CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
25 Oct 2025 11:50 AM IST
| CRUDEOIL 17-NOV-2025 5100 CE | ||||||||||||||||
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Delta: 0.76
Vega: 4.33
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 5829.00 | 395.6 | -5.9 | 35.81 | 5,020 | -88 | 2,384 | |||||||||
| 18 Oct | 5829.00 | 174 | -2.6 | 34.19 | 1,10,023 | 645 | 8,062 | |||||||||
| 15 Oct | 5829.00 | 277 | -6.4 | 34.08 | 1,923 | 334 | 357 | |||||||||
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| 14 Oct | 5829.00 | 282.8 | -60.9 | 37.68 | 1,025 | 304 | 327 | |||||||||
| 22 Sept | 5491.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5100 expiring on 17NOV2025
Delta for 5100 CE is 0.76
Historical price for 5100 CE is as follows
On 25 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 395.6, which was -5.9 lower than the previous day. The implied volatity was 35.81, the open interest changed by -88 which decreased total open position to 2384
On 18 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 174, which was -2.6 lower than the previous day. The implied volatity was 34.19, the open interest changed by 645 which increased total open position to 8062
On 15 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 277, which was -6.4 lower than the previous day. The implied volatity was 34.08, the open interest changed by 334 which increased total open position to 357
On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 282.8, which was -60.9 lower than the previous day. The implied volatity was 37.68, the open interest changed by 304 which increased total open position to 327
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
| CRUDEOIL 17NOV2025 5100 PE | |||||||
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Delta: -0.25
Vega: 4.39
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 5829.00 | 79.2 | -1 | 37.10 | 30,001 | -399 | 4,501 |
| 18 Oct | 5829.00 | 236.4 | -5.1 | 34.77 | 56,837 | -8 | 6,166 |
| 15 Oct | 5829.00 | 173.3 | -1.3 | 35.92 | 2,994 | 604 | 697 |
| 14 Oct | 5829.00 | 203.6 | 55.5 | 38.77 | 1,681 | 423 | 516 |
| 22 Sept | 5491.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5100 expiring on 17NOV2025
Delta for 5100 PE is -0.25
Historical price for 5100 PE is as follows
On 25 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 79.2, which was -1 lower than the previous day. The implied volatity was 37.10, the open interest changed by -399 which decreased total open position to 4501
On 18 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 236.4, which was -5.1 lower than the previous day. The implied volatity was 34.77, the open interest changed by -8 which decreased total open position to 6166
On 15 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 173.3, which was -1.3 lower than the previous day. The implied volatity was 35.92, the open interest changed by 604 which increased total open position to 697
On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 203.6, which was 55.5 higher than the previous day. The implied volatity was 38.77, the open interest changed by 423 which increased total open position to 516
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




























































































































































































































