CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 6.17
Theta: -3.17
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 217 | 0.70 | 26.97 | 319.76 | 278 | 774 | |||
| 19 Dec | 0.00 | 216.3 | -38.60 | 27.01 | 63.91 | 449 | 538 | |||
| 18 Dec | 0.00 | 254.9 | 31.90 | 26.40 | 14.47 | -30 | 102 | |||
| 17 Dec | 0.00 | 223 | -52.00 | 27.37 | 42.64 | 152 | 163 | |||
| 16 Dec | 0.00 | 275 | -36.10 | 27.84 | 0.26 | 2 | 11 | |||
|
|
||||||||||
| 13 Dec | 0.00 | 311.1 | 40.60 | 29.79 | 0.22 | -3 | 9 | |||
| 12 Dec | 0.00 | 270.5 | 247.60 | 28.04 | 0.39 | 14 | 15 | |||
| 11 Dec | 0.00 | 22.9 | 22.90 | - | 0.03 | 1 | 1 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 5850 expiring on 15JAN2025
Delta for 5850 CE is 0.59
Historical price for 5850 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 217, which was 0.70 higher than the previous day. The implied volatity was 26.97, the open interest changed by 278 which increased total open position to 774
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 216.3, which was -38.60 lower than the previous day. The implied volatity was 27.01, the open interest changed by 449 which increased total open position to 538
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 254.9, which was 31.90 higher than the previous day. The implied volatity was 26.40, the open interest changed by -30 which decreased total open position to 102
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 223, which was -52.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by 152 which increased total open position to 163
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 275, which was -36.10 lower than the previous day. The implied volatity was 27.84, the open interest changed by 2 which increased total open position to 11
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 311.1, which was 40.60 higher than the previous day. The implied volatity was 29.79, the open interest changed by -3 which decreased total open position to 9
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 270.5, which was 247.60 higher than the previous day. The implied volatity was 28.04, the open interest changed by 14 which increased total open position to 15
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 22.9, which was 22.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 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 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 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
| CRUDEOIL 15JAN2025 5850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 6.17
Theta: -3.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 132.9 | -6.30 | 27.44 | 402.41 | 2,136 | 2,798 |
| 19 Dec | 0.00 | 139.2 | 23.80 | 27.47 | 218.97 | -26 | 786 |
| 18 Dec | 0.00 | 115.4 | -32.60 | 27.13 | 108.32 | 539 | 901 |
| 17 Dec | 0.00 | 148 | 13.60 | 27.67 | 106.47 | 273 | 459 |
| 16 Dec | 0.00 | 134.4 | -5.50 | 29.60 | 11.62 | 178 | 199 |
| 13 Dec | 0.00 | 139.9 | -25.60 | 30.21 | 0.63 | 16 | 22 |
| 12 Dec | 0.00 | 165.5 | -3.10 | 30.74 | 0.06 | -1 | 6 |
| 11 Dec | 0.00 | 168.6 | 168.60 | 27.95 | 0.16 | 7 | 7 |
| 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 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 5850 expiring on 15JAN2025
Delta for 5850 PE is -0.41
Historical price for 5850 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 132.9, which was -6.30 lower than the previous day. The implied volatity was 27.44, the open interest changed by 2136 which increased total open position to 2798
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 139.2, which was 23.80 higher than the previous day. The implied volatity was 27.47, the open interest changed by -26 which decreased total open position to 786
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 115.4, which was -32.60 lower than the previous day. The implied volatity was 27.13, the open interest changed by 539 which increased total open position to 901
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 148, which was 13.60 higher than the previous day. The implied volatity was 27.67, the open interest changed by 273 which increased total open position to 459
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 134.4, which was -5.50 lower than the previous day. The implied volatity was 29.60, the open interest changed by 178 which increased total open position to 199
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 139.9, which was -25.60 lower than the previous day. The implied volatity was 30.21, the open interest changed by 16 which increased total open position to 22
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 165.5, which was -3.10 lower than the previous day. The implied volatity was 30.74, the open interest changed by -1 which decreased total open position to 6
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 168.6, which was 168.60 higher than the previous day. The implied volatity was 27.95, the open interest changed by 7 which increased total open position to 7
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 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 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 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
