CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5000 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 | 575 | 0 | 0.00 | 2 | 2 | 0 | |||||||||
| 21 Sept | 5529.00 | 575 | 0 | 37.40 | 2 | 2 | 6 | |||||||||
| 18 Sept | 5642.00 | 652.9 | 13.1 | 32.98 | 1 | 4 | 4 | |||||||||
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| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5000 expiring on 16OCT2025
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 575, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 575, which was 0 lower than the previous day. The implied volatity was 37.40, the open interest changed by 2 which increased total open position to 6
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 652.9, which was 13.1 higher than the previous day. The implied volatity was 32.98, the open interest changed by 4 which increased total open position to 4
On 14 Sept CRUDEOIL was trading at 5530.00. 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 5000 PE | |||||||
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Delta: -0.13
Vega: 3.06
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 33.8 | 5.4 | 34.00 | 10,909 | 54 | 1,234 |
| 21 Sept | 5529.00 | 28.5 | 0.1 | 32.02 | 17,732 | 187 | 1,180 |
| 18 Sept | 5642.00 | 29.5 | -0.1 | 35.40 | 3,439 | 489 | 1,033 |
| 14 Sept | 5530.00 | 46 | -1.9 | 33.36 | 632 | 66 | 285 |
For Crude Oil - strike price 5000 expiring on 16OCT2025
Delta for 5000 PE is -0.13
Historical price for 5000 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 33.8, which was 5.4 higher than the previous day. The implied volatity was 34.00, the open interest changed by 54 which increased total open position to 1234
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 28.5, which was 0.1 higher than the previous day. The implied volatity was 32.02, the open interest changed by 187 which increased total open position to 1180
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 29.5, which was -0.1 lower than the previous day. The implied volatity was 35.40, the open interest changed by 489 which increased total open position to 1033
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 46, which was -1.9 lower than the previous day. The implied volatity was 33.36, the open interest changed by 66 which increased total open position to 285
