CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
04 Apr 2025 07:34 PM IST
| CRUDEOIL 16APR2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 1.71
Theta: -3.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 0.00 | 23.6 | -30.9 | 53.18 | 80,215 | -421 | 20,497 | |||
| 3 Apr | 0.00 | 51.8 | -167.2 | 33.22 | 2,05,225 | 14,633 | 21,038 | |||
| 2 Apr | 0.00 | 220 | 17 | 27.65 | 73,689 | 186 | 6,403 | |||
| 1 Apr | 0.00 | 202.4 | -11.9 | 27.39 | 32,627 | -1,366 | 6,213 | |||
| 31 Mar | 0.00 | 207.2 | 86.6 | 27.53 | 86,025 | -4,918 | 7,590 | |||
| 28 Mar | 0.00 | 118 | -31.3 | 26.46 | 1,29,663 | 4,076 | 12,682 | |||
| 27 Mar | 0.00 | 146.9 | -8.3 | 26.69 | 1,32,223 | 1,306 | 8,661 | |||
| 26 Mar | 0.00 | 151.9 | 29.4 | 27.18 | 1,21,928 | -1,499 | 7,357 | |||
| 25 Mar | 0.00 | 121.6 | -10.2 | 26.99 | 98,855 | 2,895 | 9,010 | |||
| 24 Mar | 0.00 | 129.8 | 0.8 | 27.05 | 86,126 | 1,003 | 6,166 | |||
| 21 Mar | 0.00 | 126.5 | -8.9 | 27.21 | 55,340 | 787 | 5,182 | |||
| 20 Mar | 0.00 | 134.1 | 15.2 | 27.64 | 57,805 | -1,320 | 4,388 | |||
| 19 Mar | 0.00 | 115 | -7.9 | 29.60 | 48,569 | -373 | 5,723 | |||
| 18 Mar | 0.00 | 122.3 | -19.5 | 30.50 | 67,493 | 3,371 | 6,114 | |||
| 17 Mar | 0.00 | 141.5 | 6.5 | 28.82 | 23,427 | 633 | 2,766 | |||
| 14 Mar | 0.00 | 133.2 | 3.6 | 28.47 | 3,182 | 179 | 2,133 | |||
| 13 Mar | 0.00 | 129 | -42.4 | 30.29 | 4,828 | 1,528 | 1,950 | |||
| 12 Mar | 0.00 | 168.4 | 27 | 28.87 | 1,754 | -55 | 422 | |||
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| 11 Mar | 0.00 | 141.9 | -19.5 | 31.58 | 820 | 427 | 477 | |||
| 10 Mar | 0.00 | 160 | -19.5 | 34.27 | 55 | 36 | 50 | |||
| 7 Mar | 0.00 | 168 | 9.4 | 30.23 | 12 | 4 | 14 | |||
| 6 Mar | 0.00 | 150 | 68.6 | 31.06 | 8 | 10 | 10 | |||
| 5 Mar | 0.00 | 195 | 1.8 | 0.00 | 9 | 4 | 0 | |||
| 4 Mar | 0.00 | 195 | 33.4 | 27.88 | 9 | 4 | 4 | |||
For Crude Oil - strike price 6000 expiring on 16APR2025
Delta for 6000 CE is 0.10
Historical price for 6000 CE is as follows
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 23.6, which was -30.9 lower than the previous day. The implied volatity was 53.18, the open interest changed by -421 which decreased total open position to 20497
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 51.8, which was -167.2 lower than the previous day. The implied volatity was 33.22, the open interest changed by 14633 which increased total open position to 21038
On 2 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 220, which was 17 higher than the previous day. The implied volatity was 27.65, the open interest changed by 186 which increased total open position to 6403
On 1 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 202.4, which was -11.9 lower than the previous day. The implied volatity was 27.39, the open interest changed by -1366 which decreased total open position to 6213
On 31 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 207.2, which was 86.6 higher than the previous day. The implied volatity was 27.53, the open interest changed by -4918 which decreased total open position to 7590
On 28 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 118, which was -31.3 lower than the previous day. The implied volatity was 26.46, the open interest changed by 4076 which increased total open position to 12682
On 27 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 146.9, which was -8.3 lower than the previous day. The implied volatity was 26.69, the open interest changed by 1306 which increased total open position to 8661
On 26 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 151.9, which was 29.4 higher than the previous day. The implied volatity was 27.18, the open interest changed by -1499 which decreased total open position to 7357
On 25 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 121.6, which was -10.2 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2895 which increased total open position to 9010
On 24 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 129.8, which was 0.8 higher than the previous day. The implied volatity was 27.05, the open interest changed by 1003 which increased total open position to 6166
On 21 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 126.5, which was -8.9 lower than the previous day. The implied volatity was 27.21, the open interest changed by 787 which increased total open position to 5182
On 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 134.1, which was 15.2 higher than the previous day. The implied volatity was 27.64, the open interest changed by -1320 which decreased total open position to 4388
