CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
11 Apr 2025 11:44 AM IST
CRUDEOIL 16APR2025 5800 CE | ||||||||||
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Delta: 0.08
Vega: 0.94
Theta: -4.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 0.00 | 12.3 | 0.6 | 56.19 | 3,190 | -1 | 9,324 | |||
10 Apr | 0.00 | 11.5 | -9 | 55.79 | 25,176 | -212 | 9,336 | |||
9 Apr | 0.00 | 28 | 13.3 | 51.89 | 29,186 | -2,618 | 9,764 | |||
8 Apr | 0.00 | 13.5 | -14.2 | 50.17 | 1,21,542 | -503 | 12,364 | |||
7 Apr | 0.00 | 26.5 | -9.9 | 50.59 | 1,14,529 | -1,602 | 12,941 | |||
4 Apr | 0.00 | 32.7 | -83 | 43.50 | 1,45,900 | 2,263 | 14,565 | |||
3 Apr | 0.00 | 113 | -261.5 | 32.66 | 1,88,444 | 9,814 | 12,505 | |||
2 Apr | 0.00 | 376.4 | 23.7 | 28.98 | 4,215 | 176 | 2,691 | |||
1 Apr | 0.00 | 352.6 | -10.5 | 28.74 | 2,400 | -250 | 2,515 | |||
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31 Mar | 0.00 | 354.5 | 123.8 | 28.41 | 6,402 | -739 | 2,767 | |||
28 Mar | 0.00 | 227 | -43.1 | 26.84 | 13,649 | 117 | 3,506 | |||
27 Mar | 0.00 | 267.1 | -6.8 | 27.34 | 8,901 | -272 | 3,394 | |||
26 Mar | 0.00 | 271 | 46.8 | 27.88 | 12,947 | -1,237 | 3,667 | |||
25 Mar | 0.00 | 223.6 | -13.9 | 27.09 | 16,934 | 274 | 4,907 | |||
24 Mar | 0.00 | 235.2 | 7.1 | 27.43 | 40,309 | 126 | 4,656 | |||
21 Mar | 0.00 | 224.7 | -11 | 27.47 | 48,892 | 57 | 4,545 | |||
20 Mar | 0.00 | 235.6 | 29.2 | 28.33 | 99,844 | -2,037 | 4,522 | |||
19 Mar | 0.00 | 199 | -7.2 | 29.79 | 1,06,582 | 1,199 | 6,569 | |||
18 Mar | 0.00 | 206.5 | -31.4 | 30.74 | 50,247 | 3,159 | 5,468 | |||
17 Mar | 0.00 | 236.7 | 7.6 | 29.12 | 16,311 | 1,103 | 2,310 | |||
14 Mar | 0.00 | 225.6 | 11.2 | 29.18 | 3,814 | -24 | 1,207 | |||
13 Mar | 0.00 | 212.5 | -61.2 | 30.72 | 3,367 | 774 | 1,208 | |||
12 Mar | 0.00 | 270.1 | 35.8 | 29.52 | 1,880 | 98 | 432 | |||
11 Mar | 0.00 | 235.8 | -10.5 | 33.41 | 486 | 289 | 333 | |||
10 Mar | 0.00 | 250 | -14 | 35.58 | 51 | 43 | 44 | |||
7 Mar | 0.00 | 270 | 109.3 | 31.95 | 5 | 1 | 1 | |||
6 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5800 expiring on 16APR2025
Delta for 5800 CE is 0.08
Historical price for 5800 CE is as follows
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 12.3, which was 0.6 higher than the previous day. The implied volatity was 56.19, the open interest changed by -1 which decreased total open position to 9324
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 11.5, which was -9 lower than the previous day. The implied volatity was 55.79, the open interest changed by -212 which decreased total open position to 9336
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 28, which was 13.3 higher than the previous day. The implied volatity was 51.89, the open interest changed by -2618 which decreased total open position to 9764
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 13.5, which was -14.2 lower than the previous day. The implied volatity was 50.17, the open interest changed by -503 which decreased total open position to 12364
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 26.5, which was -9.9 lower than the previous day. The implied volatity was 50.59, the open interest changed by -1602 which decreased total open position to 12941
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 32.7, which was -83 lower than the previous day. The implied volatity was 43.50, the open interest changed by 2263 which increased total open position to 14565
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 113, which was -261.5 lower than the previous day. The implied volatity was 32.66, the open interest changed by 9814 which increased total open position to 12505
On 2 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 376.4, which was 23.7 higher than the previous day. The implied volatity was 28.98, the open interest changed by 176 which increased total open position to 2691
On 1 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 352.6, which was -10.5 lower than the previous day. The implied volatity was 28.74, the open interest changed by -250 which decreased total open position to 2515
On 31 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 354.5, which was 123.8 higher than the previous day. The implied volatity was 28.41, the open interest changed by -739 which decreased total open position to 2767
On 28 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 227, which was -43.1 lower than the previous day. The implied volatity was 26.84, the open interest changed by 117 which increased total open position to 3506
On 27 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 267.1, which was -6.8 lower than the previous day. The implied volatity was 27.34, the open interest changed by -272 which decreased total open position to 3394
On 26 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 271, which was 46.8 higher than the previous day. The implied volatity was 27.88, the open interest changed by -1237 which decreased total open position to 3667
On 25 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 223.6, which was -13.9 lower than the previous day. The implied volatity was 27.09, the open interest changed by 274 which increased total open position to 4907
