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CRUDEOIL
Crude Oil

6332 -41.00 (-0.64%)

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Historical option data for CRUDEOIL

06 Jan 2025 11:29 AM IST
CRUDEOIL 15JAN2025 6300 CE
Delta: 0.56
Vega: 4.09
Theta: -5.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 0.00 133.5 -27.80 28.09 57.99 206 6,519
3 Jan 0.00 161.3 33.80 24.98 1,921.05 427 6,872
2 Jan 0.00 127.5 45.00 26.95 1,623.8 4,256 7,869
1 Jan 0.00 82.5 6.10 27.71 95.87 114 3,613
31 Dec 0.00 76.4 11.90 25.91 631.67 1,857 4,206
30 Dec 0.00 64.5 11.80 26.90 533.41 -1,571 2,635
27 Dec 0.00 52.7 6.00 26.48 282.43 440 4,416
26 Dec 0.00 46.7 -6.80 27.61 297.7 961 4,085
24 Dec 0.00 53.5 11.90 27.41 293.44 -911 3,330
23 Dec 0.00 41.6 -9.30 28.19 346.38 784 4,403
20 Dec 0.00 50.9 0.90 26.90 275.57 -457 3,724
19 Dec 0.00 50 -16.60 26.53 400.51 835 4,210
18 Dec 0.00 66.6 8.60 26.35 294.92 400 3,502
17 Dec 0.00 58 -30.10 27.35 290.11 1,723 3,144
16 Dec 0.00 88.1 -24.90 28.80 103.82 1,066 1,287
13 Dec 0.00 113 21.00 30.28 9.59 149 212
12 Dec 0.00 92 17.00 28.98 0.9 54 62
11 Dec 0.00 75 15.00 27.92 0.04 8 8
10 Dec 0.00 60 -5.00 28.29 0.01 5 0
9 Dec 0.00 65 -6.50 29.50 0.06 5 7
6 Dec 0.00 71.5 71.50 33.10 0.02 2 2
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 6300 expiring on 15JAN2025

Delta for 6300 CE is 0.56

Historical price for 6300 CE is as follows

On 6 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 133.5, which was -27.80 lower than the previous day. The implied volatity was 28.09, the open interest changed by 206 which increased total open position to 6519


On 3 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 161.3, which was 33.80 higher than the previous day. The implied volatity was 24.98, the open interest changed by 427 which increased total open position to 6872


On 2 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 127.5, which was 45.00 higher than the previous day. The implied volatity was 26.95, the open interest changed by 4256 which increased total open position to 7869


On 1 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 82.5, which was 6.10 higher than the previous day. The implied volatity was 27.71, the open interest changed by 114 which increased total open position to 3613


On 31 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 76.4, which was 11.90 higher than the previous day. The implied volatity was 25.91, the open interest changed by 1857 which increased total open position to 4206


On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 64.5, which was 11.80 higher than the previous day. The implied volatity was 26.90, the open interest changed by -1571 which decreased total open position to 2635


On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 52.7, which was 6.00 higher than the previous day. The implied volatity was 26.48, the open interest changed by 440 which increased total open position to 4416


On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 46.7, which was -6.80 lower than the previous day. The implied volatity was 27.61, the open interest changed by 961 which increased total open position to 4085


On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 53.5, which was 11.90 higher than the previous day. The implied volatity was 27.41, the open interest changed by -911 which decreased total open position to 3330


On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 41.6, which was -9.30 lower than the previous day. The implied volatity was 28.19, the open interest changed by 784 which increased total open position to 4403


On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 50.9, which was 0.90 higher than the previous day. The implied volatity was 26.90, the open interest changed by -457 which decreased total open position to 3724


On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 50, which was -16.60 lower than the previous day. The implied volatity was 26.53, the open interest changed by 835 which increased total open position to 4210


On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 66.6, which was 8.60 higher than the previous day. The implied volatity was 26.35, the open interest changed by 400 which increased total open position to 3502


On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 58, which was -30.10 lower than the previous day. The implied volatity was 27.35, the open interest changed by 1723 which increased total open position to 3144


On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 88.1, which was -24.90 lower than the previous day. The implied volatity was 28.80, the open interest changed by 1066 which increased total open position to 1287


On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 113, which was 21.00 higher than the previous day. The implied volatity was 30.28, the open interest changed by 149 which increased total open position to 212


On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 92, which was 17.00 higher than the previous day. The implied volatity was 28.98, the open interest changed by 54 which increased total open position to 62


On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 75, which was 15.00 higher than the previous day. The implied volatity was 27.92, the open interest changed by 8 which increased total open position to 8


On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 60, which was -5.00 lower than the previous day. The implied volatity was 28.29, the open interest changed by 5 which increased total open position to 0


