CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 3.35
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 28.6 | -0.70 | 28.86 | 170.93 | -289 | 2,033 | |||
| 19 Dec | 0.00 | 29.3 | -6.60 | 28.79 | 134.62 | 464 | 2,342 | |||
| 18 Dec | 0.00 | 35.9 | 3.60 | 27.61 | 118.38 | -59 | 1,937 | |||
| 17 Dec | 0.00 | 32.3 | -22.40 | 28.73 | 142.07 | 1,143 | 2,110 | |||
| 16 Dec | 0.00 | 54.7 | -17.20 | 30.60 | 63.44 | 634 | 904 | |||
| 13 Dec | 0.00 | 71.9 | 11.60 | 31.75 | 10.55 | 73 | 232 | |||
| 12 Dec | 0.00 | 60.3 | 16.80 | 30.98 | 12.98 | 67 | 156 | |||
| 11 Dec | 0.00 | 43.5 | 0.50 | 28.86 | 1.66 | 58 | 87 | |||
| 10 Dec | 0.00 | 43 | -6.00 | 31.23 | 0.21 | 10 | 29 | |||
| 9 Dec | 0.00 | 49 | 4.50 | 32.82 | 0.17 | 0 | 19 | |||
| 6 Dec | 0.00 | 44.5 | -21.10 | 33.63 | 0.15 | -1 | 19 | |||
| 5 Dec | 0.00 | 65.6 | -9.40 | 35.35 | 0.01 | 1 | 20 | |||
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| 4 Dec | 0.00 | 75 | -14.00 | 35.52 | 0.09 | 3 | 19 | |||
| 3 Dec | 0.00 | 89 | 8.00 | 34.48 | 0.06 | 0 | 15 | |||
| 2 Dec | 0.00 | 81 | -12.00 | 37.75 | 0.01 | 1 | 15 | |||
| 29 Nov | 0.00 | 93 | 8.50 | 37.36 | 0.06 | 0 | 14 | |||
| 28 Nov | 0.00 | 84.5 | -6.50 | 34.81 | 0.09 | 3 | 14 | |||
| 27 Nov | 0.00 | 91 | 37.70 | 0.12 | 11 | 11 | ||||
For Crude Oil - strike price 6500 expiring on 15JAN2025
Delta for 6500 CE is 0.13
Historical price for 6500 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 28.6, which was -0.70 lower than the previous day. The implied volatity was 28.86, the open interest changed by -289 which decreased total open position to 2033
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 29.3, which was -6.60 lower than the previous day. The implied volatity was 28.79, the open interest changed by 464 which increased total open position to 2342
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 35.9, which was 3.60 higher than the previous day. The implied volatity was 27.61, the open interest changed by -59 which decreased total open position to 1937
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 32.3, which was -22.40 lower than the previous day. The implied volatity was 28.73, the open interest changed by 1143 which increased total open position to 2110
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 54.7, which was -17.20 lower than the previous day. The implied volatity was 30.60, the open interest changed by 634 which increased total open position to 904
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 71.9, which was 11.60 higher than the previous day. The implied volatity was 31.75, the open interest changed by 73 which increased total open position to 232
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 60.3, which was 16.80 higher than the previous day. The implied volatity was 30.98, the open interest changed by 67 which increased total open position to 156
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 43.5, which was 0.50 higher than the previous day. The implied volatity was 28.86, the open interest changed by 58 which increased total open position to 87
On 10 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 43, which was -6.00 lower than the previous day. The implied volatity was 31.23, the open interest changed by 10 which increased total open position to 29
On 9 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 49, which was 4.50 higher than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 19
On 6 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 44.5, which was -21.10 lower than the previous day. The implied volatity was 33.63, the open interest changed by -1 which decreased total open position to 19
On 5 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 65.6, which was -9.40 lower than the previous day. The implied volatity was 35.35, the open interest changed by 1 which increased total open position to 20
On 4 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 75, which was -14.00 lower than the previous day. The implied volatity was 35.52, the open interest changed by 3 which increased total open position to 19
On 3 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 89, which was 8.00 higher than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 15
On 2 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 81, which was -12.00 lower than the previous day. The implied volatity was 37.75, the open interest changed by 1 which increased total open position to 15
On 29 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 93, which was 8.50 higher than the previous day. The implied volatity was 37.36, the open interest changed by 0 which decreased total open position to 14
On 28 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 84.5, which was -6.50 lower than the previous day. The implied volatity was 34.81, the open interest changed by 3 which increased total open position to 14
On 27 Nov CRUDEOIL was trading at 0.00. The strike last trading price was 91, which was lower than the previous day. The implied volatity was 37.70, the open interest changed by 11 which increased total open position to 11
| CRUDEOIL 15JAN2025 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 5.15
Theta: -4.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 0.00 | 673.4 | 128.40 | 47.43 | 0.23 | 28 | 28 |
| 19 Dec | 0.00 | 545 | -7.00 | - | 0.09 | 0 | 0 |
| 18 Dec | 0.00 | 552 | -68.00 | 30.04 | 0.18 | 0 | 23 |
| 17 Dec | 0.00 | 620 | 65.00 | 32.44 | 0.26 | 0 | 23 |
| 16 Dec | 0.00 | 555 | 555.00 | 31.08 | 0.3 | 23 | 23 |
| 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 6500 expiring on 15JAN2025
Delta for 6500 PE is -0.74
Historical price for 6500 PE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 673.4, which was 128.40 higher than the previous day. The implied volatity was 47.43, the open interest changed by 28 which increased total open position to 28
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 545, which was -7.00 lower than the previous day. The implied volatity was -, 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 552, which was -68.00 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 23
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 620, which was 65.00 higher than the previous day. The implied volatity was 32.44, the open interest changed by 0 which decreased total open position to 23
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 555, which was 555.00 higher than the previous day. The implied volatity was 31.08, the open interest changed by 23 which increased total open position to 23
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
