CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 5.02
Theta: -2.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 354.8 | 6.40 | 28.43 | 1.87 | 49 | 63 | |||
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| 19 Dec | 0.00 | 348.4 | -66.80 | 27.53 | 0.59 | -15 | 18 | |||
| 18 Dec | 0.00 | 415.2 | 64.80 | 30.56 | 0.27 | 1 | 33 | |||
| 17 Dec | 0.00 | 350.4 | -6.90 | 27.37 | 0.6 | 32 | 32 | |||
| 16 Dec | 0.00 | 357.3 | 0.00 | 0.00 | 0.02 | 2 | 0 | |||
| 13 Dec | 0.00 | 357.3 | 0.00 | 0.00 | 0.02 | 2 | 0 | |||
| 12 Dec | 0.00 | 357.3 | 357.30 | 19.80 | 0.02 | 2 | 2 | |||
| 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 5650 expiring on 15JAN2025
Delta for 5650 CE is 0.75
Historical price for 5650 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 354.8, which was 6.40 higher than the previous day. The implied volatity was 28.43, the open interest changed by 49 which increased total open position to 63
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 348.4, which was -66.80 lower than the previous day. The implied volatity was 27.53, the open interest changed by -15 which decreased total open position to 18
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 415.2, which was 64.80 higher than the previous day. The implied volatity was 30.56, the open interest changed by 1 which increased total open position to 33
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 350.4, which was -6.90 lower than the previous day. The implied volatity was 27.37, the open interest changed by 32 which increased total open position to 32
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 357.3, which was 0.00 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 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 357.3, which was 0.00 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 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 357.3, which was 357.30 higher than the previous day. The implied volatity was 19.80, the open interest changed by 2 which increased total open position to 2
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
| CRUDEOIL 15JAN2025 5650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 5.03
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 69.9 | -3.70 | 28.69 | 130.54 | 125 | 575 |
| 19 Dec | 0.00 | 73.6 | 15.00 | 28.54 | 89.47 | -313 | 431 |
| 18 Dec | 0.00 | 58.6 | -21.20 | 28.02 | 65.39 | 378 | 752 |
| 17 Dec | 0.00 | 79.8 | 28.90 | 28.54 | 45.16 | 396 | 399 |
| 16 Dec | 0.00 | 50.9 | -99.10 | 25.80 | 0.1 | 3 | 3 |
| 13 Dec | 0.00 | 150 | 0.00 | 0.00 | 0.04 | 2 | 0 |
| 12 Dec | 0.00 | 150 | 64.60 | 39.88 | 0.04 | 2 | 2 |
| 11 Dec | 0.00 | 85.4 | 0.00 | 0.00 | 0.04 | 2 | 0 |
| 10 Dec | 0.00 | 85.4 | 0.00 | 0.00 | 0.04 | 2 | 0 |
| 9 Dec | 0.00 | 85.4 | 0.00 | 0.00 | 0.04 | 2 | 0 |
| 5 Dec | 0.00 | 85.4 | 19.35 | 0.04 | 2 | 2 | |
For Crude Oil - strike price 5650 expiring on 15JAN2025
Delta for 5650 PE is -0.25
Historical price for 5650 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 69.9, which was -3.70 lower than the previous day. The implied volatity was 28.69, the open interest changed by 125 which increased total open position to 575
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 73.6, which was 15.00 higher than the previous day. The implied volatity was 28.54, the open interest changed by -313 which decreased total open position to 431
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 58.6, which was -21.20 lower than the previous day. The implied volatity was 28.02, the open interest changed by 378 which increased total open position to 752
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 79.8, which was 28.90 higher than the previous day. The implied volatity was 28.54, the open interest changed by 396 which increased total open position to 399
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 50.9, which was -99.10 lower than the previous day. The implied volatity was 25.80, the open interest changed by 3 which increased total open position to 3
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 150, which was 0.00 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 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 150, which was 64.60 higher than the previous day. The implied volatity was 39.88, the open interest changed by 2 which increased total open position to 2
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 85.4, which was 0.00 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 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 85.4, which was 0.00 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 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 85.4, which was 0.00 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 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 85.4, which was lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 2
