CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 5.96
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 248.2 | 3.50 | 27.25 | 521.86 | 1,180 | 2,765 | |||
| 19 Dec | 0.00 | 244.7 | -44.80 | 26.90 | 156.55 | 469 | 1,707 | |||
| 18 Dec | 0.00 | 289.5 | 38.40 | 26.86 | 115.76 | -463 | 1,254 | |||
| 17 Dec | 0.00 | 251.1 | -59.50 | 27.27 | 166.37 | 988 | 1,825 | |||
| 16 Dec | 0.00 | 310.6 | -27.90 | 28.49 | 20.86 | 89 | 847 | |||
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| 13 Dec | 0.00 | 338.5 | 37.40 | 29.17 | 18.16 | -199 | 747 | |||
| 12 Dec | 0.00 | 301.1 | 30.10 | 28.13 | 19.34 | -26 | 955 | |||
| 11 Dec | 0.00 | 271 | 45.00 | 27.86 | 25.44 | 30 | 974 | |||
| 10 Dec | 0.00 | 226 | 2.30 | 27.85 | 37.55 | 226 | 961 | |||
| 9 Dec | 0.00 | 223.7 | 27.20 | 28.56 | 22.85 | 256 | 733 | |||
| 6 Dec | 0.00 | 196.5 | -38.70 | 29.92 | 8.26 | 319 | 476 | |||
| 5 Dec | 0.00 | 235.2 | -82.90 | 30.25 | 3.3 | 157 | 157 | |||
| 4 Dec | 0.00 | 318.1 | 0.00 | 0.00 | 0.07 | 3 | 0 | |||
| 3 Dec | 0.00 | 318.1 | 24.60 | 31.98 | 0.07 | 3 | 3 | |||
| 29 Nov | 0.00 | 293.5 | 34.71 | 0.06 | 2 | 2 | ||||
For Crude Oil - strike price 5800 expiring on 15JAN2025
Delta for 5800 CE is 0.64
Historical price for 5800 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 248.2, which was 3.50 higher than the previous day. The implied volatity was 27.25, the open interest changed by 1180 which increased total open position to 2765
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 244.7, which was -44.80 lower than the previous day. The implied volatity was 26.90, the open interest changed by 469 which increased total open position to 1707
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 289.5, which was 38.40 higher than the previous day. The implied volatity was 26.86, the open interest changed by -463 which decreased total open position to 1254
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 251.1, which was -59.50 lower than the previous day. The implied volatity was 27.27, the open interest changed by 988 which increased total open position to 1825
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 310.6, which was -27.90 lower than the previous day. The implied volatity was 28.49, the open interest changed by 89 which increased total open position to 847
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 338.5, which was 37.40 higher than the previous day. The implied volatity was 29.17, the open interest changed by -199 which decreased total open position to 747
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 301.1, which was 30.10 higher than the previous day. The implied volatity was 28.13, the open interest changed by -26 which decreased total open position to 955
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 271, which was 45.00 higher than the previous day. The implied volatity was 27.86, the open interest changed by 30 which increased total open position to 974
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 226, which was 2.30 higher than the previous day. The implied volatity was 27.85, the open interest changed by 226 which increased total open position to 961
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 223.7, which was 27.20 higher than the previous day. The implied volatity was 28.56, the open interest changed by 256 which increased total open position to 733
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 196.5, which was -38.70 lower than the previous day. The implied volatity was 29.92, the open interest changed by 319 which increased total open position to 476
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 235.2, which was -82.90 lower than the previous day. The implied volatity was 30.25, the open interest changed by 157 which increased total open position to 157
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 318.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 318.1, which was 24.60 higher than the previous day. The implied volatity was 31.98, the open interest changed by 3 which increased total open position to 3
On 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 293.5, which was lower than the previous day. The implied volatity was 34.71, the open interest changed by 2 which increased total open position to 2
| CRUDEOIL 15JAN2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 5.97
Theta: -3.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 114.5 | -4.90 | 27.81 | 799.62 | 2,148 | 5,950 |
| 19 Dec | 0.00 | 119.4 | 22.00 | 27.67 | 718.18 | -3,296 | 4,231 |
| 18 Dec | 0.00 | 97.4 | -31.90 | 27.18 | 525.65 | 4,436 | 7,894 |
| 17 Dec | 0.00 | 129.3 | 14.30 | 28.09 | 587.39 | -963 | 3,939 |
| 16 Dec | 0.00 | 115 | -10.00 | 29.52 | 203.36 | 2,232 | 5,028 |
| 13 Dec | 0.00 | 125 | -10.10 | 30.79 | 64.51 | 1,008 | 2,787 |
| 12 Dec | 0.00 | 135.1 | -17.80 | 29.31 | 47.15 | 331 | 1,761 |
| 11 Dec | 0.00 | 152.9 | -29.60 | 28.84 | 32.39 | 881 | 1,439 |
| 10 Dec | 0.00 | 182.5 | -19.60 | 27.79 | 14.09 | 365 | 567 |
| 9 Dec | 0.00 | 202.1 | -71.10 | 29.01 | 3.41 | 84 | 204 |
| 6 Dec | 0.00 | 273.2 | 39.40 | 31.20 | 1.04 | 21 | 120 |
| 5 Dec | 0.00 | 233.8 | 28.80 | 30.07 | 2.28 | 67 | 99 |
| 4 Dec | 0.00 | 205 | 205.00 | 27.96 | 0.36 | 32 | 32 |
| 3 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil - strike price 5800 expiring on 15JAN2025
Delta for 5800 PE is -0.36
Historical price for 5800 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 114.5, which was -4.90 lower than the previous day. The implied volatity was 27.81, the open interest changed by 2148 which increased total open position to 5950
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 119.4, which was 22.00 higher than the previous day. The implied volatity was 27.67, the open interest changed by -3296 which decreased total open position to 4231
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 97.4, which was -31.90 lower than the previous day. The implied volatity was 27.18, the open interest changed by 4436 which increased total open position to 7894
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 129.3, which was 14.30 higher than the previous day. The implied volatity was 28.09, the open interest changed by -963 which decreased total open position to 3939
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 115, which was -10.00 lower than the previous day. The implied volatity was 29.52, the open interest changed by 2232 which increased total open position to 5028
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 125, which was -10.10 lower than the previous day. The implied volatity was 30.79, the open interest changed by 1008 which increased total open position to 2787
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 135.1, which was -17.80 lower than the previous day. The implied volatity was 29.31, the open interest changed by 331 which increased total open position to 1761
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 152.9, which was -29.60 lower than the previous day. The implied volatity was 28.84, the open interest changed by 881 which increased total open position to 1439
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 182.5, which was -19.60 lower than the previous day. The implied volatity was 27.79, the open interest changed by 365 which increased total open position to 567
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 202.1, which was -71.10 lower than the previous day. The implied volatity was 29.01, the open interest changed by 84 which increased total open position to 204
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 273.2, which was 39.40 higher than the previous day. The implied volatity was 31.20, the open interest changed by 21 which increased total open position to 120
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 233.8, which was 28.80 higher than the previous day. The implied volatity was 30.07, the open interest changed by 67 which increased total open position to 99
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 205, which was 205.00 higher than the previous day. The implied volatity was 27.96, the open interest changed by 32 which increased total open position to 32
On 3 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 29 Nov 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
