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CRUDEOIL
Crude Oil

6017 87.00 (1.47%)

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Historical option data for CRUDEOIL

20 Dec 2024 11:40 PM IST
CRUDEOIL 15JAN2025 7300 CE
Delta: 0.03
Vega: 1.05
Theta: -0.80
Gamma: 0.00
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
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
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 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