CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
30 Dec 2024 10:30 PM IST
| CRUDEOIL 15JAN2025 5700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 2.61
Theta: -2.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 0.00 | 433 | 62.70 | 28.93 | 5.56 | -69 | 203 | |||
| 27 Dec | 0.00 | 370.3 | 36.30 | 27.29 | 11.53 | -49 | 284 | |||
| 26 Dec | 0.00 | 334 | -10.70 | 29.25 | 14.43 | -75 | 349 | |||
| 24 Dec | 0.00 | 344.7 | 57.10 | 28.75 | 28.72 | -339 | 432 | |||
| 23 Dec | 0.00 | 287.6 | -28.30 | 29.11 | 61.57 | 208 | 868 | |||
| 20 Dec | 0.00 | 315.9 | 3.50 | 27.65 | 72.08 | 93 | 712 | |||
| 19 Dec | 0.00 | 312.4 | -51.00 | 27.42 | 22.57 | 131 | 645 | |||
| 18 Dec | 0.00 | 363.4 | 47.10 | 27.66 | 15.06 | -97 | 529 | |||
| 17 Dec | 0.00 | 316.3 | -64.10 | 27.51 | 35.07 | 412 | 601 | |||
| 16 Dec | 0.00 | 380.4 | -19.80 | 28.73 | 4.24 | 67 | 190 | |||
| 13 Dec | 0.00 | 400.2 | 40.20 | 27.97 | 1.72 | -41 | 122 | |||
| 12 Dec | 0.00 | 360 | 17.10 | 27.05 | 3.44 | 33 | 163 | |||
| 11 Dec | 0.00 | 342.9 | 54.00 | 29.39 | 2.58 | 38 | 131 | |||
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| 10 Dec | 0.00 | 288.9 | 15.20 | 28.91 | 4.3 | 75 | 93 | |||
| 9 Dec | 0.00 | 273.7 | 28.70 | 27.86 | 0.2 | 14 | 18 | |||
| 6 Dec | 0.00 | 245 | 245.00 | 30.14 | 0.04 | 4 | 4 | |||
| 5 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 5700 expiring on 15JAN2025
Delta for 5700 CE is 0.88
Historical price for 5700 CE is as follows
On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 433, which was 62.70 higher than the previous day. The implied volatity was 28.93, the open interest changed by -69 which decreased total open position to 203
On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 370.3, which was 36.30 higher than the previous day. The implied volatity was 27.29, the open interest changed by -49 which decreased total open position to 284
On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 334, which was -10.70 lower than the previous day. The implied volatity was 29.25, the open interest changed by -75 which decreased total open position to 349
On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 344.7, which was 57.10 higher than the previous day. The implied volatity was 28.75, the open interest changed by -339 which decreased total open position to 432
On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 287.6, which was -28.30 lower than the previous day. The implied volatity was 29.11, the open interest changed by 208 which increased total open position to 868
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 315.9, which was 3.50 higher than the previous day. The implied volatity was 27.65, the open interest changed by 93 which increased total open position to 712
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 312.4, which was -51.00 lower than the previous day. The implied volatity was 27.42, the open interest changed by 131 which increased total open position to 645
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 363.4, which was 47.10 higher than the previous day. The implied volatity was 27.66, the open interest changed by -97 which decreased total open position to 529
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 316.3, which was -64.10 lower than the previous day. The implied volatity was 27.51, the open interest changed by 412 which increased total open position to 601
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 380.4, which was -19.80 lower than the previous day. The implied volatity was 28.73, the open interest changed by 67 which increased total open position to 190
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 400.2, which was 40.20 higher than the previous day. The implied volatity was 27.97, the open interest changed by -41 which decreased total open position to 122
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 360, which was 17.10 higher than the previous day. The implied volatity was 27.05, the open interest changed by 33 which increased total open position to 163
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 342.9, which was 54.00 higher than the previous day. The implied volatity was 29.39, the open interest changed by 38 which increased total open position to 131
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 288.9, which was 15.20 higher than the previous day. The implied volatity was 28.91, the open interest changed by 75 which increased total open position to 93
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 273.7, which was 28.70 higher than the previous day. The implied volatity was 27.86, the open interest changed by 14 which increased total open position to 18
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 245, which was 245.00 higher than the previous day. The implied volatity was 30.14, the open interest changed by 4 which increased total open position to 4
