CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 6.31
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 140.4 | 2.70 | 26.64 | 1,096.77 | -2,068 | 15,053 | |||
| 19 Dec | 0.00 | 137.7 | -35.30 | 26.22 | 1,936.37 | 9,746 | 18,506 | |||
| 18 Dec | 0.00 | 173 | 24.30 | 26.45 | 1,524.49 | -6,671 | 9,726 | |||
| 17 Dec | 0.00 | 148.7 | -46.80 | 27.17 | 1,457.59 | 10,765 | 17,748 | |||
| 16 Dec | 0.00 | 195.5 | -26.80 | 28.23 | 752.86 | 5,716 | 7,838 | |||
| 13 Dec | 0.00 | 222.3 | 32.20 | 29.03 | 113.84 | 871 | 2,125 | |||
| 12 Dec | 0.00 | 190.1 | 21.40 | 27.73 | 84.99 | 351 | 1,216 | |||
| 11 Dec | 0.00 | 168.7 | 35.60 | 27.61 | 31 | -75 | 873 | |||
| 10 Dec | 0.00 | 133.1 | -4.90 | 27.14 | 18.72 | 579 | 950 | |||
| 9 Dec | 0.00 | 138 | 15.50 | 28.50 | 4.64 | 128 | 371 | |||
| 6 Dec | 0.00 | 122.5 | -39.50 | 29.87 | 3.65 | 223 | 243 | |||
| 5 Dec | 0.00 | 162 | -38.00 | 31.53 | 0.34 | 20 | 20 | |||
| 4 Dec | 0.00 | 200 | -20.10 | 34.38 | 0.01 | 4 | 0 | |||
| 3 Dec | 0.00 | 220.1 | 20.10 | 31.91 | 0.06 | 4 | 6 | |||
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| 2 Dec | 0.00 | 200 | -15.00 | 36.56 | 0.01 | 1 | 2 | |||
| 29 Nov | 0.00 | 215 | 215.00 | 35.53 | 0.06 | 1 | 1 | |||
| 28 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 6000 expiring on 15JAN2025
Delta for 6000 CE is 0.46
Historical price for 6000 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 140.4, which was 2.70 higher than the previous day. The implied volatity was 26.64, the open interest changed by -2068 which decreased total open position to 15053
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 137.7, which was -35.30 lower than the previous day. The implied volatity was 26.22, the open interest changed by 9746 which increased total open position to 18506
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 173, which was 24.30 higher than the previous day. The implied volatity was 26.45, the open interest changed by -6671 which decreased total open position to 9726
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 148.7, which was -46.80 lower than the previous day. The implied volatity was 27.17, the open interest changed by 10765 which increased total open position to 17748
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 195.5, which was -26.80 lower than the previous day. The implied volatity was 28.23, the open interest changed by 5716 which increased total open position to 7838
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 222.3, which was 32.20 higher than the previous day. The implied volatity was 29.03, the open interest changed by 871 which increased total open position to 2125
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 190.1, which was 21.40 higher than the previous day. The implied volatity was 27.73, the open interest changed by 351 which increased total open position to 1216
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 168.7, which was 35.60 higher than the previous day. The implied volatity was 27.61, the open interest changed by -75 which decreased total open position to 873
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 133.1, which was -4.90 lower than the previous day. The implied volatity was 27.14, the open interest changed by 579 which increased total open position to 950
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 138, which was 15.50 higher than the previous day. The implied volatity was 28.50, the open interest changed by 128 which increased total open position to 371
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 122.5, which was -39.50 lower than the previous day. The implied volatity was 29.87, the open interest changed by 223 which increased total open position to 243
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 162, which was -38.00 lower than the previous day. The implied volatity was 31.53, the open interest changed by 20 which increased total open position to 20
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 200, which was -20.10 lower than the previous day. The implied volatity was 34.38, the open interest changed by 4 which increased total open position to 0
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 220.1, which was 20.10 higher than the previous day. The implied volatity was 31.91, the open interest changed by 4 which increased total open position to 6
On 2 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 200, which was -15.00 lower than the previous day. The implied volatity was 36.56, the open interest changed by 1 which increased total open position to 2
On 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 215, which was 215.00 higher than the previous day. The implied volatity was 35.53, the open interest changed by 1 which increased total open position to 1
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 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 6.31
Theta: -3.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 204.8 | -6.60 | 26.86 | 441.53 | -281 | 6,887 |
| 19 Dec | 0.00 | 211.4 | 32.40 | 26.80 | 1,629.29 | -2,602 | 7,891 |
| 18 Dec | 0.00 | 179 | -45.10 | 26.45 | 1,165.17 | 5,751 | 11,580 |
| 17 Dec | 0.00 | 224.1 | 25.60 | 27.53 | 915.16 | -2,731 | 6,145 |
| 16 Dec | 0.00 | 198.5 | -12.00 | 28.96 | 685.24 | 6,707 | 9,275 |
| 13 Dec | 0.00 | 210.5 | -8.40 | 30.46 | 68.44 | 1,947 | 2,572 |
| 12 Dec | 0.00 | 218.9 | -22.10 | 28.12 | 27.71 | 567 | 631 |
| 11 Dec | 0.00 | 241 | -77.30 | 27.24 | 1.04 | 65 | 65 |
| 10 Dec | 0.00 | 318.3 | 0.00 | 0.00 | 0.02 | 1 | 0 |
| 9 Dec | 0.00 | 318.3 | -46.70 | 29.10 | 0.02 | 1 | 0 |
| 6 Dec | 0.00 | 365 | 40.00 | 26.31 | 0.01 | 1 | 6 |
| 5 Dec | 0.00 | 325 | 25.00 | 26.56 | 0.03 | 3 | 5 |
| 4 Dec | 0.00 | 300 | 300.00 | 25.56 | 0.01 | 1 | 1 |
| 3 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 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 6000 expiring on 15JAN2025
Delta for 6000 PE is -0.54
Historical price for 6000 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 204.8, which was -6.60 lower than the previous day. The implied volatity was 26.86, the open interest changed by -281 which decreased total open position to 6887
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 211.4, which was 32.40 higher than the previous day. The implied volatity was 26.80, the open interest changed by -2602 which decreased total open position to 7891
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 179, which was -45.10 lower than the previous day. The implied volatity was 26.45, the open interest changed by 5751 which increased total open position to 11580
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 224.1, which was 25.60 higher than the previous day. The implied volatity was 27.53, the open interest changed by -2731 which decreased total open position to 6145
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 198.5, which was -12.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by 6707 which increased total open position to 9275
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 210.5, which was -8.40 lower than the previous day. The implied volatity was 30.46, the open interest changed by 1947 which increased total open position to 2572
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 218.9, which was -22.10 lower than the previous day. The implied volatity was 28.12, the open interest changed by 567 which increased total open position to 631
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 241, which was -77.30 lower than the previous day. The implied volatity was 27.24, the open interest changed by 65 which increased total open position to 65
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 318.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 318.3, which was -46.70 lower than the previous day. The implied volatity was 29.10, the open interest changed by 1 which increased total open position to 0
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 365, which was 40.00 higher than the previous day. The implied volatity was 26.31, the open interest changed by 1 which increased total open position to 6
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 325, which was 25.00 higher than the previous day. The implied volatity was 26.56, the open interest changed by 3 which increased total open position to 5
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 300, which was 300.00 higher than the previous day. The implied volatity was 25.56, the open interest changed by 1 which increased total open position to 1
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 2 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
