CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Apr 2025 11:29 PM IST
| CRUDEOIL 15MAY2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 4.48
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 0.00 | 70 | 15.5 | 38.97 | 27,268 | -304 | 3,760 | |||
| 16 Apr | 0.00 | 52.6 | 10.7 | 41.81 | 9,158 | -385 | 4,052 | |||
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| 15 Apr | 0.00 | 41.1 | -12.9 | 40.58 | 5,788 | 905 | 4,437 | |||
| 14 Apr | 0.00 | 54.8 | -16.9 | 43.56 | 2,841 | 892 | 3,509 | |||
| 11 Apr | 0.00 | 72.6 | 13.5 | 44.51 | 4,594 | 271 | 2,661 | |||
| 10 Apr | 0.00 | 59.3 | -15 | 45.00 | 2,475 | 482 | 2,392 | |||
| 9 Apr | 0.00 | 88 | 11.5 | 44.15 | 4,650 | 1,144 | 2,267 | |||
| 8 Apr | 0.00 | 74.2 | -26.9 | 47.10 | 1,138 | 359 | 1,123 | |||
| 7 Apr | 0.00 | 96.4 | -5.3 | 46.97 | 1,111 | 421 | 761 | |||
| 4 Apr | 0.00 | 110 | -44.3 | 45.88 | 561 | 278 | 340 | |||
| 3 Apr | 0.00 | 157.1 | -66.6 | 34.51 | 118 | 62 | 62 | |||
| 26 Mar | 0.00 | 227.3 | 109.8 | 26.99 | 1 | 1 | 1 | |||
| 20 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil - strike price 6000 expiring on 15MAY2025
Delta for 6000 CE is 0.22
Historical price for 6000 CE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 70, which was 15.5 higher than the previous day. The implied volatity was 38.97, the open interest changed by -304 which decreased total open position to 3760
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 52.6, which was 10.7 higher than the previous day. The implied volatity was 41.81, the open interest changed by -385 which decreased total open position to 4052
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 41.1, which was -12.9 lower than the previous day. The implied volatity was 40.58, the open interest changed by 905 which increased total open position to 4437
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 54.8, which was -16.9 lower than the previous day. The implied volatity was 43.56, the open interest changed by 892 which increased total open position to 3509
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 72.6, which was 13.5 higher than the previous day. The implied volatity was 44.51, the open interest changed by 271 which increased total open position to 2661
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 59.3, which was -15 lower than the previous day. The implied volatity was 45.00, the open interest changed by 482 which increased total open position to 2392
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 88, which was 11.5 higher than the previous day. The implied volatity was 44.15, the open interest changed by 1144 which increased total open position to 2267
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 74.2, which was -26.9 lower than the previous day. The implied volatity was 47.10, the open interest changed by 359 which increased total open position to 1123
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 96.4, which was -5.3 lower than the previous day. The implied volatity was 46.97, the open interest changed by 421 which increased total open position to 761
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 110, which was -44.3 lower than the previous day. The implied volatity was 45.88, the open interest changed by 278 which increased total open position to 340
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 157.1, which was -66.6 lower than the previous day. The implied volatity was 34.51, the open interest changed by 62 which increased total open position to 62
On 26 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 227.3, which was 109.8 higher than the previous day. The implied volatity was 26.99, the open interest changed by 1 which increased total open position to 1
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 6000 PE | |||||||
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Delta: -0.79
Vega: 4.45
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 0.00 | 588.3 | -144.2 | 38.58 | 152 | 41 | 567 |
| 16 Apr | 0.00 | 736 | -58.8 | 40.56 | 116 | 48 | 526 |
| 15 Apr | 0.00 | 795.9 | 33.5 | 41.94 | 397 | 259 | 478 |
| 14 Apr | 0.00 | 826.3 | -10.7 | 49.22 | 13 | 0 | 219 |
| 11 Apr | 0.00 | 807.5 | -116 | 48.61 | 24 | 0 | 219 |
| 10 Apr | 0.00 | 934.9 | 21.1 | 57.52 | 40 | -1 | 219 |
| 9 Apr | 0.00 | 798.6 | 9.9 | 53.32 | 239 | 134 | 220 |
| 8 Apr | 0.00 | 874.8 | 110.4 | 44.81 | 81 | 86 | 86 |
| 7 Apr | 0.00 | 819.4 | 114.9 | 0.00 | 3 | 3 | 0 |
| 4 Apr | 0.00 | 819.4 | 391.7 | 52.25 | 3 | 3 | 11 |
| 3 Apr | 0.00 | 450 | 349.3 | 36.41 | 7 | 8 | 8 |
| 26 Mar | 0.00 | 310 | -54.5 | 0.00 | 2 | 1 | 0 |
| 20 Mar | 0.00 | 293.1 | 7.8 | 25.20 | 1 | 1 | 1 |
For Crude Oil - strike price 6000 expiring on 15MAY2025
Delta for 6000 PE is -0.79
Historical price for 6000 PE is as follows
On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 588.3, which was -144.2 lower than the previous day. The implied volatity was 38.58, the open interest changed by 41 which increased total open position to 567
On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 736, which was -58.8 lower than the previous day. The implied volatity was 40.56, the open interest changed by 48 which increased total open position to 526
On 15 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 795.9, which was 33.5 higher than the previous day. The implied volatity was 41.94, the open interest changed by 259 which increased total open position to 478
On 14 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 826.3, which was -10.7 lower than the previous day. The implied volatity was 49.22, the open interest changed by 0 which decreased total open position to 219
On 11 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 807.5, which was -116 lower than the previous day. The implied volatity was 48.61, the open interest changed by 0 which decreased total open position to 219
On 10 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 934.9, which was 21.1 higher than the previous day. The implied volatity was 57.52, the open interest changed by -1 which decreased total open position to 219
On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 798.6, which was 9.9 higher than the previous day. The implied volatity was 53.32, the open interest changed by 134 which increased total open position to 220
On 8 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 874.8, which was 110.4 higher than the previous day. The implied volatity was 44.81, the open interest changed by 86 which increased total open position to 86
On 7 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 819.4, which was 114.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 819.4, which was 391.7 higher than the previous day. The implied volatity was 52.25, the open interest changed by 3 which increased total open position to 11
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 450, which was 349.3 higher than the previous day. The implied volatity was 36.41, the open interest changed by 8 which increased total open position to 8
On 26 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 310, which was -54.5 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 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 293.1, which was 7.8 higher than the previous day. The implied volatity was 25.20, the open interest changed by 1 which increased total open position to 1
