CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 5.76
Theta: -3.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 135.8 | 44.3 | 36.96 | 27,107 | 367 | 1,660 | |||
| 16 Apr | 0.00 | 87.1 | 13.4 | 37.20 | 7,806 | -193 | 1,295 | |||
| 15 Apr | 0.00 | 72.4 | -19.5 | 36.81 | 2,456 | 265 | 1,488 | |||
| 14 Apr | 0.00 | 93.2 | -31.5 | 40.29 | 1,644 | 400 | 1,228 | |||
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| 11 Apr | 0.00 | 127.5 | 11.2 | 43.13 | 2,097 | 327 | 828 | |||
| 10 Apr | 0.00 | 118.2 | -18.9 | 46.27 | 467 | 157 | 501 | |||
| 9 Apr | 0.00 | 145.1 | 7 | 41.98 | 608 | 107 | 422 | |||
| 8 Apr | 0.00 | 136 | -30.8 | 47.67 | 197 | 120 | 317 | |||
| 7 Apr | 0.00 | 157 | -8.1 | 45.65 | 62 | 4 | 197 | |||
| 4 Apr | 0.00 | 157.6 | -122.8 | 41.83 | 365 | 175 | 193 | |||
| 3 Apr | 0.00 | 308 | -137.6 | 38.39 | 22 | 18 | 18 | |||
| 31 Mar | 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 5700 expiring on 15MAY2025
Delta for 5700 CE is 0.37
Historical price for 5700 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 135.8, which was 44.3 higher than the previous day. The implied volatity was 36.96, the open interest changed by 367 which increased total open position to 1660
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 87.1, which was 13.4 higher than the previous day. The implied volatity was 37.20, the open interest changed by -193 which decreased total open position to 1295
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 72.4, which was -19.5 lower than the previous day. The implied volatity was 36.81, the open interest changed by 265 which increased total open position to 1488
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 93.2, which was -31.5 lower than the previous day. The implied volatity was 40.29, the open interest changed by 400 which increased total open position to 1228
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 127.5, which was 11.2 higher than the previous day. The implied volatity was 43.13, the open interest changed by 327 which increased total open position to 828
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 118.2, which was -18.9 lower than the previous day. The implied volatity was 46.27, the open interest changed by 157 which increased total open position to 501
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 145.1, which was 7 higher than the previous day. The implied volatity was 41.98, the open interest changed by 107 which increased total open position to 422
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 136, which was -30.8 lower than the previous day. The implied volatity was 47.67, the open interest changed by 120 which increased total open position to 317
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 157, which was -8.1 lower than the previous day. The implied volatity was 45.65, the open interest changed by 4 which increased total open position to 197
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 157.6, which was -122.8 lower than the previous day. The implied volatity was 41.83, the open interest changed by 175 which increased total open position to 193
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 308, which was -137.6 lower than the previous day. The implied volatity was 38.39, the open interest changed by 18 which increased total open position to 18
On 31 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
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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 5.78
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 361 | -108.7 | 37.86 | 1,106 | 191 | 352 |
| 16 Apr | 0.00 | 474.9 | -61.6 | 37.16 | 129 | 108 | 161 |
| 15 Apr | 0.00 | 527.6 | 1.2 | 37.87 | 60 | 53 | 53 |
| 14 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 0 |
| 11 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 0 |
| 10 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 0 |
| 9 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 0 |
| 8 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 1 |
| 7 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 0 |
| 4 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 0 |
| 3 Apr | 0.00 | 84 | 0 | 0.00 | 1 | 1 | 0 |
| 31 Mar | 0.00 | 84 | 26.4 | 27.47 | 1 | 1 | 1 |
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5700 expiring on 15MAY2025
Delta for 5700 PE is -0.63
Historical price for 5700 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 361, which was -108.7 lower than the previous day. The implied volatity was 37.86, the open interest changed by 191 which increased total open position to 352
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 474.9, which was -61.6 lower than the previous day. The implied volatity was 37.16, the open interest changed by 108 which increased total open position to 161
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 527.6, which was 1.2 higher than the previous day. The implied volatity was 37.87, the open interest changed by 53 which increased total open position to 53
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 84, 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 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 84, 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 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 84, 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 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 84, 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 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 84, 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 1
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 84, 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 84, 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 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 84, 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 31 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 84, which was 26.4 higher than the previous day. The implied volatity was 27.47, 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
