CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6200 CE | ||||||||||
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Delta: 0.28
Vega: 5.40
Theta: -2.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 72.9 | 1.90 | 26.76 | 402.41 | -782 | 3,602 | |||
| 19 Dec | 0.00 | 71 | -23.00 | 26.27 | 639.82 | 2,483 | 5,298 | |||
| 18 Dec | 0.00 | 94 | 12.80 | 26.38 | 454.15 | -1,025 | 3,099 | |||
| 17 Dec | 0.00 | 81.2 | -35.00 | 27.30 | 446.66 | 2,952 | 4,648 | |||
| 16 Dec | 0.00 | 116.2 | -26.70 | 28.53 | 170.43 | 1,196 | 1,903 | |||
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| 13 Dec | 0.00 | 142.9 | 24.00 | 30.10 | 32.75 | 293 | 692 | |||
| 12 Dec | 0.00 | 118.9 | 21.50 | 28.66 | 32.24 | 79 | 416 | |||
| 11 Dec | 0.00 | 97.4 | 20.70 | 27.48 | 9.65 | -35 | 338 | |||
| 10 Dec | 0.00 | 76.7 | -11.40 | 27.54 | 4.93 | 257 | 371 | |||
| 9 Dec | 0.00 | 88.1 | 12.20 | 29.77 | 1.15 | 36 | 116 | |||
| 6 Dec | 0.00 | 75.9 | -23.10 | 30.48 | 0.62 | 27 | 84 | |||
| 5 Dec | 0.00 | 99 | -16.00 | 31.06 | 0.4 | 0 | 57 | |||
| 4 Dec | 0.00 | 115 | -25.00 | 31.67 | 0.33 | 18 | 57 | |||
| 3 Dec | 0.00 | 140 | 0.00 | 31.06 | 0.25 | 24 | 31 | |||
| 2 Dec | 0.00 | 140 | 140.00 | 36.89 | 0.07 | 7 | 7 | |||
| 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 6200 expiring on 15JAN2025
Delta for 6200 CE is 0.28
Historical price for 6200 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 72.9, which was 1.90 higher than the previous day. The implied volatity was 26.76, the open interest changed by -782 which decreased total open position to 3602
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 71, which was -23.00 lower than the previous day. The implied volatity was 26.27, the open interest changed by 2483 which increased total open position to 5298
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 94, which was 12.80 higher than the previous day. The implied volatity was 26.38, the open interest changed by -1025 which decreased total open position to 3099
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 81.2, which was -35.00 lower than the previous day. The implied volatity was 27.30, the open interest changed by 2952 which increased total open position to 4648
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 116.2, which was -26.70 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1196 which increased total open position to 1903
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 142.9, which was 24.00 higher than the previous day. The implied volatity was 30.10, the open interest changed by 293 which increased total open position to 692
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 118.9, which was 21.50 higher than the previous day. The implied volatity was 28.66, the open interest changed by 79 which increased total open position to 416
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 97.4, which was 20.70 higher than the previous day. The implied volatity was 27.48, the open interest changed by -35 which decreased total open position to 338
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 76.7, which was -11.40 lower than the previous day. The implied volatity was 27.54, the open interest changed by 257 which increased total open position to 371
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 88.1, which was 12.20 higher than the previous day. The implied volatity was 29.77, the open interest changed by 36 which increased total open position to 116
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 75.9, which was -23.10 lower than the previous day. The implied volatity was 30.48, the open interest changed by 27 which increased total open position to 84
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 99, which was -16.00 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 57
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 115, which was -25.00 lower than the previous day. The implied volatity was 31.67, the open interest changed by 18 which increased total open position to 57
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 140, which was 0.00 lower than the previous day. The implied volatity was 31.06, the open interest changed by 24 which increased total open position to 31
On 2 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 140, which was 140.00 higher than the previous day. The implied volatity was 36.89, the open interest changed by 7 which increased total open position to 7
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 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 5.42
Theta: -2.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 337.2 | -4.30 | 27.00 | 13.56 | -94 | 372 |
| 19 Dec | 0.00 | 341.5 | 42.80 | 26.37 | 52.05 | 53 | 489 |
| 18 Dec | 0.00 | 298.7 | -56.00 | 26.16 | 27.47 | 198 | 467 |
| 17 Dec | 0.00 | 354.7 | 37.10 | 27.38 | 16.22 | 112 | 284 |
| 16 Dec | 0.00 | 317.6 | -10.10 | 29.05 | 4.54 | 79 | 166 |
| 13 Dec | 0.00 | 327.7 | -20.80 | 31.14 | 1.68 | 56 | 87 |
| 12 Dec | 0.00 | 348.5 | -101.50 | 29.19 | 0.57 | 31 | 31 |
| 11 Dec | 0.00 | 450 | 0.00 | 0.00 | 0.01 | 0 | 0 |
| 10 Dec | 0.00 | 450 | 0.00 | 0.00 | 0.01 | 0 | 0 |
| 9 Dec | 0.00 | 450 | 0.00 | 0.00 | 0.01 | 0 | 0 |
| 6 Dec | 0.00 | 450 | 0.00 | 0.00 | 0.01 | 0 | 0 |
| 5 Dec | 0.00 | 450 | 450.00 | 0.00 | 0.01 | 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 6200 expiring on 15JAN2025
Delta for 6200 PE is -0.71
Historical price for 6200 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 337.2, which was -4.30 lower than the previous day. The implied volatity was 27.00, the open interest changed by -94 which decreased total open position to 372
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 341.5, which was 42.80 higher than the previous day. The implied volatity was 26.37, the open interest changed by 53 which increased total open position to 489
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 298.7, which was -56.00 lower than the previous day. The implied volatity was 26.16, the open interest changed by 198 which increased total open position to 467
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 354.7, which was 37.10 higher than the previous day. The implied volatity was 27.38, the open interest changed by 112 which increased total open position to 284
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 317.6, which was -10.10 lower than the previous day. The implied volatity was 29.05, the open interest changed by 79 which increased total open position to 166
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 327.7, which was -20.80 lower than the previous day. The implied volatity was 31.14, the open interest changed by 56 which increased total open position to 87
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 348.5, which was -101.50 lower than the previous day. The implied volatity was 29.19, the open interest changed by 31 which increased total open position to 31
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 450, 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 450, 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 450, 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 450, 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 450, which was 450.00 higher 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
