CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 5950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 6.35
Theta: -3.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 0.00 | 164.5 | 2.30 | 26.89 | 410.86 | -579 | 2,331 | |||
| 19 Dec | 0.00 | 162.2 | -37.10 | 26.58 | 498.73 | 2,629 | 3,335 | |||
| 18 Dec | 0.00 | 199.3 | 27.80 | 26.63 | 286.49 | -853 | 835 | |||
| 17 Dec | 0.00 | 171.5 | -50.70 | 27.26 | 294.74 | 1,906 | 2,088 | |||
| 16 Dec | 0.00 | 222.2 | -25.00 | 28.44 | 25.07 | 179 | 218 | |||
| 13 Dec | 0.00 | 247.2 | 27.20 | 29.20 | 1.94 | 37 | 38 | |||
| 12 Dec | 0.00 | 220 | 220.00 | 28.53 | 0.01 | 1 | 1 | |||
| 11 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 5950 expiring on 15JAN2025
Delta for 5950 CE is 0.50
Historical price for 5950 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 164.5, which was 2.30 higher than the previous day. The implied volatity was 26.89, the open interest changed by -579 which decreased total open position to 2331
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 162.2, which was -37.10 lower than the previous day. The implied volatity was 26.58, the open interest changed by 2629 which increased total open position to 3335
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 199.3, which was 27.80 higher than the previous day. The implied volatity was 26.63, the open interest changed by -853 which decreased total open position to 835
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 171.5, which was -50.70 lower than the previous day. The implied volatity was 27.26, the open interest changed by 1906 which increased total open position to 2088
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 222.2, which was -25.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 179 which increased total open position to 218
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 247.2, which was 27.20 higher than the previous day. The implied volatity was 29.20, the open interest changed by 37 which increased total open position to 38
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 220, which was 220.00 higher than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 1
On 11 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 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 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 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 5950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 6.35
Theta: -3.30
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 180 | -5.80 | 27.28 | 246.4 | 73 | 1,482 |
| 19 Dec | 0.00 | 185.8 | 28.70 | 27.13 | 617.87 | -991 | 1,732 |
| 18 Dec | 0.00 | 157.1 | -40.50 | 26.90 | 302.48 | 2,334 | 2,997 |
| 17 Dec | 0.00 | 197.6 | 21.60 | 27.73 | 351.15 | 293 | 891 |
| 16 Dec | 0.00 | 176 | -9.70 | 29.29 | 44.88 | 561 | 653 |
| 13 Dec | 0.00 | 185.7 | -23.70 | 30.63 | 2.13 | 84 | 88 |
| 12 Dec | 0.00 | 209.4 | -16.60 | 30.37 | 0.09 | -1 | 4 |
| 11 Dec | 0.00 | 226 | 226.00 | 28.98 | 0.09 | 5 | 5 |
| 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 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil - strike price 5950 expiring on 15JAN2025
Delta for 5950 PE is -0.50
Historical price for 5950 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 180, which was -5.80 lower than the previous day. The implied volatity was 27.28, the open interest changed by 73 which increased total open position to 1482
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 185.8, which was 28.70 higher than the previous day. The implied volatity was 27.13, the open interest changed by -991 which decreased total open position to 1732
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 157.1, which was -40.50 lower than the previous day. The implied volatity was 26.90, the open interest changed by 2334 which increased total open position to 2997
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 197.6, which was 21.60 higher than the previous day. The implied volatity was 27.73, the open interest changed by 293 which increased total open position to 891
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 176, which was -9.70 lower than the previous day. The implied volatity was 29.29, the open interest changed by 561 which increased total open position to 653
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 185.7, which was -23.70 lower than the previous day. The implied volatity was 30.63, the open interest changed by 84 which increased total open position to 88
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 209.4, which was -16.60 lower than the previous day. The implied volatity was 30.37, the open interest changed by -1 which decreased total open position to 4
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 226, which was 226.00 higher than the previous day. The implied volatity was 28.98, the open interest changed by 5 which increased total open position to 5
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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
