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Related Pages for CRUDEOIL
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CRUDEOIL
Crude Oil
6017 87.00 (1.47%)

Option Chain for CRUDEOIL

20 Dec 2024 11:40 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 100
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 1 1 0.01 - 1530.60 0.00 4450 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4500 0.00 4.30 48.99 0.01 4 0 -0.01
0.00 0 0 0 0.00 0.00 0.00 4550 0.00 5.00 48.36 0.02 7 7 -0.02
0.00 0 0 0 0.00 0.00 0.00 4600 0.00 6.00 0.00 0.02 8 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4650 0.00 5.00 0.00 0.02 2 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4700 0.00 6.00 0.00 0.01 4 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4750 0.00 6.00 0.00 0.01 1 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4800 -2.70 7.00 42.10 0.06 4 8 -0.03
0.00 0 0 0 0.00 0.00 0.00 4850 0.00 0.10 0.00 0.01 5 0 0.00
0.00 0 0 0 0.00 0.00 0.00 4900 -4.20 5.90 37.50 0.02 3 3 -0.03
0.00 0 0 0 0.00 0.00 0.00 4950 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5000 0.30 11.50 38.69 16.62 106 233 -0.04
0.00 0 0 0 0.00 0.00 0.00 5050 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5150 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5200 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 5250 1.90 20.70 33.90 1.44 24 61 -0.08
0.00 0 0 0 0.00 0.00 0.00 5300 -0.10 22.80 32.76 90.61 217 436 -0.09
0.00 0 0 0 0.00 0.00 0.00 5350 0.30 26.70 32.11 5.58 20 74 -0.11
0.00 0 1 0.02 0.00 555.00 0.00 5400 -1.10 29.90 31.04 203.09 198 801 -0.12
0.00 0 0 0 0.00 0.00 0.00 5450 -0.50 36.90 30.92 25.59 128 201 -0.14
0.82 25 5 1.5 32.28 488.20 28.20 5500 -1.80 42.90 30.22 301.29 418 2,291 -0.16
0.00 0 1 0.01 0.00 479.50 0.00 5550 -2.30 49.90 29.54 64.96 127 401 -0.19
0.79 164 101 8.86 28.17 391.80 0.10 5600 -3.90 58.30 28.93 342.92 555 1,844 -0.21
0.75 63 49 1.87 28.43 354.80 6.40 5650 -3.70 69.90 28.69 130.54 125 575 -0.25
0.72 712 93 72.08 27.65 315.90 3.50 5700 -5.00 82.00 28.23 486.73 696 3,010 -0.28
0.68 334 236 33.04 27.43 280.90 0.40 5750 -5.30 96.70 27.92 163.98 794 1,067 -0.32
0.64 2,765 1,180 521.86 27.25 248.20 3.50 5800 -4.90 114.50 27.81 799.62 2,148 5,950 -0.36
0.59 774 278 319.76 26.97 217.00 0.70 5850 -6.30 132.90 27.44 402.41 2,136 2,798 -0.41
0.55 7,806 59 1,441.66 26.87 189.20 2.40 5900 -5.20 155.60 27.41 1,276.3 3,106 8,811 -0.45
0.50 2,331 -579 410.86 26.89 164.50 2.30 5950 -5.80 180.00 27.28 246.4 73 1,482 -0.50
0.46 15,053 -2,068 1,096.77 26.64 140.40 2.70 6000 -6.60 204.80 26.86 441.53 -281 6,887 -0.54
0.41 2,950 -665 251.49 26.64 120.20 2.00 6050 -4.60 236.30 27.14 33.5 60 762 -0.59
0.37 5,493 -169 567.31 26.70 102.50 2.00 6100 -6.70 266.30 26.83 59.56 -57 899 -0.63
0.32 1,286 -200 128.7 26.65 86.30 2.10 6150 -4.00 301.10 26.97 1.28 -16 64 -0.67
0.28 3,602 -782 402.41 26.76 72.90 1.90 6200 -4.30 337.20 27.00 13.56 -94 372 -0.71
0.25 848 -281 67.37 26.83 61.10 1.10 6250 43.00 424.20 36.12 0.14 -1 24 -0.69
0.22 3,724 -457 275.57 26.90 50.90 0.90 6300 -5.30 413.10 26.73 3.1 -20 223 -0.79
0.19 534 -331 24.16 27.28 43.50 0.30 6350 0.00 0.00 0.00 0 0 0 0.00
0.17 2,104 -9 183.57 27.74 37.50 -0.20 6400 77.90 563.90 41.26 0.17 11 22 -0.73
0.15 342 39 11.99 28.49 33.40 0.70 6450 0.00 0.00 0.00 0 0 0 0.00
0.13 2,033 -289 170.93 28.86 28.60 -0.70 6500 128.40 673.40 47.43 0.23 28 28 -0.74
0.10 30 -9 1.06 28.35 21.90 -3.40 6550 0.00 0.00 0.00 0 0 0 0.00
0.10 386 29 73.04 30.37 23.20 -0.20 6600 0.00 0.00 0.00 0 0 0 0.00
0.09 29 -6 0.27 30.81 20.10 -0.60 6650 0.00 0.00 0.00 0 0 0 0.00
0.09 268 -7 11.8 31.90 19.20 0.40 6700 0.00 0.00 0.00 0 0 0 0.00
0.06 15 3 0.18 30.59 13.10 -1.90 6750 0.00 0.00 0.00 0 0 0 0.00
0.07 424 56 15.88 33.82 17.00 1.00 6800 0.00 0.00 0.00 0 0 0 0.00
0.06 15 0 0.09 32.68 11.90 1.80 6850 0.00 0.00 0.00 0 0 0 0.00
0.06 69 -13 4.65 35.48 14.70 1.80 6900 0.00 0.00 0.00 0 0 0 0.00
0.05 15 -2 0.15 34.06 10.00 1.50 6950 0.00 0.00 0.00 0 0 0 0.00
0.05 483 7 8.25 36.43 11.80 1.00 7000 0.00 0.00 0.00 0 0 0 0.00
0.04 17 -1 0.05 36.01 9.30 0.30 7050 0.00 0.00 0.00 0 0 0 0.00
0.00 0 1 0.08 0.00 6.70 -2.60 7100 0.00 0.00 0.00 0 0 0 0.00
0.00 0 -1 0.03 0.00 5.00 -5.90 7150 0.00 0.00 0.00 0 0 0 0.00
0.03 21 -2 0.06 38.15 7.60 -1.50 7200 0.00 0.00 0.00 0 0 0 0.00
0.02 0 -1 0.02 35.09 3.70 -6.20 7250 0.00 0.00 0.00 0 0 0 0.00
0.03 18 -2 0.02 39.62 6.80 -0.20 7300 0.00 0.00 0.00 0 0 0 0.00
0.04 25 25 0.1 43.43 10.00 0.00 7350 0.00 0.00 0.00 0 0 0 0.00
54,759 39,334
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.