CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 4500 CE | ||||||||||||||||
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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 | |||||||||
| 22 Sept | 5491.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 5529.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 5642.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 24 Jul | 5617.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4500 expiring on 16OCT2025
Delta for 4500 CE is 0.00
Historical price for 4500 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 0, which was 0 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 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 0, which was 0 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 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 0, which was 0 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 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CRUDEOIL 16OCT2025 4500 PE | |||||||
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Delta: -0.05
Vega: 1.46
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 15.1 | 2.8 | 48.64 | 1,658 | 185 | 428 |
| 21 Sept | 5529.00 | 12.2 | -0.1 | 45.25 | 745 | 162 | 243 |
| 18 Sept | 5642.00 | 13 | -5.3 | 47.79 | 38 | 34 | 37 |
| 24 Jul | 5617.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 4500 expiring on 16OCT2025
Delta for 4500 PE is -0.05
Historical price for 4500 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 15.1, which was 2.8 higher than the previous day. The implied volatity was 48.64, the open interest changed by 185 which increased total open position to 428
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 12.2, which was -0.1 lower than the previous day. The implied volatity was 45.25, the open interest changed by 162 which increased total open position to 243
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 13, which was -5.3 lower than the previous day. The implied volatity was 47.79, the open interest changed by 34 which increased total open position to 37
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
