CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5350 CE | ||||||||||||||||
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Delta: 0.64
Vega: 5.30
Theta: -3.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 254.5 | -22.2 | 31.32 | 1,737 | 177 | 261 | |||||||||
| 21 Sept | 5529.00 | 275 | -1.7 | 28.84 | 1,156 | 44 | 84 | |||||||||
| 18 Sept | 5642.00 | 357.2 | -5.7 | 30.12 | 90 | 14 | 34 | |||||||||
| 14 Sept | 5530.00 | 297.2 | -10.9 | 29.33 | 35 | 21 | 21 | |||||||||
For Crude Oil - strike price 5350 expiring on 16OCT2025
Delta for 5350 CE is 0.64
Historical price for 5350 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 254.5, which was -22.2 lower than the previous day. The implied volatity was 31.32, the open interest changed by 177 which increased total open position to 261
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 275, which was -1.7 lower than the previous day. The implied volatity was 28.84, the open interest changed by 44 which increased total open position to 84
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 357.2, which was -5.7 lower than the previous day. The implied volatity was 30.12, the open interest changed by 14 which increased total open position to 34
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 297.2, which was -10.9 lower than the previous day. The implied volatity was 29.33, the open interest changed by 21 which increased total open position to 21
| CRUDEOIL 16OCT2025 5350 PE | |||||||
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Delta: -0.36
Vega: 5.31
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 114.8 | 15 | 31.56 | 13,835 | 834 | 1,302 |
| 21 Sept | 5529.00 | 98.1 | -1.7 | 29.22 | 18,828 | -103 | 468 |
| 18 Sept | 5642.00 | 85.4 | -0.2 | 31.71 | 4,318 | 331 | 565 |
| 14 Sept | 5530.00 | 123 | -13.1 | 30.10 | 39 | 24 | 24 |
For Crude Oil - strike price 5350 expiring on 16OCT2025
Delta for 5350 PE is -0.36
Historical price for 5350 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 114.8, which was 15 higher than the previous day. The implied volatity was 31.56, the open interest changed by 834 which increased total open position to 1302
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 98.1, which was -1.7 lower than the previous day. The implied volatity was 29.22, the open interest changed by -103 which decreased total open position to 468
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 85.4, which was -0.2 lower than the previous day. The implied volatity was 31.71, the open interest changed by 331 which increased total open position to 565
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 123, which was -13.1 lower than the previous day. The implied volatity was 30.10, the open interest changed by 24 which increased total open position to 24
