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Related Pages for CRUDEOIL
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CRUDEOIL
Crude Oil
5380 -133.00 (-2.41%)

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Historical option data for CRUDEOIL

22 Apr 2025 11:49 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
CRUDEOIL 15MAY2025 5600 CE
Delta: 0.36
Vega: 5.10
Theta: -4.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Apr 0.00 120.3 8.1 38.47 2,074 -284 2,725
21 Apr 0.00 111.5 -60.9 38.64 36,404 1,458 3,033
17 Apr 0.00 173.2 56.7 37.13 35,749 564 1,587
16 Apr 0.00 111.2 13.6 36.82 10,767 7 1,023
15 Apr 0.00 95.7 -21.3 36.92 3,147 319 1,015
14 Apr 0.00 117 -40.4 40.08 1,752 572 697
11 Apr 0.00 160.1 22.9 43.84 1,122 76 123
10 Apr 0.00 139 1.4 45.38 125 40 47
9 Apr 0.00 149 33.7 37.73 20 5 7
8 Apr 0.00 255.7 0 0.00 1 2 2
7 Apr 0.00 255.7 0 0.00 1 1 0
4 Apr 0.00 255.7 -71.4 51.47 1 1 2
3 Apr 0.00 327.1 -206.6 34.14 1 1 1
20 Mar 0.00 0 0 0.00 0 0 0

For Crude Oil - strike price 5600 expiring on 15MAY2025

Delta for 5600 CE is 0.36

Historical price for 5600 CE is as follows

On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 120.3, which was 8.1 higher than the previous day. The implied volatity was 38.47, the open interest changed by -284 which decreased total open position to 2725


On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 111.5, which was -60.9 lower than the previous day. The implied volatity was 38.64, the open interest changed by 1458 which increased total open position to 3033


On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 173.2, which was 56.7 higher than the previous day. The implied volatity was 37.13, the open interest changed by 564 which increased total open position to 1587


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 111.2, which was 13.6 higher than the previous day. The implied volatity was 36.82, the open interest changed by 7 which increased total open position to 1023


On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 95.7, which was -21.3 lower than the previous day. The implied volatity was 36.92, the open interest changed by 319 which increased total open position to 1015


On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 117, which was -40.4 lower than the previous day. The implied volatity was 40.08, the open interest changed by 572 which increased total open position to 697


On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 160.1, which was 22.9 higher than the previous day. The implied volatity was 43.84, the open interest changed by 76 which increased total open position to 123


On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 139, which was 1.4 higher than the previous day. The implied volatity was 45.38, the open interest changed by 40 which increased total open position to 47


On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 149, which was 33.7 higher than the previous day. The implied volatity was 37.73, the open interest changed by 5 which increased total open position to 7


On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 255.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 2


On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 255.7, 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 255.7, which was -71.4 lower than the previous day. The implied volatity was 51.47, the open interest changed by 1 which increased total open position to 2


On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 327.1, which was -206.6 lower than the previous day. The implied volatity was 34.14, the open interest changed by 1 which increased total open position to 1


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 5600 PE
Delta: -0.64
Vega: 5.13
Theta: -4.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
22 Apr 0.00 351.5 -24.7 39.49 86 -25 371
21 Apr 0.00 373.3 73.2 38.99 1,874 -22 396
17 Apr 0.00 297 -96.7 37.76 3,487 307 406
16 Apr 0.00 394.8 -62.6 36.00 73 49 99
15 Apr 0.00 450.7 0.3 37.69 55 50 50
14 Apr 0.00 0 0 0.00 0 0 0
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 5600 expiring on 15MAY2025

Delta for 5600 PE is -0.64

Historical price for 5600 PE is as follows

On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 351.5, which was -24.7 lower than the previous day. The implied volatity was 39.49, the open interest changed by -25 which decreased total open position to 371


On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 373.3, which was 73.2 higher than the previous day. The implied volatity was 38.99, the open interest changed by -22 which decreased total open position to 396


On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 297, which was -96.7 lower than the previous day. The implied volatity was 37.76, the open interest changed by 307 which increased total open position to 406


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 394.8, which was -62.6 lower than the previous day. The implied volatity was 36.00, the open interest changed by 49 which increased total open position to 99


On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 450.7, which was 0.3 higher than the previous day. The implied volatity was 37.69, the open interest changed by 50 which increased total open position to 50


On 14 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 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