On 24 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 235.2, which was 7.1 higher than the previous day. The implied volatity was 27.43, the open interest changed by 126 which increased total open position to 4656
On 21 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 224.7, which was -11 lower than the previous day. The implied volatity was 27.47, the open interest changed by 57 which increased total open position to 4545
On 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 235.6, which was 29.2 higher than the previous day. The implied volatity was 28.33, the open interest changed by -2037 which decreased total open position to 4522
On 19 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 199, which was -7.2 lower than the previous day. The implied volatity was 29.79, the open interest changed by 1199 which increased total open position to 6569
On 18 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 206.5, which was -31.4 lower than the previous day. The implied volatity was 30.74, the open interest changed by 3159 which increased total open position to 5468
On 17 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 236.7, which was 7.6 higher than the previous day. The implied volatity was 29.12, the open interest changed by 1103 which increased total open position to 2310
On 14 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 225.6, which was 11.2 higher than the previous day. The implied volatity was 29.18, the open interest changed by -24 which decreased total open position to 1207
On 13 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 212.5, which was -61.2 lower than the previous day. The implied volatity was 30.72, the open interest changed by 774 which increased total open position to 1208
On 12 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 270.1, which was 35.8 higher than the previous day. The implied volatity was 29.52, the open interest changed by 98 which increased total open position to 432
On 11 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 235.8, which was -10.5 lower than the previous day. The implied volatity was 33.41, the open interest changed by 289 which increased total open position to 333
On 10 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was -14 lower than the previous day. The implied volatity was 35.58, the open interest changed by 43 which increased total open position to 44
On 7 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 270, which was 109.3 higher than the previous day. The implied volatity was 31.95, the open interest changed by 1 which increased total open position to 1
On 6 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 16APR2025 5800 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 0.00 | 567.8 | -73.5 | - | 66 | -3 | 2,152 |
10 Apr | 0.00 | 611 | 84 | 48.76 | 577 | -66 | 2,155 |
9 Apr | 0.00 | 452.1 | -152.9 | 32.54 | 1,885 | -975 | 2,260 |
8 Apr | 0.00 | 607 | 81.2 | 40.84 | 1,375 | -507 | 3,235 |
7 Apr | 0.00 | 542.8 | 32.7 | 47.20 | 2,634 | -364 | 3,742 |
4 Apr | 0.00 | 491.8 | 314.9 | 37.91 | 16,279 | -811 | 4,107 |
3 Apr | 0.00 | 173.7 | 139.7 | 31.66 | 1,94,684 | -3,539 | 4,999 |
2 Apr | 0.00 | 32.5 | -5.3 | 30.75 | 56,727 | 350 | 8,549 |
1 Apr | 0.00 | 38.2 | -3.9 | 29.85 | 40,358 | -659 | 8,212 |
31 Mar | 0.00 | 42 | -45.2 | 30.01 | 42,243 | 2,984 | 8,877 |
28 Mar | 0.00 | 86.3 | 8 | 27.31 | 49,405 | -1,466 | 5,984 |
27 Mar | 0.00 | 77.2 | -7.3 | 27.97 | 47,780 | 111 | 7,504 |
26 Mar | 0.00 | 84.5 | -23.5 | 28.57 | 53,182 | 624 | 7,473 |
25 Mar | 0.00 | 106.4 | -3.7 | 27.60 | 59,521 | -2,184 | 6,884 |
24 Mar | 0.00 | 107.9 | -23 | 27.91 | 88,821 | 2,567 | 9,229 |
21 Mar | 0.00 | 130.7 | -11.3 | 27.97 | 70,510 | -486 | 6,696 |
20 Mar | 0.00 | 138.4 | -46.9 | 28.94 | 1,15,018 | 2,276 | 7,319 |
19 Mar | 0.00 | 187.6 | -14.4 | 30.26 | 88,764 | 439 | 5,123 |
18 Mar | 0.00 | 198.4 | 29.7 | 31.03 | 89,625 | 2,127 | 4,805 |
17 Mar | 0.00 | 162.2 | -28.9 | 29.65 | 31,898 | 1,794 | 2,711 |
14 Mar | 0.00 | 190.1 | -30.4 | 29.97 | 3,633 | 355 | 920 |
13 Mar | 0.00 | 220.4 | 57.8 | 30.42 | 2,791 | 62 | 571 |
12 Mar | 0.00 | 162 | -77.8 | 28.94 | 2,136 | 402 | 510 |
11 Mar | 0.00 | 239.9 | -5 | 31.91 | 198 | 87 | 108 |
10 Mar | 0.00 | 255.6 | 33.3 | 32.95 | 26 | 18 | 21 |
7 Mar | 0.00 | 186.5 | 6 | 27.06 | 4 | 3 | 3 |
6 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5800 expiring on 16APR2025
Delta for 5800 PE is -
Historical price for 5800 PE is as follows
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 567.8, which was -73.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 2152
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 611, which was 84 higher than the previous day. The implied volatity was 48.76, the open interest changed by -66 which decreased total open position to 2155
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 452.1, which was -152.9 lower than the previous day. The implied volatity was 32.54, the open interest changed by -975 which decreased total open position to 2260
