CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5400 CE | ||||||||||||||||
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Delta: 0.60
Vega: 5.49
Theta: -3.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 225.6 | -18.2 | 31.41 | 15,224 | 2,225 | 3,715 | |||||||||
| 21 Sept | 5529.00 | 243.9 | 0.1 | 28.86 | 10,771 | 767 | 1,490 | |||||||||
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| 18 Sept | 5642.00 | 326.7 | -2 | 30.89 | 1,622 | 177 | 672 | |||||||||
| 14 Sept | 5530.00 | 274 | 0 | 30.43 | 1,116 | 104 | 500 | |||||||||
For Crude Oil - strike price 5400 expiring on 16OCT2025
Delta for 5400 CE is 0.60
Historical price for 5400 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 225.6, which was -18.2 lower than the previous day. The implied volatity was 31.41, the open interest changed by 2225 which increased total open position to 3715
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 243.9, which was 0.1 higher than the previous day. The implied volatity was 28.86, the open interest changed by 767 which increased total open position to 1490
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 326.7, which was -2 lower than the previous day. The implied volatity was 30.89, the open interest changed by 177 which increased total open position to 672
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 274, which was 0 lower than the previous day. The implied volatity was 30.43, the open interest changed by 104 which increased total open position to 500
| CRUDEOIL 16OCT2025 5400 PE | |||||||
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Delta: -0.40
Vega: 5.49
Theta: -3.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 134.7 | 16 | 31.43 | 35,382 | 2,725 | 4,515 |
| 21 Sept | 5529.00 | 117.3 | -1.4 | 29.29 | 47,462 | -74 | 1,790 |
| 18 Sept | 5642.00 | 98.9 | -0.8 | 31.29 | 11,877 | 1,133 | 2,820 |
| 14 Sept | 5530.00 | 150.1 | 0.1 | 31.22 | 1,842 | 110 | 546 |
For Crude Oil - strike price 5400 expiring on 16OCT2025
Delta for 5400 PE is -0.40
Historical price for 5400 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 134.7, which was 16 higher than the previous day. The implied volatity was 31.43, the open interest changed by 2725 which increased total open position to 4515
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 117.3, which was -1.4 lower than the previous day. The implied volatity was 29.29, the open interest changed by -74 which decreased total open position to 1790
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 98.9, which was -0.8 lower than the previous day. The implied volatity was 31.29, the open interest changed by 1133 which increased total open position to 2820
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 150.1, which was 0.1 higher than the previous day. The implied volatity was 31.22, the open interest changed by 110 which increased total open position to 546
