CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
30 Dec 2024 10:30 PM IST
| CRUDEOIL 15JAN2025 6100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 5.14
Theta: -4.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 0.00 | 140.9 | 27.10 | 26.40 | 1,268.56 | 4,303 | 10,897 | |||
| 27 Dec | 0.00 | 113.8 | 14.60 | 25.99 | 717.39 | -1,316 | 7,740 | |||
| 26 Dec | 0.00 | 99.2 | -12.60 | 27.10 | 725.6 | 3,975 | 9,607 | |||
| 24 Dec | 0.00 | 111.8 | 25.80 | 27.45 | 671.51 | -1,387 | 6,461 | |||
| 23 Dec | 0.00 | 86 | -16.50 | 27.77 | 678.29 | 4,102 | 8,905 | |||
| 20 Dec | 0.00 | 102.5 | 2.00 | 26.70 | 567.31 | -169 | 5,493 | |||
| 19 Dec | 0.00 | 100.5 | -28.60 | 26.29 | 737.74 | 3,024 | 6,371 | |||
| 18 Dec | 0.00 | 129.1 | 17.90 | 26.39 | 631.1 | -1,587 | 3,809 | |||
| 17 Dec | 0.00 | 111.2 | -41.60 | 27.25 | 572.18 | 3,266 | 5,838 | |||
| 16 Dec | 0.00 | 152.8 | -25.70 | 28.50 | 295 | 2,442 | 3,051 | |||
| 13 Dec | 0.00 | 178.5 | 27.90 | 29.38 | 29.33 | -38 | 642 | |||
| 12 Dec | 0.00 | 150.6 | 22.70 | 28.14 | 40.14 | 0 | 690 | |||
| 11 Dec | 0.00 | 127.9 | 27.40 | 27.32 | 11.91 | -164 | 686 | |||
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| 10 Dec | 0.00 | 100.5 | -2.50 | 27.15 | 5.48 | 64 | 849 | |||
| 9 Dec | 0.00 | 103 | 7.00 | 27.98 | 7.45 | 138 | 784 | |||
| 6 Dec | 0.00 | 96 | -28.50 | 30.05 | 4.23 | 208 | 646 | |||
| 5 Dec | 0.00 | 124.5 | -25.50 | 30.84 | 4.88 | 244 | 436 | |||
| 4 Dec | 0.00 | 150 | -19.50 | 32.44 | 2.52 | 93 | 173 | |||
| 3 Dec | 0.00 | 169.5 | 169.50 | 30.52 | 1.02 | 79 | 79 | |||
| 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 6100 expiring on 15JAN2025
Delta for 6100 CE is 0.52
Historical price for 6100 CE is as follows
On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 140.9, which was 27.10 higher than the previous day. The implied volatity was 26.40, the open interest changed by 4303 which increased total open position to 10897
On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 113.8, which was 14.60 higher than the previous day. The implied volatity was 25.99, the open interest changed by -1316 which decreased total open position to 7740
On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 99.2, which was -12.60 lower than the previous day. The implied volatity was 27.10, the open interest changed by 3975 which increased total open position to 9607
On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 111.8, which was 25.80 higher than the previous day. The implied volatity was 27.45, the open interest changed by -1387 which decreased total open position to 6461
On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 86, which was -16.50 lower than the previous day. The implied volatity was 27.77, the open interest changed by 4102 which increased total open position to 8905
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 102.5, which was 2.00 higher than the previous day. The implied volatity was 26.70, the open interest changed by -169 which decreased total open position to 5493
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 100.5, which was -28.60 lower than the previous day. The implied volatity was 26.29, the open interest changed by 3024 which increased total open position to 6371
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 129.1, which was 17.90 higher than the previous day. The implied volatity was 26.39, the open interest changed by -1587 which decreased total open position to 3809
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 111.2, which was -41.60 lower than the previous day. The implied volatity was 27.25, the open interest changed by 3266 which increased total open position to 5838
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 152.8, which was -25.70 lower than the previous day. The implied volatity was 28.50, the open interest changed by 2442 which increased total open position to 3051
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 178.5, which was 27.90 higher than the previous day. The implied volatity was 29.38, the open interest changed by -38 which decreased total open position to 642
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 150.6, which was 22.70 higher than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 690
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 127.9, which was 27.40 higher than the previous day. The implied volatity was 27.32, the open interest changed by -164 which decreased total open position to 686
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 100.5, which was -2.50 lower than the previous day. The implied volatity was 27.15, the open interest changed by 64 which increased total open position to 849
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 103, which was 7.00 higher than the previous day. The implied volatity was 27.98, the open interest changed by 138 which increased total open position to 784
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 96, which was -28.50 lower than the previous day. The implied volatity was 30.05, the open interest changed by 208 which increased total open position to 646