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 607, which was 81.2 higher than the previous day. The implied volatity was 40.84, the open interest changed by -507 which decreased total open position to 3235
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 542.8, which was 32.7 higher than the previous day. The implied volatity was 47.20, the open interest changed by -364 which decreased total open position to 3742
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 491.8, which was 314.9 higher than the previous day. The implied volatity was 37.91, the open interest changed by -811 which decreased total open position to 4107
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 173.7, which was 139.7 higher than the previous day. The implied volatity was 31.66, the open interest changed by -3539 which decreased total open position to 4999
On 2 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 32.5, which was -5.3 lower than the previous day. The implied volatity was 30.75, the open interest changed by 350 which increased total open position to 8549
On 1 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 38.2, which was -3.9 lower than the previous day. The implied volatity was 29.85, the open interest changed by -659 which decreased total open position to 8212
On 31 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 42, which was -45.2 lower than the previous day. The implied volatity was 30.01, the open interest changed by 2984 which increased total open position to 8877
On 28 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 86.3, which was 8 higher than the previous day. The implied volatity was 27.31, the open interest changed by -1466 which decreased total open position to 5984
On 27 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 77.2, which was -7.3 lower than the previous day. The implied volatity was 27.97, the open interest changed by 111 which increased total open position to 7504
On 26 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 84.5, which was -23.5 lower than the previous day. The implied volatity was 28.57, the open interest changed by 624 which increased total open position to 7473
On 25 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 106.4, which was -3.7 lower than the previous day. The implied volatity was 27.60, the open interest changed by -2184 which decreased total open position to 6884
On 24 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 107.9, which was -23 lower than the previous day. The implied volatity was 27.91, the open interest changed by 2567 which increased total open position to 9229
On 21 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 130.7, which was -11.3 lower than the previous day. The implied volatity was 27.97, the open interest changed by -486 which decreased total open position to 6696
On 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 138.4, which was -46.9 lower than the previous day. The implied volatity was 28.94, the open interest changed by 2276 which increased total open position to 7319
On 19 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 187.6, which was -14.4 lower than the previous day. The implied volatity was 30.26, the open interest changed by 439 which increased total open position to 5123
On 18 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 198.4, which was 29.7 higher than the previous day. The implied volatity was 31.03, the open interest changed by 2127 which increased total open position to 4805
On 17 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 162.2, which was -28.9 lower than the previous day. The implied volatity was 29.65, the open interest changed by 1794 which increased total open position to 2711
On 14 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 190.1, which was -30.4 lower than the previous day. The implied volatity was 29.97, the open interest changed by 355 which increased total open position to 920
On 13 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 220.4, which was 57.8 higher than the previous day. The implied volatity was 30.42, the open interest changed by 62 which increased total open position to 571
On 12 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 162, which was -77.8 lower than the previous day. The implied volatity was 28.94, the open interest changed by 402 which increased total open position to 510
On 11 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 239.9, which was -5 lower than the previous day. The implied volatity was 31.91, the open interest changed by 87 which increased total open position to 108
On 10 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 255.6, which was 33.3 higher than the previous day. The implied volatity was 32.95, the open interest changed by 18 which increased total open position to 21
On 7 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 186.5, which was 6 higher than the previous day. The implied volatity was 27.06, the open interest changed by 3 which increased total open position to 3
On 6 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