CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5550 CE | ||||||||||||||||
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Delta: 0.46
Vega: 5.64
Theta: -3.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 152.8 | -14.8 | 31.76 | 34,636 | 4,198 | 8,043 | |||||||||
| 21 Sept | 5529.00 | 166 | -1.6 | 29.23 | 55,437 | 2,737 | 3,845 | |||||||||
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| 18 Sept | 5642.00 | 233.5 | -4.2 | 30.61 | 5,478 | 639 | 1,136 | |||||||||
| 14 Sept | 5530.00 | 201.8 | 0.6 | 31.37 | 332 | 65 | 75 | |||||||||
For Crude Oil - strike price 5550 expiring on 16OCT2025
Delta for 5550 CE is 0.46
Historical price for 5550 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 152.8, which was -14.8 lower than the previous day. The implied volatity was 31.76, the open interest changed by 4198 which increased total open position to 8043
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 166, which was -1.6 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2737 which increased total open position to 3845
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 233.5, which was -4.2 lower than the previous day. The implied volatity was 30.61, the open interest changed by 639 which increased total open position to 1136
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 201.8, which was 0.6 higher than the previous day. The implied volatity was 31.37, the open interest changed by 65 which increased total open position to 75
| CRUDEOIL 16OCT2025 5550 PE | |||||||
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Delta: -0.54
Vega: 5.64
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 210.9 | 21.4 | 31.60 | 23,325 | 414 | 1,679 |
| 21 Sept | 5529.00 | 188.3 | -1.2 | 29.44 | 59,394 | 319 | 1,265 |
| 18 Sept | 5642.00 | 156 | -0.8 | 31.02 | 9,398 | 643 | 1,693 |
| 14 Sept | 5530.00 | 224.3 | -5.5 | 31.59 | 90 | 13 | 13 |
For Crude Oil - strike price 5550 expiring on 16OCT2025
Delta for 5550 PE is -0.54
Historical price for 5550 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 210.9, which was 21.4 higher than the previous day. The implied volatity was 31.60, the open interest changed by 414 which increased total open position to 1679
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 188.3, which was -1.2 lower than the previous day. The implied volatity was 29.44, the open interest changed by 319 which increased total open position to 1265
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 156, which was -0.8 lower than the previous day. The implied volatity was 31.02, the open interest changed by 643 which increased total open position to 1693
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 224.3, which was -5.5 lower than the previous day. The implied volatity was 31.59, the open interest changed by 13 which increased total open position to 13
