CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
CRUDEOIL 15JAN2025 7050 CE | ||||||||||
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Delta: 0.04
Vega: 1.41
Theta: -0.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 0.00 | 9.3 | 0.30 | 36.01 | 0.05 | -1 | 17 | |||
19 Dec | 0.00 | 9 | 0.70 | 35.28 | 0.03 | 2 | 18 | |||
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18 Dec | 0.00 | 8.3 | -0.80 | 32.34 | 0.02 | -1 | 16 | |||
17 Dec | 0.00 | 9.1 | 34.20 | 0.2 | 17 | 17 |
For Crude Oil - strike price 7050 expiring on 15JAN2025
Delta for 7050 CE is 0.04
Historical price for 7050 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 9.3, which was 0.30 higher than the previous day. The implied volatity was 36.01, the open interest changed by -1 which decreased total open position to 17
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 9, which was 0.70 higher than the previous day. The implied volatity was 35.28, the open interest changed by 2 which increased total open position to 18
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 8.3, which was -0.80 lower than the previous day. The implied volatity was 32.34, the open interest changed by -1 which decreased total open position to 16
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 9.1, which was lower than the previous day. The implied volatity was 34.20, the open interest changed by 17 which increased total open position to 17
CRUDEOIL 15JAN2025 7050 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 | 0 | 0 |
For Crude Oil - strike price 7050 expiring on 15JAN2025
Delta for 7050 PE is 0.00
Historical price for 7050 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0