On 19 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 115, which was -7.9 lower than the previous day. The implied volatity was 29.60, the open interest changed by -373 which decreased total open position to 5723
On 18 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 122.3, which was -19.5 lower than the previous day. The implied volatity was 30.50, the open interest changed by 3371 which increased total open position to 6114
On 17 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 141.5, which was 6.5 higher than the previous day. The implied volatity was 28.82, the open interest changed by 633 which increased total open position to 2766
On 14 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 133.2, which was 3.6 higher than the previous day. The implied volatity was 28.47, the open interest changed by 179 which increased total open position to 2133
On 13 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 129, which was -42.4 lower than the previous day. The implied volatity was 30.29, the open interest changed by 1528 which increased total open position to 1950
On 12 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 168.4, which was 27 higher than the previous day. The implied volatity was 28.87, the open interest changed by -55 which decreased total open position to 422
On 11 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 141.9, which was -19.5 lower than the previous day. The implied volatity was 31.58, the open interest changed by 427 which increased total open position to 477
On 10 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 160, which was -19.5 lower than the previous day. The implied volatity was 34.27, the open interest changed by 36 which increased total open position to 50
On 7 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 168, which was 9.4 higher than the previous day. The implied volatity was 30.23, the open interest changed by 4 which increased total open position to 14
On 6 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 150, which was 68.6 higher than the previous day. The implied volatity was 31.06, the open interest changed by 10 which increased total open position to 10
On 5 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 195, which was 1.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 195, which was 33.4 higher than the previous day. The implied volatity was 27.88, the open interest changed by 4 which increased total open position to 4
| CRUDEOIL 16APR2025 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 1.25
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 0.00 | 745.5 | 432.4 | 45.71 | 5,113 | -1,099 | 4,886 |
| 3 Apr | 0.00 | 310.2 | 235 | 31.27 | 90,192 | -6,237 | 5,995 |
| 2 Apr | 0.00 | 72.8 | -13.6 | 28.06 | 1,47,793 | 2,579 | 12,409 |
| 1 Apr | 0.00 | 86.5 | -7 | 27.84 | 95,620 | -3,708 | 9,862 |
| 31 Mar | 0.00 | 94.2 | -81.3 | 28.56 | 96,419 | 8,211 | 13,710 |
| 28 Mar | 0.00 | 174.7 | 18.9 | 26.40 | 1,15,641 | -1,558 | 5,539 |
| 27 Mar | 0.00 | 154.9 | -8 | 26.87 | 1,17,188 | 653 | 7,245 |
| 26 Mar | 0.00 | 162.7 | -42.1 | 27.32 | 1,12,406 | 3,188 | 6,655 |
| 25 Mar | 0.00 | 203 | 0 | 27.23 | 78,420 | 442 | 3,600 |
| 24 Mar | 0.00 | 199.9 | -29.8 | 27.06 | 33,143 | 892 | 3,166 |
| 21 Mar | 0.00 | 230.5 | -9.5 | 27.38 | 14,966 | 235 | 2,298 |
| 20 Mar | 0.00 | 236 | -60.4 | 28.10 | 13,567 | 53 | 2,080 |
| 19 Mar | 0.00 | 300.3 | -15.3 | 29.59 | 5,765 | 7 | 2,027 |
| 18 Mar | 0.00 | 310.1 | 43 | 30.15 | 23,906 | 698 | 2,020 |
| 17 Mar | 0.00 | 261.9 | -27.7 | 28.58 | 7,829 | 922 | 1,343 |
| 14 Mar | 0.00 | 288.1 | -42 | 27.86 | 443 | -10 | 421 |
| 13 Mar | 0.00 | 331.2 | 73 | 29.12 | 1,044 | 269 | 431 |
| 12 Mar | 0.00 | 256.3 | -70.8 | 27.75 | 378 | 78 | 162 |
| 11 Mar | 0.00 | 355.7 | 0.3 | 31.41 | 78 | 28 | 84 |
| 10 Mar | 0.00 | 372.6 | 63.6 | 32.50 | 84 | 48 | 56 |
| 7 Mar | 0.00 | 300 | -3.9 | 27.32 | 8 | 8 | 8 |
| 6 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 6000 expiring on 16APR2025
Delta for 6000 PE is -0.93
Historical price for 6000 PE is as follows
On 4 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 745.5, which was 432.4 higher than the previous day. The implied volatity was 45.71, the open interest changed by -1099 which decreased total open position to 4886
