CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
14 Oct 2025 06:49 PM IST
| CRUDEOIL 16-OCT-2025 5450 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.94
Theta: -10.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 14 Oct | 5829.00 | 15.7 | -13.5 | 53.31 | 38,834 | -3,710 | 7,425 | |||||||||
| 28 Sept | 5829.00 | 433.9 | -6.9 | 35.19 | 140 | -31 | 90 | |||||||||
| 22 Sept | 5491.00 | 200 | -16.8 | 31.69 | 13,482 | 2,052 | 2,518 | |||||||||
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| 21 Sept | 5529.00 | 217.8 | 1 | 29.36 | 9,187 | 315 | 466 | |||||||||
| 18 Sept | 5642.00 | 292.8 | 34.7 | 30.65 | 473 | 62 | 62 | |||||||||
| 14 Sept | 5530.00 | 246.7 | -49.2 | 30.56 | 57 | 3 | 4 | |||||||||
For Crude Oil - strike price 5450 expiring on 16OCT2025
Delta for 5450 CE is 0.14
Historical price for 5450 CE is as follows
On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 15.7, which was -13.5 lower than the previous day. The implied volatity was 53.31, the open interest changed by -3710 which decreased total open position to 7425
On 28 Sept CRUDEOIL was trading at 5829.00. The strike last trading price was 433.9, which was -6.9 lower than the previous day. The implied volatity was 35.19, the open interest changed by -31 which decreased total open position to 90
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 200, which was -16.8 lower than the previous day. The implied volatity was 31.69, the open interest changed by 2052 which increased total open position to 2518
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 217.8, which was 1 higher than the previous day. The implied volatity was 29.36, the open interest changed by 315 which increased total open position to 466
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 292.8, which was 34.7 higher than the previous day. The implied volatity was 30.65, the open interest changed by 62 which increased total open position to 62
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 246.7, which was -49.2 lower than the previous day. The implied volatity was 30.56, the open interest changed by 3 which increased total open position to 4
| CRUDEOIL 16OCT2025 5450 PE | |||||||
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Delta: -0.87
Vega: 0.88
Theta: -9.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Oct | 5829.00 | 270.1 | 95.8 | 50.45 | 6,435 | -367 | 1,141 |
| 28 Sept | 5829.00 | 59.8 | -2.1 | 36.46 | 16,792 | -15 | 3,182 |
| 22 Sept | 5491.00 | 159 | 19.2 | 31.69 | 23,671 | 1,993 | 2,339 |
| 21 Sept | 5529.00 | 138.4 | -1.4 | 29.29 | 21,342 | 115 | 346 |
| 18 Sept | 5642.00 | 116.7 | -1.3 | 31.33 | 3,608 | 229 | 513 |
| 14 Sept | 5530.00 | 173.7 | -5.3 | 31.46 | 13 | 2 | 2 |
For Crude Oil - strike price 5450 expiring on 16OCT2025
Delta for 5450 PE is -0.87
Historical price for 5450 PE is as follows
On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 270.1, which was 95.8 higher than the previous day. The implied volatity was 50.45, the open interest changed by -367 which decreased total open position to 1141
On 28 Sept CRUDEOIL was trading at 5829.00. The strike last trading price was 59.8, which was -2.1 lower than the previous day. The implied volatity was 36.46, the open interest changed by -15 which decreased total open position to 3182
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 159, which was 19.2 higher than the previous day. The implied volatity was 31.69, the open interest changed by 1993 which increased total open position to 2339
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 138.4, which was -1.4 lower than the previous day. The implied volatity was 29.29, the open interest changed by 115 which increased total open position to 346
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 116.7, which was -1.3 lower than the previous day. The implied volatity was 31.33, the open interest changed by 229 which increased total open position to 513
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 173.7, which was -5.3 lower than the previous day. The implied volatity was 31.46, the open interest changed by 2 which increased total open position to 2
