CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 3.96
Theta: -2.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 37.5 | -0.20 | 27.74 | 183.57 | -9 | 2,104 | |||
| 19 Dec | 0.00 | 37.7 | -10.90 | 27.57 | 172.58 | 607 | 2,227 | |||
| 18 Dec | 0.00 | 48.6 | 5.90 | 26.90 | 152.18 | 36 | 1,677 | |||
| 17 Dec | 0.00 | 42.7 | -26.70 | 27.90 | 219.06 | 1,031 | 1,692 | |||
| 16 Dec | 0.00 | 69.4 | -21.60 | 29.71 | 42.4 | 527 | 624 | |||
| 13 Dec | 0.00 | 91 | 19.00 | 31.06 | 1.95 | 77 | 95 | |||
| 12 Dec | 0.00 | 72 | 20.00 | 29.60 | 0.95 | 3 | 18 | |||
| 11 Dec | 0.00 | 52 | -1.00 | 27.35 | 0.22 | 10 | 15 | |||
| 10 Dec | 0.00 | 53 | 1.50 | 30.29 | 0.05 | 0 | 5 | |||
| 9 Dec | 0.00 | 51.5 | -3.50 | 30.20 | 0.04 | 2 | 5 | |||
| 6 Dec | 0.00 | 55 | 55.00 | 33.04 | 0.03 | 3 | 3 | |||
| 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 | |||
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| 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 6400 expiring on 15JAN2025
Delta for 6400 CE is 0.17
Historical price for 6400 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 37.5, which was -0.20 lower than the previous day. The implied volatity was 27.74, the open interest changed by -9 which decreased total open position to 2104
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 37.7, which was -10.90 lower than the previous day. The implied volatity was 27.57, the open interest changed by 607 which increased total open position to 2227
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 48.6, which was 5.90 higher than the previous day. The implied volatity was 26.90, the open interest changed by 36 which increased total open position to 1677
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 42.7, which was -26.70 lower than the previous day. The implied volatity was 27.90, the open interest changed by 1031 which increased total open position to 1692
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 69.4, which was -21.60 lower than the previous day. The implied volatity was 29.71, the open interest changed by 527 which increased total open position to 624
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 91, which was 19.00 higher than the previous day. The implied volatity was 31.06, the open interest changed by 77 which increased total open position to 95
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 72, which was 20.00 higher than the previous day. The implied volatity was 29.60, the open interest changed by 3 which increased total open position to 18
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 52, which was -1.00 lower than the previous day. The implied volatity was 27.35, the open interest changed by 10 which increased total open position to 15
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 53, which was 1.50 higher than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 5
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 51.5, which was -3.50 lower than the previous day. The implied volatity was 30.20, the open interest changed by 2 which increased total open position to 5
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 55, which was 55.00 higher than the previous day. The implied volatity was 33.04, the open interest changed by 3 which increased total open position to 3
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 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 5.23
Theta: -4.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 563.9 | 77.90 | 41.26 | 0.17 | 11 | 22 |
| 19 Dec | 0.00 | 486 | 21.00 | 21.32 | 0.02 | 2 | 11 |
| 18 Dec | 0.00 | 465 | -64.30 | 29.06 | 0.05 | 3 | 9 |
| 17 Dec | 0.00 | 529.3 | 58.30 | 30.90 | 0.1 | 4 | 6 |
| 16 Dec | 0.00 | 471 | 471.00 | 30.38 | 0.03 | 2 | 2 |
| 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 6400 expiring on 15JAN2025
Delta for 6400 PE is -0.73
Historical price for 6400 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 563.9, which was 77.90 higher than the previous day. The implied volatity was 41.26, the open interest changed by 11 which increased total open position to 22
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 486, which was 21.00 higher than the previous day. The implied volatity was 21.32, the open interest changed by 2 which increased total open position to 11
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 465, which was -64.30 lower than the previous day. The implied volatity was 29.06, the open interest changed by 3 which increased total open position to 9
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 529.3, which was 58.30 higher than the previous day. The implied volatity was 30.90, the open interest changed by 4 which increased total open position to 6
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 471, which was 471.00 higher than the previous day. The implied volatity was 30.38, the open interest changed by 2 which increased total open position to 2
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