On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 65, which was -6.50 lower than the previous day. The implied volatity was 29.50, the open interest changed by 5 which increased total open position to 7


On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 71.5, which was 71.50 higher than the previous day. The implied volatity was 33.10, the open interest changed by 2 which increased total open position to 2


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


CRUDEOIL 15JAN2025 6300 PE
Delta: -0.45
Vega: 4.09
Theta: -6.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 0.00 102.2 17.20 28.75 119.22 -259 11,959
3 Jan 0.00 85 -47.30 26.26 1,508.75 6,912 14,144
2 Jan 0.00 132.3 -81.70 27.33 1,064.1 7,722 9,097
1 Jan 0.00 214 0.50 28.47 11.98 129 1,375
31 Dec 0.00 213.5 -46.00 27.20 105.21 550 1,296
30 Dec 0.00 259.5 -62.30 27.34 49.81 262 796
27 Dec 0.00 321.8 -51.80 27.18 17.09 146 512
26 Dec 0.00 373.6 3.60 28.06 15.04 109 411
24 Dec 0.00 370 -71.70 27.52 8.04 74 302
23 Dec 0.00 441.7 28.60 27.96 5.53 4 228
20 Dec 0.00 413.1 -5.30 26.73 3.1 -20 223
19 Dec 0.00 418.4 41.40 26.18 3.89 -61 253
18 Dec 0.00 377 -53.80 27.15 3.63 67 312
17 Dec 0.00 430.8 48.60 27.31 5.78 3 248
16 Dec 0.00 382.2 -6.10 28.14 2.72 29 245
13 Dec 0.00 388.3 -38.90 30.17 2.72 187 215
12 Dec 0.00 427.2 -72.80 30.43 0.27 28 28
11 Dec 0.00 500 0.00 0.00 0.01 1 0
10 Dec 0.00 500 0.00 0.00 0.01 1 0
9 Dec 0.00 500 0.00 0.00 0.01 1 0
6 Dec 0.00 500 0.00 0.00 0.01 1 0
5 Dec 0.00 500 500.00 0.00 0.01 1 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 6300 expiring on 15JAN2025

Delta for 6300 PE is -0.45

Historical price for 6300 PE is as follows

On 6 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 102.2, which was 17.20 higher than the previous day. The implied volatity was 28.75, the open interest changed by -259 which decreased total open position to 11959


On 3 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 85, which was -47.30 lower than the previous day. The implied volatity was 26.26, the open interest changed by 6912 which increased total open position to 14144


On 2 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 132.3, which was -81.70 lower than the previous day. The implied volatity was 27.33, the open interest changed by 7722 which increased total open position to 9097


On 1 Jan CRUDEOIL was trading at 0.00. The strike last trading price was 214, which was 0.50 higher than the previous day. The implied volatity was 28.47, the open interest changed by 129 which increased total open position to 1375


On 31 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 213.5, which was -46.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 550 which increased total open position to 1296


On 30 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 259.5, which was -62.30 lower than the previous day. The implied volatity was 27.34, the open interest changed by 262 which increased total open position to 796


On 27 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 321.8, which was -51.80 lower than the previous day. The implied volatity was 27.18, the open interest changed by 146 which increased total open position to 512


On 26 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 373.6, which was 3.60 higher than the previous day. The implied volatity was 28.06, the open interest changed by 109 which increased total open position to 411


On 24 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 370, which was -71.70 lower than the previous day. The implied volatity was 27.52, the open interest changed by 74 which increased total open position to 302


On 23 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 441.7, which was 28.60 higher than the previous day. The implied volatity was 27.96, the open interest changed by 4 which increased total open position to 228


On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 413.1, which was -5.30 lower than the previous day. The implied volatity was 26.73, the open interest changed by -20 which decreased total open position to 223


On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 418.4, which was 41.40 higher than the previous day. The implied volatity was 26.18, the open interest changed by -61 which decreased total open position to 253


On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 377, which was -53.80 lower than the previous day. The implied volatity was 27.15, the open interest changed by 67 which increased total open position to 312


On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 430.8, which was 48.60 higher than the previous day. The implied volatity was 27.31, the open interest changed by 3 which increased total open position to 248


On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 382.2, which was -6.10 lower than the previous day. The implied volatity was 28.14, the open interest changed by 29 which increased total open position to 245


On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 388.3, which was -38.90 lower than the previous day. The implied volatity was 30.17, the open interest changed by 187 which increased total open position to 215


On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 427.2, which was -72.80 lower than the previous day. The implied volatity was 30.43, the open interest changed by 28 which increased total open position to 28


On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 500, 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 500, 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 500, 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 500, 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 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 500, which was 500.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased 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