CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| 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 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 5642.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4800 expiring on 16OCT2025
Delta for 4800 CE is 0.00
Historical price for 4800 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
| CRUDEOIL 16OCT2025 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 2.15
Theta: -1.71
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 21.5 | 4.3 | 38.82 | 3,546 | 314 | 448 |
| 21 Sept | 5529.00 | 18 | 0.8 | 36.48 | 2,266 | 99 | 134 |
| 18 Sept | 5642.00 | 19.5 | 4.6 | 39.71 | 29 | 10 | 14 |
For Crude Oil - strike price 4800 expiring on 16OCT2025
Delta for 4800 PE is -0.08
Historical price for 4800 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 21.5, which was 4.3 higher than the previous day. The implied volatity was 38.82, the open interest changed by 314 which increased total open position to 448
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 18, which was 0.8 higher than the previous day. The implied volatity was 36.48, the open interest changed by 99 which increased total open position to 134
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 19.5, which was 4.6 higher than the previous day. The implied volatity was 39.71, the open interest changed by 10 which increased total open position to 14
