CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Apr 2025 08:04 PM IST
| CRUDEOIL 15MAY2025 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 3.88
Theta: -3.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 22 Apr | 0.00 | 58.1 | 3.9 | 38.91 | 5,694 | 280 | 1,819 | |||
| 21 Apr | 0.00 | 54 | -32.1 | 40.75 | 9,067 | 490 | 1,558 | |||
| 17 Apr | 0.00 | 86 | 24.9 | 37.99 | 13,324 | 344 | 1,077 | |||
| 16 Apr | 0.00 | 59 | 12.4 | 39.63 | 2,413 | 30 | 734 | |||
| 15 Apr | 0.00 | 45.3 | -20.5 | 38.25 | 1,169 | 442 | 704 | |||
| 14 Apr | 0.00 | 66 | -17.7 | 42.69 | 368 | 66 | 261 | |||
| 11 Apr | 0.00 | 85 | 11.5 | 43.49 | 315 | 51 | 195 | |||
| 10 Apr | 0.00 | 73.9 | -15.4 | 45.14 | 238 | 88 | 144 | |||
| 9 Apr | 0.00 | 101 | 3.3 | 42.80 | 50 | 8 | 59 | |||
| 8 Apr | 0.00 | 92 | -34.4 | 47.29 | 45 | 11 | 51 | |||
| 7 Apr | 0.00 | 130 | 8.7 | 49.47 | 17 | 2 | 40 | |||
| 4 Apr | 0.00 | 130 | -63 | 45.65 | 39 | 27 | 38 | |||
| 3 Apr | 0.00 | 198 | -91.2 | 35.32 | 16 | 11 | 11 | |||
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| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 5900 expiring on 15MAY2025
Delta for 5900 CE is 0.20
Historical price for 5900 CE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 58.1, which was 3.9 higher than the previous day. The implied volatity was 38.91, the open interest changed by 280 which increased total open position to 1819
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 54, which was -32.1 lower than the previous day. The implied volatity was 40.75, the open interest changed by 490 which increased total open position to 1558
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 86, which was 24.9 higher than the previous day. The implied volatity was 37.99, the open interest changed by 344 which increased total open position to 1077
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 59, which was 12.4 higher than the previous day. The implied volatity was 39.63, the open interest changed by 30 which increased total open position to 734
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 45.3, which was -20.5 lower than the previous day. The implied volatity was 38.25, the open interest changed by 442 which increased total open position to 704
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 66, which was -17.7 lower than the previous day. The implied volatity was 42.69, the open interest changed by 66 which increased total open position to 261
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 85, which was 11.5 higher than the previous day. The implied volatity was 43.49, the open interest changed by 51 which increased total open position to 195
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 73.9, which was -15.4 lower than the previous day. The implied volatity was 45.14, the open interest changed by 88 which increased total open position to 144
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 101, which was 3.3 higher than the previous day. The implied volatity was 42.80, the open interest changed by 8 which increased total open position to 59
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 92, which was -34.4 lower than the previous day. The implied volatity was 47.29, the open interest changed by 11 which increased total open position to 51
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 130, which was 8.7 higher than the previous day. The implied volatity was 49.47, the open interest changed by 2 which increased total open position to 40
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 130, which was -63 lower than the previous day. The implied volatity was 45.65, the open interest changed by 27 which increased total open position to 38
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 198, which was -91.2 lower than the previous day. The implied volatity was 35.32, the open interest changed by 11 which increased total open position to 11
On 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 15MAY2025 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 4.43
Theta: -4.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Apr | 0.00 | 585.9 | -56.4 | 48.20 | 1 | -1 | 150 |
| 21 Apr | 0.00 | 613.5 | 41.1 | 40.62 | 64 | 27 | 151 |
| 17 Apr | 0.00 | 515.3 | -129.9 | 39.86 | 43 | 4 | 124 |
| 16 Apr | 0.00 | 637.7 | -76.5 | 37.29 | 22 | 21 | 120 |
| 15 Apr | 0.00 | 722.8 | 31.2 | 44.96 | 100 | 99 | 99 |
| 14 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5900 expiring on 15MAY2025
Delta for 5900 PE is -0.74
Historical price for 5900 PE is as follows
On 22 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 585.9, which was -56.4 lower than the previous day. The implied volatity was 48.20, the open interest changed by -1 which decreased total open position to 150
On 21 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 613.5, which was 41.1 higher than the previous day. The implied volatity was 40.62, the open interest changed by 27 which increased total open position to 151
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 515.3, which was -129.9 lower than the previous day. The implied volatity was 39.86, the open interest changed by 4 which increased total open position to 124
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 637.7, which was -76.5 lower than the previous day. The implied volatity was 37.29, the open interest changed by 21 which increased total open position to 120
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 722.8, which was 31.2 higher than the previous day. The implied volatity was 44.96, the open interest changed by 99 which increased total open position to 99
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
