CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
25 Oct 2025 03:50 PM IST
| CRUDEOIL 17-NOV-2025 5400 CE | ||||||||||||||||
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Delta: 0.54
Vega: 5.55
Theta: -4.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 5829.00 | 212.8 | -6.2 | 36.28 | 1,03,605 | 1,416 | 6,543 | |||||||||
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| 18 Oct | 5829.00 | 81.4 | -0.3 | 35.31 | 27,873 | 349 | 6,669 | |||||||||
| 15 Oct | 5829.00 | 146.2 | -2.3 | 35.00 | 5,932 | 552 | 2,619 | |||||||||
| 14 Oct | 5829.00 | 147 | -38.4 | 36.85 | 3,783 | 542 | 2,609 | |||||||||
| 28 Sept | 5829.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 22 Sept | 5491.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5400 expiring on 17NOV2025
Delta for 5400 CE is 0.54
Historical price for 5400 CE is as follows
On 25 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 212.8, which was -6.2 lower than the previous day. The implied volatity was 36.28, the open interest changed by 1416 which increased total open position to 6543
On 18 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 81.4, which was -0.3 lower than the previous day. The implied volatity was 35.31, the open interest changed by 349 which increased total open position to 6669
On 15 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 146.2, which was -2.3 lower than the previous day. The implied volatity was 35.00, the open interest changed by 552 which increased total open position to 2619
On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 147, which was -38.4 lower than the previous day. The implied volatity was 36.85, the open interest changed by 542 which increased total open position to 2609
On 28 Sept CRUDEOIL was trading at 5829.00. 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 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
| CRUDEOIL 17NOV2025 5400 PE | |||||||
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Delta: -0.46
Vega: 5.55
Theta: -4.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 5829.00 | 192.1 | -1.6 | 36.51 | 1,30,202 | 1,630 | 6,494 |
| 18 Oct | 5829.00 | 435.6 | -7.2 | 34.32 | 656 | 3 | 1,390 |
| 15 Oct | 5829.00 | 333.9 | 1.2 | 35.44 | 584 | -40 | 837 |
| 14 Oct | 5829.00 | 377 | 80.4 | 39.48 | 464 | -32 | 845 |
| 28 Sept | 5829.00 | 125 | 3.3 | 32.65 | 15 | 5 | 119 |
| 22 Sept | 5491.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5400 expiring on 17NOV2025
Delta for 5400 PE is -0.46
Historical price for 5400 PE is as follows
On 25 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 192.1, which was -1.6 lower than the previous day. The implied volatity was 36.51, the open interest changed by 1630 which increased total open position to 6494
On 18 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 435.6, which was -7.2 lower than the previous day. The implied volatity was 34.32, the open interest changed by 3 which increased total open position to 1390
On 15 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 333.9, which was 1.2 higher than the previous day. The implied volatity was 35.44, the open interest changed by -40 which decreased total open position to 837
On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 377, which was 80.4 higher than the previous day. The implied volatity was 39.48, the open interest changed by -32 which decreased total open position to 845
On 28 Sept CRUDEOIL was trading at 5829.00. The strike last trading price was 125, which was 3.3 higher than the previous day. The implied volatity was 32.65, the open interest changed by 5 which increased total open position to 119
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
