CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5100 CE | ||||||||||||||||
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Delta: 0.83
Vega: 3.65
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 435 | -46 | 31.86 | 38 | 29 | 54 | |||||||||
| 21 Sept | 5529.00 | 466 | -15 | 29.95 | 13 | 5 | 25 | |||||||||
| 18 Sept | 5642.00 | 563.1 | -5.7 | 32.17 | 14 | 7 | 22 | |||||||||
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5100 expiring on 16OCT2025
Delta for 5100 CE is 0.83
Historical price for 5100 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 435, which was -46 lower than the previous day. The implied volatity was 31.86, the open interest changed by 29 which increased total open position to 54
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 466, which was -15 lower than the previous day. The implied volatity was 29.95, the open interest changed by 5 which increased total open position to 25
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 563.1, which was -5.7 lower than the previous day. The implied volatity was 32.17, the open interest changed by 7 which increased total open position to 22
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 5100 PE | |||||||
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Delta: -0.18
Vega: 3.72
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 47.1 | 6.7 | 32.70 | 9,441 | 509 | 1,168 |
| 21 Sept | 5529.00 | 41.2 | 0.8 | 31.11 | 12,942 | 147 | 659 |
| 18 Sept | 5642.00 | 39.1 | -0.1 | 33.95 | 3,191 | 249 | 535 |
| 14 Sept | 5530.00 | 60 | -1.2 | 32.03 | 442 | -15 | 101 |
For Crude Oil - strike price 5100 expiring on 16OCT2025
Delta for 5100 PE is -0.18
Historical price for 5100 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 47.1, which was 6.7 higher than the previous day. The implied volatity was 32.70, the open interest changed by 509 which increased total open position to 1168
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 41.2, which was 0.8 higher than the previous day. The implied volatity was 31.11, the open interest changed by 147 which increased total open position to 659
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 39.1, which was -0.1 lower than the previous day. The implied volatity was 33.95, the open interest changed by 249 which increased total open position to 535
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 60, which was -1.2 lower than the previous day. The implied volatity was 32.03, the open interest changed by -15 which decreased total open position to 101
