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CRUDEOIL
Crude Oil

5511 170.00 (3.18%)

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Historical option data for CRUDEOIL

17 Apr 2025 11:29 PM IST
CRUDEOIL 15MAY2025 6700 CE
Delta: 0.05
Vega: 1.59
Theta: -1.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 0.00 13.1 -6.3 42.45 3 0 1
16 Apr 0.00 19.1 17 50.72 3 1 1
9 Apr 0.00 0 0 0.00 0 0 0


For Crude Oil - strike price 6700 expiring on 15MAY2025

Delta for 6700 CE is 0.05

Historical price for 6700 CE is as follows

On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 13.1, which was -6.3 lower than the previous day. The implied volatity was 42.45, the open interest changed by 0 which decreased total open position to 1


On 16 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 19.1, which was 17 higher than the previous day. The implied volatity was 50.72, the open interest changed by 1 which increased total open position to 1


On 9 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 15MAY2025 6700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
17 Apr 0.00 0 0 0.00 0 0 0
16 Apr 0.00 0 0 0.00 0 0 0
9 Apr 0.00 0 0 0.00 0 0 0


For Crude Oil - strike price 6700 expiring on 15MAY2025

Delta for 6700 PE is 0.00

Historical price for 6700 PE is as follows

On 17 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 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 Apr CRUDEOIL was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0