CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 7000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 1.65
Theta: -1.15
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 11.8 | 1.00 | 36.43 | 8.25 | 7 | 483 | |||
|
|
||||||||||
| 19 Dec | 0.00 | 10.8 | -1.80 | 35.29 | 12.86 | -14 | 467 | |||
| 18 Dec | 0.00 | 12.6 | 0.60 | 33.83 | 21.82 | -59 | 499 | |||
| 17 Dec | 0.00 | 12 | -10.00 | 34.86 | 20.27 | 440 | 561 | |||
| 16 Dec | 0.00 | 22 | -7.40 | 36.68 | 5.29 | 96 | 118 | |||
| 13 Dec | 0.00 | 29.4 | 1.50 | 36.95 | 0.25 | 16 | 20 | |||
| 12 Dec | 0.00 | 27.9 | 15.30 | 37.35 | 0.05 | 2 | 4 | |||
| 11 Dec | 0.00 | 12.6 | 32.09 | 0.02 | 2 | 2 | ||||
For Crude Oil - strike price 7000 expiring on 15JAN2025
Delta for 7000 CE is 0.05
Historical price for 7000 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 11.8, which was 1.00 higher than the previous day. The implied volatity was 36.43, the open interest changed by 7 which increased total open position to 483
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 10.8, which was -1.80 lower than the previous day. The implied volatity was 35.29, the open interest changed by -14 which decreased total open position to 467
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 12.6, which was 0.60 higher than the previous day. The implied volatity was 33.83, the open interest changed by -59 which decreased total open position to 499
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 12, which was -10.00 lower than the previous day. The implied volatity was 34.86, the open interest changed by 440 which increased total open position to 561
On 16 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 22, which was -7.40 lower than the previous day. The implied volatity was 36.68, the open interest changed by 96 which increased total open position to 118
On 13 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 29.4, which was 1.50 higher than the previous day. The implied volatity was 36.95, the open interest changed by 16 which increased total open position to 20
On 12 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 27.9, which was 15.30 higher than the previous day. The implied volatity was 37.35, the open interest changed by 2 which increased total open position to 4
On 11 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 12.6, which was lower than the previous day. The implied volatity was 32.09, the open interest changed by 2 which increased total open position to 2
| CRUDEOIL 15JAN2025 7000 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 7000 expiring on 15JAN2025
Delta for 7000 PE is 0.00
Historical price for 7000 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
