CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 4.57
Theta: -2.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 391.8 | 0.10 | 28.17 | 8.86 | 101 | 164 | |||
| 19 Dec | 0.00 | 391.7 | -43.90 | 28.79 | 1.3 | -7 | 64 | |||
| 18 Dec | 0.00 | 435.6 | 50.20 | 26.61 | 1.32 | 30 | 71 | |||
| 17 Dec | 0.00 | 385.4 | -70.80 | 26.99 | 1.85 | 32 | 41 | |||
| 16 Dec | 0.00 | 456.2 | 16.00 | 28.81 | 0.17 | 9 | 9 | |||
| 13 Dec | 0.00 | 440.2 | 0.30 | 20.14 | 0.03 | 3 | 0 | |||
| 12 Dec | 0.00 | 439.9 | 82.80 | 28.24 | 0.02 | 3 | 3 | |||
| 11 Dec | 0.00 | 357.1 | 27.10 | 19.28 | 0.01 | 3 | 0 | |||
| 10 Dec | 0.00 | 330 | 51.90 | 25.52 | 0.04 | 3 | 4 | |||
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| 9 Dec | 0.00 | 278.1 | 278.10 | 18.73 | 0.1 | 1 | 1 | |||
| 5 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 5600 expiring on 15JAN2025
Delta for 5600 CE is 0.79
Historical price for 5600 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 391.8, which was 0.10 higher than the previous day. The implied volatity was 28.17, the open interest changed by 101 which increased total open position to 164
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 391.7, which was -43.90 lower than the previous day. The implied volatity was 28.79, the open interest changed by -7 which decreased total open position to 64
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 435.6, which was 50.20 higher than the previous day. The implied volatity was 26.61, the open interest changed by 30 which increased total open position to 71
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 385.4, which was -70.80 lower than the previous day. The implied volatity was 26.99, the open interest changed by 32 which increased total open position to 41
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 456.2, which was 16.00 higher than the previous day. The implied volatity was 28.81, the open interest changed by 9 which increased total open position to 9
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 440.2, which was 0.30 higher than the previous day. The implied volatity was 20.14, the open interest changed by 3 which increased total open position to 0
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 439.9, which was 82.80 higher than the previous day. The implied volatity was 28.24, the open interest changed by 3 which increased total open position to 3
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 357.1, which was 27.10 higher than the previous day. The implied volatity was 19.28, the open interest changed by 3 which increased total open position to 0
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 330, which was 51.90 higher than the previous day. The implied volatity was 25.52, the open interest changed by 3 which increased total open position to 4
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 278.1, which was 278.10 higher than the previous day. The implied volatity was 18.73, the open interest changed by 1 which increased total open position to 1
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 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 4.64
Theta: -2.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 58.3 | -3.90 | 28.93 | 342.92 | 555 | 1,844 |
| 19 Dec | 0.00 | 62.2 | 12.20 | 28.89 | 302.41 | -405 | 1,361 |
| 18 Dec | 0.00 | 50 | -17.50 | 28.55 | 239.99 | 814 | 1,897 |
| 17 Dec | 0.00 | 67.5 | 2.10 | 28.80 | 215.73 | 68 | 1,195 |
| 16 Dec | 0.00 | 65.4 | -2.60 | 31.14 | 73.71 | 624 | 1,031 |
| 13 Dec | 0.00 | 68 | -7.80 | 31.08 | 7.59 | 344 | 407 |
| 12 Dec | 0.00 | 75.8 | 75.80 | 30.07 | 2.18 | 53 | 64 |
| 11 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 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 5600 expiring on 15JAN2025
Delta for 5600 PE is -0.21
Historical price for 5600 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 58.3, which was -3.90 lower than the previous day. The implied volatity was 28.93, the open interest changed by 555 which increased total open position to 1844
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 62.2, which was 12.20 higher than the previous day. The implied volatity was 28.89, the open interest changed by -405 which decreased total open position to 1361
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 50, which was -17.50 lower than the previous day. The implied volatity was 28.55, the open interest changed by 814 which increased total open position to 1897
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 67.5, which was 2.10 higher than the previous day. The implied volatity was 28.80, the open interest changed by 68 which increased total open position to 1195
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 65.4, which was -2.60 lower than the previous day. The implied volatity was 31.14, the open interest changed by 624 which increased total open position to 1031
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 68, which was -7.80 lower than the previous day. The implied volatity was 31.08, the open interest changed by 344 which increased total open position to 407
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 75.8, which was 75.80 higher than the previous day. The implied volatity was 30.07, the open interest changed by 53 which increased total open position to 64
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 9 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
