CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6600 CE | ||||||||||
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Delta: 0.10
Vega: 2.87
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 23.2 | -0.20 | 30.37 | 73.04 | 29 | 386 | |||
| 19 Dec | 0.00 | 23.4 | -3.60 | 30.13 | 22.88 | 172 | 395 | |||
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| 18 Dec | 0.00 | 27 | 2.50 | 28.46 | 20.17 | 54 | 241 | |||
| 17 Dec | 0.00 | 24.5 | -20.30 | 29.54 | 17.28 | 86 | 201 | |||
| 16 Dec | 0.00 | 44.8 | -4.70 | 31.84 | 10.71 | 116 | 116 | |||
| 13 Dec | 0.00 | 49.5 | 0.00 | 0.00 | 0.04 | 4 | 0 | |||
| 12 Dec | 0.00 | 49.5 | -12.50 | 32.01 | 0.04 | 4 | 4 | |||
| 11 Dec | 0.00 | 62 | 0.00 | 0.00 | 0.01 | 1 | 0 | |||
| 3 Dec | 0.00 | 62 | 32.82 | 0.01 | 1 | 1 | ||||
For Crude Oil - strike price 6600 expiring on 15JAN2025
Delta for 6600 CE is 0.10
Historical price for 6600 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 23.2, which was -0.20 lower than the previous day. The implied volatity was 30.37, the open interest changed by 29 which increased total open position to 386
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 23.4, which was -3.60 lower than the previous day. The implied volatity was 30.13, the open interest changed by 172 which increased total open position to 395
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 27, which was 2.50 higher than the previous day. The implied volatity was 28.46, the open interest changed by 54 which increased total open position to 241
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 24.5, which was -20.30 lower than the previous day. The implied volatity was 29.54, the open interest changed by 86 which increased total open position to 201
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 44.8, which was -4.70 lower than the previous day. The implied volatity was 31.84, the open interest changed by 116 which increased total open position to 116
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 49.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 49.5, which was -12.50 lower than the previous day. The implied volatity was 32.01, the open interest changed by 4 which increased total open position to 4
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 62, 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 62, which was lower than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 1
| CRUDEOIL 15JAN2025 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| 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 |
| 3 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Crude Oil - strike price 6600 expiring on 15JAN2025
Delta for 6600 PE is 0.00
Historical price for 6600 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 3 Dec 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
