CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
21 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 5.01
Theta: -3.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.33
Historical price for 5600 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 5.02
Theta: -4.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.66
Historical price for 5600 PE is as follows
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
