CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5150 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 | |||||||||
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| 22 Sept | 5491.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 5529.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 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 5150 expiring on 16OCT2025
Delta for 5150 CE is 0.00
Historical price for 5150 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 5150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 4.08
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 56.6 | 8.2 | 32.34 | 5,781 | 231 | 517 |
| 21 Sept | 5529.00 | 48 | -0.4 | 30.35 | 7,297 | 227 | 286 |
| 18 Sept | 5642.00 | 45.6 | 31.6 | 33.38 | 573 | 36 | 36 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5150 expiring on 16OCT2025
Delta for 5150 PE is -0.21
Historical price for 5150 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 56.6, which was 8.2 higher than the previous day. The implied volatity was 32.34, the open interest changed by 231 which increased total open position to 517
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 48, which was -0.4 lower than the previous day. The implied volatity was 30.35, the open interest changed by 227 which increased total open position to 286
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 45.6, which was 31.6 higher than the previous day. The implied volatity was 33.38, the open interest changed by 36 which increased total open position to 36
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
