`
[--[65.84.65.76]--]
CRUDEOIL
Crude Oil

6017 87.00 (1.47%)

Back to Option Chain


Historical option data for CRUDEOIL

20 Dec 2024 11:40 PM IST
CRUDEOIL 15JAN2025 6850 CE
Delta: 0.06
Vega: 1.79
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 0.00 11.9 1.80 32.68 0.09 0 15
19 Dec 0.00 10.1 -3.90 31.19 0.05 4 15
18 Dec 0.00 14 1.40 30.74 0.11 -4 11
17 Dec 0.00 12.6 12.60 31.56 0.46 15 15
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 6850 expiring on 15JAN2025

Delta for 6850 CE is 0.06

Historical price for 6850 CE is as follows

On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 11.9, which was 1.80 higher than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 15


On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 10.1, which was -3.90 lower than the previous day. The implied volatity was 31.19, the open interest changed by 4 which increased total open position to 15


On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 14, which was 1.40 higher than the previous day. The implied volatity was 30.74, the open interest changed by -4 which decreased total open position to 11


On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 12.6, which was 12.60 higher than the previous day. The implied volatity was 31.56, the open interest changed by 15 which increased total open position to 15


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


CRUDEOIL 15JAN2025 6850 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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 6850 expiring on 15JAN2025

Delta for 6850 PE is 0.00

Historical price for 6850 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