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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 2.86
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 0.00 | 29.4 | -13.00 | 31.27 | 284.12 | 675 | 5,800 |
| 27 Dec | 0.00 | 42.4 | -17.30 | 28.96 | 277.35 | 331 | 5,305 |
| 26 Dec | 0.00 | 59.7 | -6.10 | 29.41 | 266.45 | 825 | 5,418 |
| 24 Dec | 0.00 | 65.8 | -24.20 | 29.86 | 357.98 | 2,708 | 5,085 |
| 23 Dec | 0.00 | 90 | 8.00 | 29.37 | 537.71 | 16 | 2,577 |
| 20 Dec | 0.00 | 82 | -5.00 | 28.23 | 486.73 | 696 | 3,010 |
| 19 Dec | 0.00 | 87 | 16.80 | 28.25 | 511.04 | -875 | 2,579 |
| 18 Dec | 0.00 | 70.2 | -23.80 | 27.81 | 289.35 | 1,873 | 3,417 |
| 17 Dec | 0.00 | 94 | 6.90 | 28.32 | 387.72 | -500 | 1,661 |
| 16 Dec | 0.00 | 87.1 | -5.70 | 30.29 | 111.87 | 1,529 | 2,217 |
| 13 Dec | 0.00 | 92.8 | -9.50 | 30.83 | 20.42 | 375 | 685 |
| 12 Dec | 0.00 | 102.3 | -13.30 | 29.70 | 10.93 | 103 | 309 |
| 11 Dec | 0.00 | 115.6 | -26.40 | 29.04 | 5.56 | 165 | 203 |
| 10 Dec | 0.00 | 142 | -15.00 | 28.35 | 0.96 | 35 | 40 |
| 9 Dec | 0.00 | 157 | -43.00 | 29.17 | 0.04 | 2 | 5 |
| 6 Dec | 0.00 | 200 | 200.00 | 28.55 | 0.03 | 3 | 3 |
| 5 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil - strike price 5700 expiring on 15JAN2025
Delta for 5700 PE is -0.14
Historical price for 5700 PE is as follows
On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 29.4, which was -13.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by 675 which increased total open position to 5800
On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 42.4, which was -17.30 lower than the previous day. The implied volatity was 28.96, the open interest changed by 331 which increased total open position to 5305
On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 59.7, which was -6.10 lower than the previous day. The implied volatity was 29.41, the open interest changed by 825 which increased total open position to 5418
On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 65.8, which was -24.20 lower than the previous day. The implied volatity was 29.86, the open interest changed by 2708 which increased total open position to 5085
On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 90, which was 8.00 higher than the previous day. The implied volatity was 29.37, the open interest changed by 16 which increased total open position to 2577
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 82, which was -5.00 lower than the previous day. The implied volatity was 28.23, the open interest changed by 696 which increased total open position to 3010
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 87, which was 16.80 higher than the previous day. The implied volatity was 28.25, the open interest changed by -875 which decreased total open position to 2579
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 70.2, which was -23.80 lower than the previous day. The implied volatity was 27.81, the open interest changed by 1873 which increased total open position to 3417
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 94, which was 6.90 higher than the previous day. The implied volatity was 28.32, the open interest changed by -500 which decreased total open position to 1661
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 87.1, which was -5.70 lower than the previous day. The implied volatity was 30.29, the open interest changed by 1529 which increased total open position to 2217
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 92.8, which was -9.50 lower than the previous day. The implied volatity was 30.83, the open interest changed by 375 which increased total open position to 685
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 102.3, which was -13.30 lower than the previous day. The implied volatity was 29.70, the open interest changed by 103 which increased total open position to 309
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 115.6, which was -26.40 lower than the previous day. The implied volatity was 29.04, the open interest changed by 165 which increased total open position to 203
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 142, which was -15.00 lower than the previous day. The implied volatity was 28.35, the open interest changed by 35 which increased total open position to 40
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 157, which was -43.00 lower than the previous day. The implied volatity was 29.17, the open interest changed by 2 which increased total open position to 5
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 200, which was 200.00 higher than the previous day. The implied volatity was 28.55, the open interest changed by 3 which increased total open position to 3
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
