CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
07 Jan 2025 12:49 PM IST
CRUDEOIL 15JAN2025 5850 CE | ||||||||||
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Delta: 0.89
Vega: 1.80
Theta: -4.13
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.09
Vega: 1.51
Theta: -3.12
Gamma: 0.00
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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