CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 5.68
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 280.9 | 0.40 | 27.43 | 33.04 | 236 | 334 | |||
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| 19 Dec | 0.00 | 280.5 | -44.80 | 27.67 | 2.53 | 29 | 106 | |||
| 18 Dec | 0.00 | 325.3 | 40.60 | 27.21 | 1.9 | 21 | 78 | |||
| 17 Dec | 0.00 | 284.7 | 284.70 | 27.72 | 2.96 | 53 | 53 | |||
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
| 6 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 5750 expiring on 15JAN2025
Delta for 5750 CE is 0.68
Historical price for 5750 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 280.9, which was 0.40 higher than the previous day. The implied volatity was 27.43, the open interest changed by 236 which increased total open position to 334
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 280.5, which was -44.80 lower than the previous day. The implied volatity was 27.67, the open interest changed by 29 which increased total open position to 106
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 325.3, which was 40.60 higher than the previous day. The implied volatity was 27.21, the open interest changed by 21 which increased total open position to 78
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 284.7, which was 284.70 higher than the previous day. The implied volatity was 27.72, the open interest changed by 53 which increased total open position to 53
On 16 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 13 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 12 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 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 6 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 5750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 5.70
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 96.7 | -5.30 | 27.92 | 163.98 | 794 | 1,067 |
| 19 Dec | 0.00 | 102 | 19.20 | 27.92 | 141.09 | -324 | 327 |
| 18 Dec | 0.00 | 82.8 | -27.80 | 27.47 | 69.58 | 543 | 694 |
| 17 Dec | 0.00 | 110.6 | 9.50 | 28.20 | 51.86 | 178 | 184 |
| 16 Dec | 0.00 | 101.1 | 101.10 | 30.05 | 0.2 | 6 | 6 |
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 |
| 6 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 5750 expiring on 15JAN2025
Delta for 5750 PE is -0.32
Historical price for 5750 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 96.7, which was -5.30 lower than the previous day. The implied volatity was 27.92, the open interest changed by 794 which increased total open position to 1067
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 102, which was 19.20 higher than the previous day. The implied volatity was 27.92, the open interest changed by -324 which decreased total open position to 327
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 82.8, which was -27.80 lower than the previous day. The implied volatity was 27.47, the open interest changed by 543 which increased total open position to 694
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 110.6, which was 9.50 higher than the previous day. The implied volatity was 28.20, the open interest changed by 178 which increased total open position to 184
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 101.1, which was 101.10 higher than the previous day. The implied volatity was 30.05, the open interest changed by 6 which increased total open position to 6
On 13 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 12 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 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 6 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
