUDEOIL 15MAY2025 5550 CE
Delta: 0.48
Vega: 5.53
Theta: -4.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Apr 0.00 185 57.7 37.99 15,359 247 1,443
21 Apr 0.00 126.2 -67.4 38.43 21,455 785 1,247
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
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 0.48

Historical price for 5550 CE is as follows

On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 185, which was 57.7 higher than the previous day. The implied volatity was 37.99, the open interest changed by 247 which increased total open position to 1443


On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 126.2, which was -67.4 lower than the previous day. The implied volatity was 38.43, the open interest changed by 785 which increased total open position to 1247


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: -0.52
Vega: 5.53
Theta: -4.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Apr 0.00 241.8 -100.8 38.31 1,093 20 206
21 Apr 0.00 340.1 69.4 39.19 1,291 129 185
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 -0.52

Historical price for 5550 PE is as follows

On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 241.8, which was -100.8 lower than the previous day. The implied volatity was 38.31, the open interest changed by 20 which increased total open position to 206


On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 340.1, which was 69.4 higher than the previous day. The implied volatity was 39.19, the open interest changed by 129 which increased total open position to 185


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