CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
06 Jan 2025 11:29 AM IST
CRUDEOIL 15JAN2025 6300 CE | ||||||||||
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Delta: 0.56
Vega: 4.09
Theta: -5.89
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.45
Vega: 4.09
Theta: -6.03
Gamma: 0.00
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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