CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
18 Nov 2024 11:40 PM IST
| CRUDEOIL 16DEC2024 5800 CE | ||||||||||
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Delta: 0.55
Vega: 6.43
Theta: -3.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 18 Nov | 0.00 | 226 | 18.00 | 31.98 | 1,307.65 | -5,171 | 6,656 | |||
| 14 Nov | 0.00 | 208 | -20.00 | 32.04 | 126.44 | 2,051 | 3,617 | |||
| 13 Nov | 0.00 | 228 | -7.70 | 32.59 | 69.87 | 1,100 | 1,591 | |||
| 12 Nov | 0.00 | 235.7 | -8.00 | 34.58 | 16.24 | 320 | 502 | |||
| 11 Nov | 0.00 | 243.7 | -143.40 | 36.12 | 1.93 | 154 | 158 | |||
| 8 Nov | 0.00 | 387.1 | 387.10 | 40.97 | 0.04 | 4 | 4 | |||
| 7 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 5 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 0.00 | 0 | - | 0 | 0 | 0 | ||||
For Crude Oil - strike price 5800 expiring on 16DEC2024
Delta for 5800 CE is 0.55
Historical price for 5800 CE is as follows
On 18 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 226, which was 18.00 higher than the previous day. The implied volatity was 31.98, the open interest changed by -5171 which decreased total open position to 6656
On 14 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 208, which was -20.00 lower than the previous day. The implied volatity was 32.04, the open interest changed by 2051 which increased total open position to 3617
On 13 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 228, which was -7.70 lower than the previous day. The implied volatity was 32.59, the open interest changed by 1100 which increased total open position to 1591
On 12 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 235.7, which was -8.00 lower than the previous day. The implied volatity was 34.58, the open interest changed by 320 which increased total open position to 502
On 11 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 243.7, which was -143.40 lower than the previous day. The implied volatity was 36.12, the open interest changed by 154 which increased total open position to 158
On 8 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 387.1, which was 387.10 higher than the previous day. The implied volatity was 40.97, the open interest changed by 4 which increased total open position to 4
On 7 Nov 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 Nov 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 Nov 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 4 Nov 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 30 Oct 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 -, the open interest changed by which decreased total open position to
On 29 Oct CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| CRUDEOIL 16DEC2024 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 6.43
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 18 Nov | 0.00 | 195.6 | -42.40 | 33.16 | 663.8 | 3,031 | 6,628 |
| 14 Nov | 0.00 | 238 | 2.70 | 32.91 | 81.43 | 870 | 1,133 |
| 13 Nov | 0.00 | 235.3 | -20.70 | 33.78 | 17.71 | 256 | 269 |
| 12 Nov | 0.00 | 256 | 256.00 | 34.91 | 0.4 | 13 | 13 |
| 11 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Oct | 0.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 0.00 | 0 | - | 0 | 0 | 0 | |
For Crude Oil - strike price 5800 expiring on 16DEC2024
Delta for 5800 PE is -0.45
Historical price for 5800 PE is as follows
On 18 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 195.6, which was -42.40 lower than the previous day. The implied volatity was 33.16, the open interest changed by 3031 which increased total open position to 6628
On 14 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 238, which was 2.70 higher than the previous day. The implied volatity was 32.91, the open interest changed by 870 which increased total open position to 1133
On 13 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 235.3, which was -20.70 lower than the previous day. The implied volatity was 33.78, the open interest changed by 256 which increased total open position to 269
On 12 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 256, which was 256.00 higher than the previous day. The implied volatity was 34.91, the open interest changed by 13 which increased total open position to 13
On 11 Nov 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 8 Nov 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 7 Nov 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 Nov 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 Nov 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 4 Nov 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 30 Oct 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 -, the open interest changed by which decreased total open position to
On 29 Oct CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
