CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
30 Dec 2024 11:20 PM IST
| CRUDEOIL 15JAN2025 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 4.27
Theta: -3.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 0.00 | 268.8 | 48.00 | 28.09 | 223.5 | -1,283 | 3,566 | |||
| 27 Dec | 0.00 | 220.8 | 26.90 | 26.35 | 562.03 | -1,786 | 5,289 | |||
| 26 Dec | 0.00 | 193.9 | -14.10 | 27.52 | 371.79 | 1,358 | 7,090 | |||
| 24 Dec | 0.00 | 208 | 42.20 | 27.78 | 1,061.37 | -8,090 | 6,468 | |||
| 23 Dec | 0.00 | 165.8 | -23.40 | 28.01 | 1,499.04 | 9,976 | 16,477 | |||
| 20 Dec | 0.00 | 189.2 | 2.40 | 26.87 | 1,441.66 | 59 | 7,806 | |||
| 19 Dec | 0.00 | 186.8 | -40.60 | 26.59 | 950.69 | 4,833 | 8,157 | |||
| 18 Dec | 0.00 | 227.4 | 32.50 | 26.74 | 525.07 | -3,595 | 3,520 | |||
| 17 Dec | 0.00 | 194.9 | -52.70 | 27.12 | 808.88 | 5,272 | 8,036 | |||
| 16 Dec | 0.00 | 247.6 | -26.20 | 28.15 | 143.84 | 1,696 | 2,663 | |||
| 13 Dec | 0.00 | 273.8 | 34.50 | 28.69 | 38.66 | -61 | 942 | |||
| 12 Dec | 0.00 | 239.3 | 24.70 | 27.59 | 60.9 | 386 | 1,002 | |||
| 11 Dec | 0.00 | 214.6 | 36.80 | 27.55 | 23.31 | 463 | 614 | |||
| 10 Dec | 0.00 | 177.8 | 6.60 | 27.79 | 4.22 | 121 | 150 | |||
| 9 Dec | 0.00 | 171.2 | 18.00 | 27.72 | 0.51 | -5 | 29 | |||
| 6 Dec | 0.00 | 153.2 | -64.70 | 29.47 | 0.58 | 31 | 33 | |||
| 5 Dec | 0.00 | 217.9 | 42.50 | 33.79 | 0.04 | 1 | 2 | |||
| 4 Dec | 0.00 | 175.4 | 175.40 | 26.09 | 0.01 | 0 | 0 | |||
| 3 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 28 Nov | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 5900 expiring on 15JAN2025
Delta for 5900 CE is 0.73
Historical price for 5900 CE is as follows
On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 268.8, which was 48.00 higher than the previous day. The implied volatity was 28.09, the open interest changed by -1283 which decreased total open position to 3566
On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 220.8, which was 26.90 higher than the previous day. The implied volatity was 26.35, the open interest changed by -1786 which decreased total open position to 5289
On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 193.9, which was -14.10 lower than the previous day. The implied volatity was 27.52, the open interest changed by 1358 which increased total open position to 7090
On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 208, which was 42.20 higher than the previous day. The implied volatity was 27.78, the open interest changed by -8090 which decreased total open position to 6468
On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 165.8, which was -23.40 lower than the previous day. The implied volatity was 28.01, the open interest changed by 9976 which increased total open position to 16477
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 189.2, which was 2.40 higher than the previous day. The implied volatity was 26.87, the open interest changed by 59 which increased total open position to 7806
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 186.8, which was -40.60 lower than the previous day. The implied volatity was 26.59, the open interest changed by 4833 which increased total open position to 8157
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 227.4, which was 32.50 higher than the previous day. The implied volatity was 26.74, the open interest changed by -3595 which decreased total open position to 3520
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 194.9, which was -52.70 lower than the previous day. The implied volatity was 27.12, the open interest changed by 5272 which increased total open position to 8036
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 247.6, which was -26.20 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1696 which increased total open position to 2663
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 273.8, which was 34.50 higher than the previous day. The implied volatity was 28.69, the open interest changed by -61 which decreased total open position to 942
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 239.3, which was 24.70 higher than the previous day. The implied volatity was 27.59, the open interest changed by 386 which increased total open position to 1002
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 214.6, which was 36.80 higher than the previous day. The implied volatity was 27.55, the open interest changed by 463 which increased total open position to 614
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 177.8, which was 6.60 higher than the previous day. The implied volatity was 27.79, the open interest changed by 121 which increased total open position to 150
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 171.2, which was 18.00 higher than the previous day. The implied volatity was 27.72, the open interest changed by -5 which decreased total open position to 29
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 153.2, which was -64.70 lower than the previous day. The implied volatity was 29.47, the open interest changed by 31 which increased total open position to 33
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 217.9, which was 42.50 higher than the previous day. The implied volatity was 33.79, the open interest changed by 1 which increased total open position to 2
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 175.4, which was 175.40 higher than the previous day. The implied volatity was 26.09, 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 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 28 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 25 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 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 4.32
