CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 4950 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 | |||||||||
For Crude Oil - strike price 4950 expiring on 16OCT2025
Delta for 4950 CE is 0.00
Historical price for 4950 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 4950 PE | |||||||
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Delta: -0.12
Vega: 2.78
Theta: -1.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 29.4 | 6.1 | 34.96 | 2,607 | 135 | 162 |
| 21 Sept | 5529.00 | 22.9 | -0.4 | 32.22 | 789 | 6 | 27 |
| 18 Sept | 5642.00 | 25.6 | 22.3 | 36.12 | 49 | 18 | 18 |
For Crude Oil - strike price 4950 expiring on 16OCT2025
Delta for 4950 PE is -0.12
Historical price for 4950 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 29.4, which was 6.1 higher than the previous day. The implied volatity was 34.96, the open interest changed by 135 which increased total open position to 162
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 22.9, which was -0.4 lower than the previous day. The implied volatity was 32.22, the open interest changed by 6 which increased total open position to 27
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 25.6, which was 22.3 higher than the previous day. The implied volatity was 36.12, the open interest changed by 18 which increased total open position to 18
