CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5300 CE | ||||||||||||||||
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Delta: 0.68
Vega: 5.05
Theta: -3.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 286.4 | -21.9 | 31.37 | 2,914 | 545 | 830 | |||||||||
| 21 Sept | 5529.00 | 309.4 | 1.1 | 29.02 | 1,976 | 153 | 285 | |||||||||
| 18 Sept | 5642.00 | 398 | -2.8 | 31.00 | 294 | 74 | 133 | |||||||||
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| 14 Sept | 5530.00 | 337.1 | -34.4 | 30.61 | 70 | -1 | 32 | |||||||||
For Crude Oil - strike price 5300 expiring on 16OCT2025
Delta for 5300 CE is 0.68
Historical price for 5300 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 286.4, which was -21.9 lower than the previous day. The implied volatity was 31.37, the open interest changed by 545 which increased total open position to 830
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 309.4, which was 1.1 higher than the previous day. The implied volatity was 29.02, the open interest changed by 153 which increased total open position to 285
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 398, which was -2.8 lower than the previous day. The implied volatity was 31.00, the open interest changed by 74 which increased total open position to 133
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 337.1, which was -34.4 lower than the previous day. The implied volatity was 30.61, the open interest changed by -1 which decreased total open position to 32
| CRUDEOIL 16OCT2025 5300 PE | |||||||
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Delta: -0.32
Vega: 5.06
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 96 | 12.5 | 31.49 | 24,920 | 1,575 | 3,326 |
| 21 Sept | 5529.00 | 83 | -0.5 | 29.53 | 36,420 | 298 | 1,751 |
| 18 Sept | 5642.00 | 72.2 | -0.7 | 31.88 | 9,277 | 1,007 | 2,068 |
| 14 Sept | 5530.00 | 107.7 | -4.5 | 30.54 | 966 | 38 | 405 |
For Crude Oil - strike price 5300 expiring on 16OCT2025
Delta for 5300 PE is -0.32
Historical price for 5300 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 96, which was 12.5 higher than the previous day. The implied volatity was 31.49, the open interest changed by 1575 which increased total open position to 3326
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 83, which was -0.5 lower than the previous day. The implied volatity was 29.53, the open interest changed by 298 which increased total open position to 1751
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 72.2, which was -0.7 lower than the previous day. The implied volatity was 31.88, the open interest changed by 1007 which increased total open position to 2068
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 107.7, which was -4.5 lower than the previous day. The implied volatity was 30.54, the open interest changed by 38 which increased total open position to 405