On 3 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 310.2, which was 235 higher than the previous day. The implied volatity was 31.27, the open interest changed by -6237 which decreased total open position to 5995
On 2 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 72.8, which was -13.6 lower than the previous day. The implied volatity was 28.06, the open interest changed by 2579 which increased total open position to 12409
On 1 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 86.5, which was -7 lower than the previous day. The implied volatity was 27.84, the open interest changed by -3708 which decreased total open position to 9862
On 31 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 94.2, which was -81.3 lower than the previous day. The implied volatity was 28.56, the open interest changed by 8211 which increased total open position to 13710
On 28 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 174.7, which was 18.9 higher than the previous day. The implied volatity was 26.40, the open interest changed by -1558 which decreased total open position to 5539
On 27 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 154.9, which was -8 lower than the previous day. The implied volatity was 26.87, the open interest changed by 653 which increased total open position to 7245
On 26 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 162.7, which was -42.1 lower than the previous day. The implied volatity was 27.32, the open interest changed by 3188 which increased total open position to 6655
On 25 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 203, which was 0 lower than the previous day. The implied volatity was 27.23, the open interest changed by 442 which increased total open position to 3600
On 24 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 199.9, which was -29.8 lower than the previous day. The implied volatity was 27.06, the open interest changed by 892 which increased total open position to 3166
On 21 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 230.5, which was -9.5 lower than the previous day. The implied volatity was 27.38, the open interest changed by 235 which increased total open position to 2298
On 20 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 236, which was -60.4 lower than the previous day. The implied volatity was 28.10, the open interest changed by 53 which increased total open position to 2080
On 19 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 300.3, which was -15.3 lower than the previous day. The implied volatity was 29.59, the open interest changed by 7 which increased total open position to 2027
On 18 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 310.1, which was 43 higher than the previous day. The implied volatity was 30.15, the open interest changed by 698 which increased total open position to 2020
On 17 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 261.9, which was -27.7 lower than the previous day. The implied volatity was 28.58, the open interest changed by 922 which increased total open position to 1343
On 14 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 288.1, which was -42 lower than the previous day. The implied volatity was 27.86, the open interest changed by -10 which decreased total open position to 421
On 13 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 331.2, which was 73 higher than the previous day. The implied volatity was 29.12, the open interest changed by 269 which increased total open position to 431
On 12 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 256.3, which was -70.8 lower than the previous day. The implied volatity was 27.75, the open interest changed by 78 which increased total open position to 162
On 11 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 355.7, which was 0.3 higher than the previous day. The implied volatity was 31.41, the open interest changed by 28 which increased total open position to 84
On 10 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 372.6, which was 63.6 higher than the previous day. The implied volatity was 32.50, the open interest changed by 48 which increased total open position to 56
On 7 Mar CRUDEOIL was trading at 0.00. The strike last trading price was 300, which was -3.9 lower than the previous day. The implied volatity was 27.32, the open interest changed by 8 which increased total open position to 8
On 6 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
On 5 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
On 4 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
