CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 5.72
Theta: -2.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 86.3 | 2.10 | 26.65 | 128.7 | -200 | 1,286 | |||
| 19 Dec | 0.00 | 84.2 | -26.20 | 26.18 | 207.57 | 1,189 | 1,554 | |||
| 18 Dec | 0.00 | 110.4 | 14.80 | 26.37 | 120.99 | -254 | 392 | |||
| 17 Dec | 0.00 | 95.6 | -36.40 | 27.32 | 79.25 | 606 | 685 | |||
| 16 Dec | 0.00 | 132 | -24.50 | 28.28 | 9.56 | 84 | 86 | |||
| 13 Dec | 0.00 | 156.5 | 61.00 | 29.16 | 0.3 | 2 | 2 | |||
| 12 Dec | 0.00 | 95.5 | 0.00 | 0.00 | 0.01 | 1 | 0 | |||
| 11 Dec | 0.00 | 95.5 | 0.00 | 0.00 | 0.01 | 1 | 0 | |||
| 10 Dec | 0.00 | 95.5 | 0.00 | 0.00 | 0.01 | 1 | 0 | |||
| 9 Dec | 0.00 | 95.5 | 95.50 | 29.03 | 0.01 | 1 | 1 | |||
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| 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 | |||
| 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 6150 expiring on 15JAN2025
Delta for 6150 CE is 0.32
Historical price for 6150 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 86.3, which was 2.10 higher than the previous day. The implied volatity was 26.65, the open interest changed by -200 which decreased total open position to 1286
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 84.2, which was -26.20 lower than the previous day. The implied volatity was 26.18, the open interest changed by 1189 which increased total open position to 1554
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 110.4, which was 14.80 higher than the previous day. The implied volatity was 26.37, the open interest changed by -254 which decreased total open position to 392
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 95.6, which was -36.40 lower than the previous day. The implied volatity was 27.32, the open interest changed by 606 which increased total open position to 685
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 132, which was -24.50 lower than the previous day. The implied volatity was 28.28, the open interest changed by 84 which increased total open position to 86
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 156.5, which was 61.00 higher than the previous day. The implied volatity was 29.16, the open interest changed by 2 which increased total open position to 2
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 95.5, 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 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 95.5, 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 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 95.5, 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 95.5, which was 95.50 higher than the previous day. The implied volatity was 29.03, the open interest changed by 1 which increased total open position to 1
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 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 6150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 5.74
Theta: -2.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 301.1 | -4.00 | 26.97 | 1.28 | -16 | 64 |
| 19 Dec | 0.00 | 305.1 | 37.80 | 26.34 | 7.4 | 53 | 77 |
| 18 Dec | 0.00 | 267.3 | -52.00 | 26.51 | 1.9 | 1 | 27 |
| 17 Dec | 0.00 | 319.3 | 319.30 | 27.44 | 2.23 | 37 | 37 |
| 16 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 0.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 |
| 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 6150 expiring on 15JAN2025
Delta for 6150 PE is -0.67
Historical price for 6150 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 301.1, which was -4.00 lower than the previous day. The implied volatity was 26.97, the open interest changed by -16 which decreased total open position to 64
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 305.1, which was 37.80 higher than the previous day. The implied volatity was 26.34, the open interest changed by 53 which increased total open position to 77
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 267.3, which was -52.00 lower than the previous day. The implied volatity was 26.51, the open interest changed by 1 which increased total open position to 27
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 319.3, which was 319.30 higher than the previous day. The implied volatity was 27.44, the open interest changed by 37 which increased total open position to 37
On 16 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 13 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 12 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 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 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
