CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 5.66
Theta: -3.65
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 173.9 | -16 | 31.48 | 73,560 | 10,816 | 17,345 | |||||||||
| 21 Sept | 5529.00 | 188 | -1.9 | 28.83 | 67,352 | 4,028 | 6,529 | |||||||||
| 18 Sept | 5642.00 | 261.6 | -2.8 | 30.54 | 9,596 | 997 | 2,713 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 5530.00 | 222.5 | -1.9 | 30.85 | 4,395 | 105 | 828 | |||||||||
For Crude Oil - strike price 5500 expiring on 16OCT2025
Delta for 5500 CE is 0.51
Historical price for 5500 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 173.9, which was -16 lower than the previous day. The implied volatity was 31.48, the open interest changed by 10816 which increased total open position to 17345
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 188, which was -1.9 lower than the previous day. The implied volatity was 28.83, the open interest changed by 4028 which increased total open position to 6529
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 261.6, which was -2.8 lower than the previous day. The implied volatity was 30.54, the open interest changed by 997 which increased total open position to 2713
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 222.5, which was -1.9 lower than the previous day. The implied volatity was 30.85, the open interest changed by 105 which increased total open position to 828
| CRUDEOIL 16OCT2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 5.66
Theta: -3.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 183.8 | 20.2 | 31.64 | 83,016 | 6,306 | 10,327 |
| 21 Sept | 5529.00 | 162.1 | -1.5 | 29.35 | 98,520 | 1,244 | 4,021 |
| 18 Sept | 5642.00 | 135 | -0.1 | 31.11 | 20,915 | 760 | 4,279 |
| 14 Sept | 5530.00 | 198 | -1.9 | 31.52 | 4,734 | 181 | 878 |
For Crude Oil - strike price 5500 expiring on 16OCT2025
Delta for 5500 PE is -0.49
Historical price for 5500 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 183.8, which was 20.2 higher than the previous day. The implied volatity was 31.64, the open interest changed by 6306 which increased total open position to 10327
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 162.1, which was -1.5 lower than the previous day. The implied volatity was 29.35, the open interest changed by 1244 which increased total open position to 4021
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 135, which was -0.1 lower than the previous day. The implied volatity was 31.11, the open interest changed by 760 which increased total open position to 4279
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 198, which was -1.9 lower than the previous day. The implied volatity was 31.52, the open interest changed by 181 which increased total open position to 878
