CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 5.05
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 61.1 | 1.10 | 26.83 | 67.37 | -281 | 848 | |||
| 19 Dec | 0.00 | 60 | -19.50 | 26.45 | 145.99 | 420 | 1,160 | |||
| 18 Dec | 0.00 | 79.5 | 9.80 | 26.38 | 87 | 166 | 792 | |||
| 17 Dec | 0.00 | 69.7 | -30.90 | 27.48 | 88.49 | 254 | 713 | |||
| 16 Dec | 0.00 | 100.6 | -24.90 | 28.54 | 27.59 | 410 | 499 | |||
| 13 Dec | 0.00 | 125.5 | 21.40 | 29.83 | 2.68 | -18 | 92 | |||
| 12 Dec | 0.00 | 104.1 | 18.20 | 28.73 | 3.75 | 13 | 121 | |||
| 11 Dec | 0.00 | 85.9 | 16.80 | 27.78 | 1.53 | 5 | 108 | |||
| 10 Dec | 0.00 | 69.1 | -15.90 | 28.14 | 1 | 11 | 102 | |||
| 9 Dec | 0.00 | 85 | 23.10 | 31.17 | 0.26 | 17 | 88 | |||
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| 6 Dec | 0.00 | 61.9 | -36.80 | 29.69 | 0.62 | 21 | 64 | |||
| 5 Dec | 0.00 | 98.7 | -11.80 | 32.85 | 0.29 | 11 | 43 | |||
| 4 Dec | 0.00 | 110.5 | -19.50 | 32.90 | 0.24 | 3 | 32 | |||
| 3 Dec | 0.00 | 130 | 5.00 | 31.73 | 0.07 | 4 | 29 | |||
| 2 Dec | 0.00 | 125 | 0.00 | 36.59 | 0.01 | 1 | 25 | |||
| 29 Nov | 0.00 | 125 | -8.90 | 34.06 | 0.13 | 24 | 24 | |||
| 28 Nov | 0.00 | 133.9 | 22.80 | 33.97 | 0.12 | 20 | 0 | |||
| 27 Nov | 0.00 | 111.1 | 33.06 | 0.22 | 20 | 20 | ||||
For Crude Oil - strike price 6250 expiring on 15JAN2025
Delta for 6250 CE is 0.25
Historical price for 6250 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 61.1, which was 1.10 higher than the previous day. The implied volatity was 26.83, the open interest changed by -281 which decreased total open position to 848
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 60, which was -19.50 lower than the previous day. The implied volatity was 26.45, the open interest changed by 420 which increased total open position to 1160
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 79.5, which was 9.80 higher than the previous day. The implied volatity was 26.38, the open interest changed by 166 which increased total open position to 792
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 69.7, which was -30.90 lower than the previous day. The implied volatity was 27.48, the open interest changed by 254 which increased total open position to 713
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 100.6, which was -24.90 lower than the previous day. The implied volatity was 28.54, the open interest changed by 410 which increased total open position to 499
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 125.5, which was 21.40 higher than the previous day. The implied volatity was 29.83, the open interest changed by -18 which decreased total open position to 92
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 104.1, which was 18.20 higher than the previous day. The implied volatity was 28.73, the open interest changed by 13 which increased total open position to 121
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 85.9, which was 16.80 higher than the previous day. The implied volatity was 27.78, the open interest changed by 5 which increased total open position to 108
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 69.1, which was -15.90 lower than the previous day. The implied volatity was 28.14, the open interest changed by 11 which increased total open position to 102
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 85, which was 23.10 higher than the previous day. The implied volatity was 31.17, the open interest changed by 17 which increased total open position to 88
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 61.9, which was -36.80 lower than the previous day. The implied volatity was 29.69, the open interest changed by 21 which increased total open position to 64
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 98.7, which was -11.80 lower than the previous day. The implied volatity was 32.85, the open interest changed by 11 which increased total open position to 43
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 110.5, which was -19.50 lower than the previous day. The implied volatity was 32.90, the open interest changed by 3 which increased total open position to 32
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 130, which was 5.00 higher than the previous day. The implied volatity was 31.73, the open interest changed by 4 which increased total open position to 29
On 2 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 36.59, the open interest changed by 1 which increased total open position to 25
On 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 125, which was -8.90 lower than the previous day. The implied volatity was 34.06, the open interest changed by 24 which increased total open position to 24
On 28 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 133.9, which was 22.80 higher than the previous day. The implied volatity was 33.97, the open interest changed by 20 which increased total open position to 0
On 27 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 111.1, which was lower than the previous day. The implied volatity was 33.06, the open interest changed by 20 which increased total open position to 20
| CRUDEOIL 15JAN2025 6250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 5.65
Theta: -3.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 424.2 | 43.00 | 36.12 | 0.14 | -1 | 24 |
| 19 Dec | 0.00 | 381.2 | 37.90 | 26.69 | 0.19 | -2 | 25 |
| 18 Dec | 0.00 | 343.3 | -54.30 | 27.72 | 0.86 | 27 | 28 |
| 17 Dec | 0.00 | 397.6 | 397.60 | 28.38 | 0.02 | 1 | 1 |
| 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 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil - strike price 6250 expiring on 15JAN2025
Delta for 6250 PE is -0.69
Historical price for 6250 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 424.2, which was 43.00 higher than the previous day. The implied volatity was 36.12, the open interest changed by -1 which decreased total open position to 24
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 381.2, which was 37.90 higher than the previous day. The implied volatity was 26.69, the open interest changed by -2 which decreased total open position to 25
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 343.3, which was -54.30 lower than the previous day. The implied volatity was 27.72, the open interest changed by 27 which increased total open position to 28
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 397.6, which was 397.60 higher than the previous day. The implied volatity was 28.38, the open interest changed by 1 which increased total open position to 1
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 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 27 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
