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CRUDEOIL
Crude Oil

5511 170.00 (3.18%)

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Historical option data for CRUDEOIL

17 Apr 2025 11:29 PM IST
CRUDEOIL 15MAY2025 5650 CE
Delta: 0.40
Vega: 5.90
Theta: -3.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 0.00 153.7 55.9 37.05 4,607 282 289
16 Apr 0.00 94.4 -17.1 36.21 13 4 7
15 Apr 0.00 100 10 40.18 2 3 3
14 Apr 0.00 228.9 -35.2 0.00 2 2 0
11 Apr 0.00 228.9 -35.2 0.00 2 2 0
10 Apr 0.00 228.9 -35.2 0.00 2 2 0
9 Apr 0.00 228.9 -35.2 0.00 2 2 0
8 Apr 0.00 228.9 -35.2 0.00 2 2 2
7 Apr 0.00 228.9 -35.2 0.00 2 2 0
4 Apr 0.00 228.9 -52.2 50.08 2 2 2
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 5650 expiring on 15MAY2025

Delta for 5650 CE is 0.40

Historical price for 5650 CE is as follows

On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 153.7, which was 55.9 higher than the previous day. The implied volatity was 37.05, the open interest changed by 282 which increased total open position to 289


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 94.4, which was -17.1 lower than the previous day. The implied volatity was 36.21, the open interest changed by 4 which increased total open position to 7


On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 100, which was 10 higher than the previous day. The implied volatity was 40.18, the open interest changed by 3 which increased total open position to 3


On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 228.9, which was -35.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 228.9, which was -35.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 228.9, which was -35.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 228.9, which was -35.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 228.9, which was -35.2 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 228.9, which was -35.2 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 228.9, which was -52.2 lower than the previous day. The implied volatity was 50.08, the open interest changed by 2 which increased total open position to 2


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 5650 PE
Delta: -0.60
Vega: 5.91
Theta: -3.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 0.00 326.3 -97.1 37.49 398 63 63
16 Apr 0.00 0 0 0.00 0 0 0
15 Apr 0.00 0 0 0.00 0 0 0
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 5650 expiring on 15MAY2025

Delta for 5650 PE is -0.60

Historical price for 5650 PE is as follows

On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 326.3, which was -97.1 lower than the previous day. The implied volatity was 37.49, the open interest changed by 63 which increased total open position to 63


On 16 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 15 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 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