CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
28 Sep 2025 11:00 PM IST
| CRUDEOIL 16-OCT-2025 5250 CE | ||||||||||||||||
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Delta: 0.94
Vega: 1.55
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 5829.00 | 588.6 | 0.1 | 28.59 | 3 | 2 | 7 | |||||||||
| 22 Sept | 5491.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 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 5250 expiring on 16OCT2025
Delta for 5250 CE is 0.94
Historical price for 5250 CE is as follows
On 28 Sept CRUDEOIL was trading at 5829.00. The strike last trading price was 588.6, which was 0.1 higher than the previous day. The implied volatity was 28.59, the open interest changed by 2 which increased total open position to 7
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 5250 PE | |||||||
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Delta: -0.12
Vega: 2.70
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 5829.00 | 32 | -1.4 | 38.95 | 9,244 | 281 | 762 |
| 22 Sept | 5491.00 | 81.2 | 11.3 | 31.80 | 8,838 | 137 | 433 |
| 21 Sept | 5529.00 | 69.8 | -0.1 | 29.84 | 12,301 | -55 | 296 |
| 18 Sept | 5642.00 | 62.3 | 36.5 | 32.42 | 1,186 | 150 | 150 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5250 expiring on 16OCT2025
Delta for 5250 PE is -0.12
Historical price for 5250 PE is as follows
On 28 Sept CRUDEOIL was trading at 5829.00. The strike last trading price was 32, which was -1.4 lower than the previous day. The implied volatity was 38.95, the open interest changed by 281 which increased total open position to 762
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 81.2, which was 11.3 higher than the previous day. The implied volatity was 31.80, the open interest changed by 137 which increased total open position to 433
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 69.8, which was -0.1 lower than the previous day. The implied volatity was 29.84, the open interest changed by -55 which decreased total open position to 296
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 62.3, which was 36.5 higher than the previous day. The implied volatity was 32.42, the open interest changed by 150 which increased total open position to 150
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
