CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 6800 CE | ||||||||||
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Delta: 0.07
Vega: 2.22
Theta: -1.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 17 | 1.00 | 33.82 | 15.88 | 56 | 424 | |||
| 19 Dec | 0.00 | 16 | -1.80 | 32.97 | 15.09 | 124 | 375 | |||
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| 18 Dec | 0.00 | 17.8 | 2.30 | 31.11 | 13.3 | 142 | 274 | |||
| 17 Dec | 0.00 | 15.5 | -16.50 | 31.69 | 8.47 | 79 | 132 | |||
| 16 Dec | 0.00 | 32 | 32.00 | 34.62 | 3.02 | 52 | 52 | |||
| 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 6800 expiring on 15JAN2025
Delta for 6800 CE is 0.07
Historical price for 6800 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 17, which was 1.00 higher than the previous day. The implied volatity was 33.82, the open interest changed by 56 which increased total open position to 424
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 16, which was -1.80 lower than the previous day. The implied volatity was 32.97, the open interest changed by 124 which increased total open position to 375
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 17.8, which was 2.30 higher than the previous day. The implied volatity was 31.11, the open interest changed by 142 which increased total open position to 274
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 15.5, which was -16.50 lower than the previous day. The implied volatity was 31.69, the open interest changed by 79 which increased total open position to 132
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 32, which was 32.00 higher than the previous day. The implied volatity was 34.62, the open interest changed by 52 which increased total open position to 52
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
| CRUDEOIL 15JAN2025 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 6800 expiring on 15JAN2025
Delta for 6800 PE is 0.00
Historical price for 6800 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
