CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 5.38
Theta: -3.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 107.8 | 34.4 | 37.37 | 18,566 | 5 | 1,125 | |||
| 16 Apr | 0.00 | 71.4 | 11.5 | 38.40 | 5,431 | 295 | 1,124 | |||
| 15 Apr | 0.00 | 58.5 | -20.6 | 37.83 | 1,684 | 322 | 829 | |||
| 14 Apr | 0.00 | 79.2 | -23.7 | 41.70 | 838 | 304 | 508 | |||
| 11 Apr | 0.00 | 104.2 | 16.4 | 43.27 | 674 | 16 | 201 | |||
| 10 Apr | 0.00 | 89.5 | -23.6 | 44.76 | 274 | 55 | 185 | |||
| 9 Apr | 0.00 | 127 | 7.7 | 43.44 | 203 | 75 | 112 | |||
| 8 Apr | 0.00 | 107.1 | -26.2 | 46.50 | 54 | 31 | 37 | |||
| 7 Apr | 0.00 | 105 | -59.8 | 41.42 | 5 | -1 | 6 | |||
| 4 Apr | 0.00 | 134.5 | -76 | 42.46 | 12 | 7 | 7 | |||
| 3 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 18 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 5800 expiring on 15MAY2025
Delta for 5800 CE is 0.31
Historical price for 5800 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 107.8, which was 34.4 higher than the previous day. The implied volatity was 37.37, the open interest changed by 5 which increased total open position to 1125
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 71.4, which was 11.5 higher than the previous day. The implied volatity was 38.40, the open interest changed by 295 which increased total open position to 1124
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 58.5, which was -20.6 lower than the previous day. The implied volatity was 37.83, the open interest changed by 322 which increased total open position to 829
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 79.2, which was -23.7 lower than the previous day. The implied volatity was 41.70, the open interest changed by 304 which increased total open position to 508
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 104.2, which was 16.4 higher than the previous day. The implied volatity was 43.27, the open interest changed by 16 which increased total open position to 201
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 89.5, which was -23.6 lower than the previous day. The implied volatity was 44.76, the open interest changed by 55 which increased total open position to 185
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 127, which was 7.7 higher than the previous day. The implied volatity was 43.44, the open interest changed by 75 which increased total open position to 112
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 107.1, which was -26.2 lower than the previous day. The implied volatity was 46.50, the open interest changed by 31 which increased total open position to 37
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 105, which was -59.8 lower than the previous day. The implied volatity was 41.42, the open interest changed by -1 which decreased total open position to 6
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 134.5, which was -76 lower than the previous day. The implied volatity was 42.46, the open interest changed by 7 which increased total open position to 7
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
On 18 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 5800 PE | |||||||
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Delta: -0.69
Vega: 5.39
Theta: -3.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 428.3 | -112.8 | 37.47 | 125 | 7 | 155 |
| 16 Apr | 0.00 | 540.7 | -85.9 | 34.09 | 65 | 48 | 148 |
| 15 Apr | 0.00 | 606.1 | -0.9 | 37.21 | 104 | 100 | 100 |
| 14 Apr | 0.00 | 300 | 0 | 0.00 | 1 | 1 | 0 |
| 11 Apr | 0.00 | 300 | 0 | 0.00 | 1 | 1 | 0 |
| 10 Apr | 0.00 | 300 | 0 | 0.00 | 1 | 1 | 0 |
| 9 Apr | 0.00 | 300 | 0 | 0.00 | 1 | 1 | 0 |
| 8 Apr | 0.00 | 300 | 0 | 0.00 | 1 | 1 | 1 |
| 7 Apr | 0.00 | 300 | 0 | 0.00 | 1 | 1 | 0 |
| 4 Apr | 0.00 | 300 | 0 | 0.00 | 1 | 1 | 0 |
| 3 Apr | 0.00 | 300 | 257.6 | 33.09 | 1 | 1 | 1 |
| 20 Mar | 0.00 | 178.4 | -93.2 | 0.00 | 2 | 1 | 0 |
| 18 Mar | 0.00 | 178.4 | 18.1 | 20.18 | 2 | 1 | 1 |
For Crude Oil - strike price 5800 expiring on 15MAY2025
Delta for 5800 PE is -0.69
Historical price for 5800 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 428.3, which was -112.8 lower than the previous day. The implied volatity was 37.47, the open interest changed by 7 which increased total open position to 155
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 540.7, which was -85.9 lower than the previous day. The implied volatity was 34.09, the open interest changed by 48 which increased total open position to 148
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 606.1, which was -0.9 lower than the previous day. The implied volatity was 37.21, the open interest changed by 100 which increased total open position to 100
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 300, 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 300, 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 300, 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 300, 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 300, 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 300, 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 300, 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 300, which was 257.6 higher than the previous day. The implied volatity was 33.09, 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 178.4, which was -93.2 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 18 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 178.4, which was 18.1 higher than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 1
