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CRUDEOIL
Crude Oil

6017 87.00 (1.47%)

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Historical option data for CRUDEOIL

20 Dec 2024 11:40 PM IST
CRUDEOIL 15JAN2025 6450 CE
Delta: 0.15
Vega: 3.67
Theta: -1.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 33.4 0.70 28.49 11.99 39 342
19 Dec 0.00 32.7 -9.30 28.05 19.25 126 345
18 Dec 0.00 42 4.50 27.31 11.21 27 232
17 Dec 0.00 37.5 -26.00 28.41 11.28 187 210
16 Dec 0.00 63.5 1.50 30.53 0.94 24 24
13 Dec 0.00 62 -23.20 0.00 0.1 7 0
12 Dec 0.00 85.2 7.20 33.73 0.08 7 7
11 Dec 0.00 78 0.00 0.00 0.02 1 0
10 Dec 0.00 78 0.00 0.00 0.02 1 0
9 Dec 0.00 78 0.00 0.00 0.02 1 0
6 Dec 0.00 78 0.00 0.00 0.02 1 0
5 Dec 0.00 78 0.00 0.00 0.02 1 0
4 Dec 0.00 78 0.00 0.00 0.02 1 0
3 Dec 0.00 78 0.00 0.00 0.02 1 0
2 Dec 0.00 78 0.00 0.00 0.02 1 0
29 Nov 0.00 78 0.00 0.00 0.02 1 0
28 Nov 0.00 78 0.00 0.00 0.02 1 0
27 Nov 0.00 78 0.00 0.00 0.02 1 0
21 Nov 0.00 78 28.37 0.02 1 1


For Crude Oil - strike price 6450 expiring on 15JAN2025

Delta for 6450 CE is 0.15

Historical price for 6450 CE is as follows

On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 33.4, which was 0.70 higher than the previous day. The implied volatity was 28.49, the open interest changed by 39 which increased total open position to 342


On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 32.7, which was -9.30 lower than the previous day. The implied volatity was 28.05, the open interest changed by 126 which increased total open position to 345


On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 42, which was 4.50 higher than the previous day. The implied volatity was 27.31, the open interest changed by 27 which increased total open position to 232


On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 37.5, which was -26.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by 187 which increased total open position to 210


On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 63.5, which was 1.50 higher than the previous day. The implied volatity was 30.53, the open interest changed by 24 which increased total open position to 24


On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 62, which was -23.20 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 85.2, which was 7.20 higher than the previous day. The implied volatity was 33.73, the open interest changed by 7 which increased total open position to 7


On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 78, 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 78, 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 78, 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 78, 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 78, 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 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 78, 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 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 78, 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 2 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 78, 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 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 78, 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 28 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 78, 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 27 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 78, 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 21 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 78, which was lower than the previous day. The implied volatity was 28.37, the open interest changed by 1 which increased total open position to 1


CRUDEOIL 15JAN2025 6450 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 0 0.00 0.00 0 0 0
19 Dec 0.00 0 0.00 0.00 0 0 0
18 Dec 0.00 0 0.00 0.00 0 0 0
17 Dec 0.00 0 0.00 0.00 0 0 0
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 0.00 0 0 0
21 Nov 0.00 0 0.00 0 0 0


For Crude Oil - strike price 6450 expiring on 15JAN2025

Delta for 6450 PE is 0.00

Historical price for 6450 PE is as follows

On 20 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 19 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 18 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 17 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 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 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 21 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