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 124.5, which was -25.50 lower than the previous day. The implied volatity was 30.84, the open interest changed by 244 which increased total open position to 436
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 150, which was -19.50 lower than the previous day. The implied volatity was 32.44, the open interest changed by 93 which increased total open position to 173
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 169.5, which was 169.50 higher than the previous day. The implied volatity was 30.52, the open interest changed by 79 which increased total open position to 79
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
| CRUDEOIL 15JAN2025 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 5.14
Theta: -4.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 0.00 | 135.1 | -48.10 | 27.22 | 1,094.48 | 10,004 | 14,213 |
| 27 Dec | 0.00 | 183.2 | -43.10 | 26.61 | 485.47 | 1,630 | 4,379 |
| 26 Dec | 0.00 | 226.3 | -4.30 | 27.49 | 399.29 | 1,076 | 2,988 |
| 24 Dec | 0.00 | 230.6 | -56.90 | 27.94 | 203.22 | 1,216 | 2,132 |
| 23 Dec | 0.00 | 287.5 | 21.20 | 27.86 | 97.44 | 42 | 929 |
| 20 Dec | 0.00 | 266.3 | -6.70 | 26.83 | 59.56 | -57 | 899 |
| 19 Dec | 0.00 | 273 | 37.50 | 26.70 | 267.9 | -539 | 1,035 |
| 18 Dec | 0.00 | 235.5 | -50.60 | 26.46 | 205.81 | 1,126 | 1,703 |
| 17 Dec | 0.00 | 286.1 | 33.90 | 27.55 | 88.52 | -335 | 510 |
| 16 Dec | 0.00 | 252.2 | -13.00 | 28.70 | 55.79 | 464 | 891 |
| 13 Dec | 0.00 | 265.2 | -14.70 | 30.86 | 8.6 | 378 | 424 |
| 12 Dec | 0.00 | 279.9 | -24.10 | 28.61 | 1.35 | 51 | 54 |
| 11 Dec | 0.00 | 304 | -138.40 | 27.48 | 0.02 | 3 | 3 |
| 10 Dec | 0.00 | 442.4 | 0.00 | 0.00 | 0.01 | 1 | 0 |
| 9 Dec | 0.00 | 442.4 | 0.00 | 0.00 | 0.01 | 1 | 0 |
| 6 Dec | 0.00 | 442.4 | 442.40 | 26.78 | 0.01 | 1 | 1 |
| 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 |
| 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 6100 expiring on 15JAN2025
Delta for 6100 PE is -0.48
Historical price for 6100 PE is as follows
On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 135.1, which was -48.10 lower than the previous day. The implied volatity was 27.22, the open interest changed by 10004 which increased total open position to 14213
On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 183.2, which was -43.10 lower than the previous day. The implied volatity was 26.61, the open interest changed by 1630 which increased total open position to 4379
On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 226.3, which was -4.30 lower than the previous day. The implied volatity was 27.49, the open interest changed by 1076 which increased total open position to 2988
On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 230.6, which was -56.90 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1216 which increased total open position to 2132
On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 287.5, which was 21.20 higher than the previous day. The implied volatity was 27.86, the open interest changed by 42 which increased total open position to 929
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 266.3, which was -6.70 lower than the previous day. The implied volatity was 26.83, the open interest changed by -57 which decreased total open position to 899
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 273, which was 37.50 higher than the previous day. The implied volatity was 26.70, the open interest changed by -539 which decreased total open position to 1035
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 235.5, which was -50.60 lower than the previous day. The implied volatity was 26.46, the open interest changed by 1126 which increased total open position to 1703
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 286.1, which was 33.90 higher than the previous day. The implied volatity was 27.55, the open interest changed by -335 which decreased total open position to 510
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 252.2, which was -13.00 lower than the previous day. The implied volatity was 28.70, the open interest changed by 464 which increased total open position to 891
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 265.2, which was -14.70 lower than the previous day. The implied volatity was 30.86, the open interest changed by 378 which increased total open position to 424
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 279.9, which was -24.10 lower than the previous day. The implied volatity was 28.61, the open interest changed by 51 which increased total open position to 54
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 304, which was -138.40 lower than the previous day. The implied volatity was 27.48, the open interest changed by 3 which increased total open position to 3
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 442.4, 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 442.4, 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 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 442.4, which was 442.40 higher than the previous day. The implied volatity was 26.78, the open interest changed by 1 which increased total open position to 1
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 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
