CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Dec 2024 11:40 PM IST
| CRUDEOIL 15JAN2025 7350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 1.31
Theta: -1.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 0.00 | 10 | 3.80 | 43.43 | 0.1 | 25 | 25 | |||
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| 18 Dec | 0.00 | 6.2 | -1.10 | 37.08 | 0.06 | -4 | 16 | |||
| 17 Dec | 0.00 | 7.3 | 39.20 | 0.27 | 19 | 19 | ||||
For Crude Oil - strike price 7350 expiring on 15JAN2025
Delta for 7350 CE is 0.04
Historical price for 7350 CE is as follows
On 20 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 10, which was 3.80 higher than the previous day. The implied volatity was 43.43, the open interest changed by 25 which increased total open position to 25
On 18 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 6.2, which was -1.10 lower than the previous day. The implied volatity was 37.08, the open interest changed by -4 which decreased total open position to 16
On 17 Dec CRUDEOIL was trading at 0.00. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was 39.20, the open interest changed by 19 which increased total open position to 19
| CRUDEOIL 15JAN2025 7350 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 |
| 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 7350 expiring on 15JAN2025
Delta for 7350 PE is 0.00
Historical price for 7350 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 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
