CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5050 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 | |||||||||
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5050 expiring on 16OCT2025
Delta for 5050 CE is 0.00
Historical price for 5050 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 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 5050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 3.39
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 40.2 | 6.3 | 33.43 | 4,060 | -13 | 221 |
| 21 Sept | 5529.00 | 34.1 | 0.2 | 31.49 | 7,284 | 150 | 234 |
| 18 Sept | 5642.00 | 33.9 | 1.3 | 34.65 | 1,191 | 211 | 220 |
| 14 Sept | 5530.00 | 64.9 | 0 | 0.00 | 2 | 2 | 0 |
For Crude Oil - strike price 5050 expiring on 16OCT2025
Delta for 5050 PE is -0.16
Historical price for 5050 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 40.2, which was 6.3 higher than the previous day. The implied volatity was 33.43, the open interest changed by -13 which decreased total open position to 221
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 34.1, which was 0.2 higher than the previous day. The implied volatity was 31.49, the open interest changed by 150 which increased total open position to 234
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 33.9, which was 1.3 higher than the previous day. The implied volatity was 34.65, the open interest changed by 211 which increased total open position to 220
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 64.9, 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