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 0.00 | 66.3 | -25.50 | 29.14 | 775.42 | 2,818 | 19,723 |
| 27 Dec | 0.00 | 91.8 | -31.50 | 27.33 | 893.7 | 5,072 | 17,750 |
| 26 Dec | 0.00 | 123.3 | -4.80 | 28.33 | 705.68 | 1,273 | 13,874 |
| 24 Dec | 0.00 | 128.1 | -40.90 | 28.50 | 1,313.93 | 7,711 | 14,759 |
| 23 Dec | 0.00 | 169 | 13.40 | 28.38 | 1,667.38 | 449 | 8,119 |
| 20 Dec | 0.00 | 155.6 | -5.20 | 27.41 | 1,276.3 | 3,106 | 8,811 |
| 19 Dec | 0.00 | 160.8 | 26.60 | 27.21 | 1,233.71 | -1,018 | 6,315 |
| 18 Dec | 0.00 | 134.2 | -38.70 | 26.86 | 703.7 | 2,750 | 7,949 |
| 17 Dec | 0.00 | 172.9 | 21.70 | 27.88 | 1,020.96 | 295 | 5,864 |
| 16 Dec | 0.00 | 151.2 | -9.70 | 28.99 | 322.7 | 3,448 | 5,838 |
| 13 Dec | 0.00 | 160.9 | -12.70 | 30.28 | 66.15 | 1,406 | 2,430 |
| 12 Dec | 0.00 | 173.6 | -19.80 | 28.75 | 66.97 | 588 | 1,029 |
| 11 Dec | 0.00 | 193.4 | -41.50 | 28.07 | 14.44 | 370 | 438 |
| 10 Dec | 0.00 | 234.9 | -18.80 | 27.80 | 0.84 | 57 | 67 |
| 9 Dec | 0.00 | 253.7 | 3.70 | 28.74 | 0.01 | 11 | 11 |
| 6 Dec | 0.00 | 250 | 0.00 | 0.00 | 0.12 | 10 | 0 |
| 5 Dec | 0.00 | 250 | 0.00 | 0.00 | 0.12 | 10 | 0 |
| 4 Dec | 0.00 | 250 | -33.10 | 26.93 | 0.12 | 10 | 10 |
| 3 Dec | 0.00 | 283.1 | 0.00 | 0.00 | 0.01 | 2 | 0 |
| 29 Nov | 0.00 | 283.1 | -47.40 | 27.96 | 0.01 | 2 | 0 |
| 28 Nov | 0.00 | 330.5 | 142.70 | 34.73 | 0.01 | 2 | 2 |
| 25 Nov | 0.00 | 187.8 | 16.00 | 0.01 | 1 | 1 | |
For Crude Oil - strike price 5900 expiring on 15JAN2025
Delta for 5900 PE is -0.28
Historical price for 5900 PE is as follows
On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 66.3, which was -25.50 lower than the previous day. The implied volatity was 29.14, the open interest changed by 2818 which increased total open position to 19723
On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 91.8, which was -31.50 lower than the previous day. The implied volatity was 27.33, the open interest changed by 5072 which increased total open position to 17750
On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 123.3, which was -4.80 lower than the previous day. The implied volatity was 28.33, the open interest changed by 1273 which increased total open position to 13874
On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 128.1, which was -40.90 lower than the previous day. The implied volatity was 28.50, the open interest changed by 7711 which increased total open position to 14759
On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 169, which was 13.40 higher than the previous day. The implied volatity was 28.38, the open interest changed by 449 which increased total open position to 8119
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 155.6, which was -5.20 lower than the previous day. The implied volatity was 27.41, the open interest changed by 3106 which increased total open position to 8811
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 160.8, which was 26.60 higher than the previous day. The implied volatity was 27.21, the open interest changed by -1018 which decreased total open position to 6315
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 134.2, which was -38.70 lower than the previous day. The implied volatity was 26.86, the open interest changed by 2750 which increased total open position to 7949
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 172.9, which was 21.70 higher than the previous day. The implied volatity was 27.88, the open interest changed by 295 which increased total open position to 5864
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 151.2, which was -9.70 lower than the previous day. The implied volatity was 28.99, the open interest changed by 3448 which increased total open position to 5838
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 160.9, which was -12.70 lower than the previous day. The implied volatity was 30.28, the open interest changed by 1406 which increased total open position to 2430
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 173.6, which was -19.80 lower than the previous day. The implied volatity was 28.75, the open interest changed by 588 which increased total open position to 1029
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 193.4, which was -41.50 lower than the previous day. The implied volatity was 28.07, the open interest changed by 370 which increased total open position to 438
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 234.9, which was -18.80 lower than the previous day. The implied volatity was 27.80, the open interest changed by 57 which increased total open position to 67
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 253.7, which was 3.70 higher than the previous day. The implied volatity was 28.74, the open interest changed by 11 which increased total open position to 11
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 250, which was -33.10 lower than the previous day. The implied volatity was 26.93, the open interest changed by 10 which increased total open position to 10
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 283.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 283.1, which was -47.40 lower than the previous day. The implied volatity was 27.96, the open interest changed by 2 which increased total open position to 0
On 28 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 330.5, which was 142.70 higher than the previous day. The implied volatity was 34.73, the open interest changed by 2 which increased total open position to 2
On 25 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 187.8, which was lower than the previous day. The implied volatity was 16.00, the open interest changed by 1 which increased total open position to 1
