`
[--[65.84.65.76]--]
CRUDEOIL
Crude Oil

6295 -13.00 (-0.21%)

Back to Option Chain


Historical option data for CRUDEOIL

07 Jan 2025 12:49 PM IST
CRUDEOIL 15JAN2025 5850 CE
Delta: 0.89
Vega: 1.80
Theta: -4.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 0.00 471.6 -43.70 39.84 0.37 -3 73
6 Jan 0.00 515.3 -28.50 50.42 2.86 -6 77
3 Jan 0.00 543.8 64.00 32.63 3.15 -3 81
2 Jan 0.00 479.8 123.80 37.04 7.89 -86 87
1 Jan 0.00 356 1.50 29.32 0.73 -3 173
31 Dec 0.00 354.5 48.50 28.84 8.24 -31 176
30 Dec 0.00 306 50.50 28.23 30.63 -67 213
27 Dec 0.00 255.5 29.60 26.71 51.32 -154 276
26 Dec 0.00 225.9 -12.60 27.99 28.4 119 438
24 Dec 0.00 238.5 45.80 27.94 121.27 -1,010 384
23 Dec 0.00 192.7 -24.30 28.25 224.89 1,070 1,694
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 0.89

Historical price for 5850 CE is as follows

On 7 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 471.6, which was -43.70 lower than the previous day. The implied volatity was 39.84, the open interest changed by -3 which decreased total open position to 73


On 6 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 515.3, which was -28.50 lower than the previous day. The implied volatity was 50.42, the open interest changed by -6 which decreased total open position to 77


On 3 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 543.8, which was 64.00 higher than the previous day. The implied volatity was 32.63, the open interest changed by -3 which decreased total open position to 81


On 2 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 479.8, which was 123.80 higher than the previous day. The implied volatity was 37.04, the open interest changed by -86 which decreased total open position to 87


On 1 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 356, which was 1.50 higher than the previous day. The implied volatity was 29.32, the open interest changed by -3 which decreased total open position to 173


On 31 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 354.5, which was 48.50 higher than the previous day. The implied volatity was 28.84, the open interest changed by -31 which decreased total open position to 176


On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 306, which was 50.50 higher than the previous day. The implied volatity was 28.23, the open interest changed by -67 which decreased total open position to 213


On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 255.5, which was 29.60 higher than the previous day. The implied volatity was 26.71, the open interest changed by -154 which decreased total open position to 276


On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 225.9, which was -12.60 lower than the previous day. The implied volatity was 27.99, the open interest changed by 119 which increased total open position to 438


On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 238.5, which was 45.80 higher than the previous day. The implied volatity was 27.94, the open interest changed by -1010 which decreased total open position to 384


On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 192.7, which was -24.30 lower than the previous day. The implied volatity was 28.25, the open interest changed by 1070 which increased total open position to 1694


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: -0.09
Vega: 1.51
Theta: -3.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 0.00 13.9 -0.70 35.80 5.3 -2 4,118
6 Jan 0.00 14.6 -2.90 36.30 54.13 -151 4,186
3 Jan 0.00 17.5 -7.40 35.87 65.13 -1,220 4,415
2 Jan 0.00 24.9 -17.10 33.94 92.78 -365 5,699
1 Jan 0.00 42 0.40 31.80 18.19 -37 6,064
31 Dec 0.00 41.6 -9.90 30.67 146.1 -294 6,104
30 Dec 0.00 51.5 -22.80 28.88 173.24 126 6,477
27 Dec 0.00 74.3 -30.30 27.29 290.69 3,211 6,443
26 Dec 0.00 104.6 -5.40 28.70 204.39 -84 3,556
24 Dec 0.00 110 -35.80 28.94 320.61 2,609 4,157
23 Dec 0.00 145.8 12.90 28.61 449.08 -705 1,791
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 -0.09

Historical price for 5850 PE is as follows

On 7 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 13.9, which was -0.70 lower than the previous day. The implied volatity was 35.80, the open interest changed by -2 which decreased total open position to 4118


On 6 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 14.6, which was -2.90 lower than the previous day. The implied volatity was 36.30, the open interest changed by -151 which decreased total open position to 4186


On 3 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 17.5, which was -7.40 lower than the previous day. The implied volatity was 35.87, the open interest changed by -1220 which decreased total open position to 4415


On 2 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 24.9, which was -17.10 lower than the previous day. The implied volatity was 33.94, the open interest changed by -365 which decreased total open position to 5699


On 1 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 42, which was 0.40 higher than the previous day. The implied volatity was 31.80, the open interest changed by -37 which decreased total open position to 6064


On 31 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 41.6, which was -9.90 lower than the previous day. The implied volatity was 30.67, the open interest changed by -294 which decreased total open position to 6104


On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 51.5, which was -22.80 lower than the previous day. The implied volatity was 28.88, the open interest changed by 126 which increased total open position to 6477


On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 74.3, which was -30.30 lower than the previous day. The implied volatity was 27.29, the open interest changed by 3211 which increased total open position to 6443


On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 104.6, which was -5.40 lower than the previous day. The implied volatity was 28.70, the open interest changed by -84 which decreased total open position to 3556


On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 110, which was -35.80 lower than the previous day. The implied volatity was 28.94, the open interest changed by 2609 which increased total open position to 4157


On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 145.8, which was 12.90 higher than the previous day. The implied volatity was 28.61, the open interest changed by -705 which decreased total open position to 1791


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