CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
CRUDEOIL 15JAN2025 7300 CE | ||||||||||
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Delta: 0.03
Vega: 1.05
Theta: -0.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 0.00 | 6.8 | -0.20 | 39.62 | 0.02 | -2 | 18 | |||
19 Dec | 0.00 | 7 | 1.00 | 39.21 | 0.01 | -1 | 20 | |||
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18 Dec | 0.00 | 6 | -1.90 | 35.87 | 0.07 | 4 | 21 | |||
17 Dec | 0.00 | 7.9 | 38.69 | 0.22 | 16 | 16 |
For Crude Oil - strike price 7300 expiring on 15JAN2025
Delta for 7300 CE is 0.03
Historical price for 7300 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 6.8, which was -0.20 lower than the previous day. The implied volatity was 39.62, the open interest changed by -2 which decreased total open position to 18
On 19 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 7, which was 1.00 higher than the previous day. The implied volatity was 39.21, the open interest changed by -1 which decreased total open position to 20
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 6, which was -1.90 lower than the previous day. The implied volatity was 35.87, the open interest changed by 4 which increased total open position to 21
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was 38.69, the open interest changed by 16 which increased total open position to 16
CRUDEOIL 15JAN2025 7300 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 7300 expiring on 15JAN2025
Delta for 7300 PE is 0.00
Historical price for 7300 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