CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 2.48
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 19.2 | 0.40 | 31.90 | 11.8 | -7 | 268 | |||
| 19 Dec | 0.00 | 18.8 | -2.30 | 31.39 | 22.19 | 114 | 317 | |||
| 18 Dec | 0.00 | 21.1 | 0.90 | 29.56 | 8.87 | 83 | 204 | |||
| 17 Dec | 0.00 | 20.2 | -19.40 | 30.93 | 6.42 | 93 | 120 | |||
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| 16 Dec | 0.00 | 39.6 | -5.40 | 33.75 | 0.27 | 16 | 21 | |||
| 13 Dec | 0.00 | 45 | -4.00 | 32.86 | 0.05 | 4 | 5 | |||
| 12 Dec | 0.00 | 49 | 49.00 | 34.96 | 0.01 | 1 | 1 | |||
| 11 Dec | 0.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Crude Oil - strike price 6700 expiring on 15JAN2025
Delta for 6700 CE is 0.09
Historical price for 6700 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 19.2, which was 0.40 higher than the previous day. The implied volatity was 31.90, the open interest changed by -7 which decreased total open position to 268
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 18.8, which was -2.30 lower than the previous day. The implied volatity was 31.39, the open interest changed by 114 which increased total open position to 317
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 21.1, which was 0.90 higher than the previous day. The implied volatity was 29.56, the open interest changed by 83 which increased total open position to 204
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 20.2, which was -19.40 lower than the previous day. The implied volatity was 30.93, the open interest changed by 93 which increased total open position to 120
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 39.6, which was -5.40 lower than the previous day. The implied volatity was 33.75, the open interest changed by 16 which increased total open position to 21
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 45, which was -4.00 lower than the previous day. The implied volatity was 32.86, the open interest changed by 4 which increased total open position to 5
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 49, which was 49.00 higher than the previous day. The implied volatity was 34.96, the open interest changed by 1 which increased total open position to 1
On 11 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
| CRUDEOIL 15JAN2025 6700 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 | 0 | 0 | |
For Crude Oil - strike price 6700 expiring on 15JAN2025
Delta for 6700 PE is 0.00
Historical price for 6700 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
