CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5200 CE | ||||||||||||||||
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Delta: 0.76
Vega: 4.42
Theta: -2.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 357.5 | -26.3 | 31.72 | 311 | 67 | 120 | |||||||||
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| 21 Sept | 5529.00 | 383.5 | -0.3 | 29.27 | 110 | 27 | 53 | |||||||||
| 18 Sept | 5642.00 | 469.2 | -21 | 29.33 | 14 | 8 | 17 | |||||||||
| 14 Sept | 5530.00 | 462.5 | 48.7 | 40.68 | 2 | 0 | 3 | |||||||||
For Crude Oil - strike price 5200 expiring on 16OCT2025
Delta for 5200 CE is 0.76
Historical price for 5200 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 357.5, which was -26.3 lower than the previous day. The implied volatity was 31.72, the open interest changed by 67 which increased total open position to 120
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 383.5, which was -0.3 lower than the previous day. The implied volatity was 29.27, the open interest changed by 27 which increased total open position to 53
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 469.2, which was -21 lower than the previous day. The implied volatity was 29.33, the open interest changed by 8 which increased total open position to 17
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 462.5, which was 48.7 higher than the previous day. The implied volatity was 40.68, the open interest changed by 0 which decreased total open position to 3
| CRUDEOIL 16OCT2025 5200 PE | |||||||
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Delta: -0.24
Vega: 4.43
Theta: -2.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 67.6 | 9.5 | 31.97 | 14,697 | 745 | 1,819 |
| 21 Sept | 5529.00 | 57.4 | -0.7 | 29.94 | 20,423 | 70 | 1,074 |
| 18 Sept | 5642.00 | 53 | -0.6 | 32.81 | 5,003 | 328 | 1,000 |
| 14 Sept | 5530.00 | 77.2 | -2.8 | 30.57 | 580 | 37 | 152 |
For Crude Oil - strike price 5200 expiring on 16OCT2025
Delta for 5200 PE is -0.24
Historical price for 5200 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 67.6, which was 9.5 higher than the previous day. The implied volatity was 31.97, the open interest changed by 745 which increased total open position to 1819
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 57.4, which was -0.7 lower than the previous day. The implied volatity was 29.94, the open interest changed by 70 which increased total open position to 1074
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 53, which was -0.6 lower than the previous day. The implied volatity was 32.81, the open interest changed by 328 which increased total open position to 1000
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 77.2, which was -2.8 lower than the previous day. The implied volatity was 30.57, the open interest changed by 37 which increased total open position to 152
