CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5600 CE | ||||||||||||||||
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Delta: 0.42
Vega: 5.55
Theta: -3.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 130.9 | -14.6 | 31.51 | 67,659 | 7,568 | 26,947 | |||||||||
| 21 Sept | 5529.00 | 146.9 | 1.4 | 29.74 | 1,62,954 | 6,461 | 19,379 | |||||||||
| 18 Sept | 5642.00 | 206.4 | -3 | 30.51 | 48,351 | 5,971 | 13,071 | |||||||||
| 14 Sept | 5530.00 | 179.9 | -1.3 | 31.43 | 6,639 | 462 | 1,592 | |||||||||
| 27 Aug | 5609.00 | 257.2 | 63.7 | 32.04 | 1 | 1 | 1 | |||||||||
For Crude Oil - strike price 5600 expiring on 16OCT2025
Delta for 5600 CE is 0.42
Historical price for 5600 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 130.9, which was -14.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 7568 which increased total open position to 26947
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 146.9, which was 1.4 higher than the previous day. The implied volatity was 29.74, the open interest changed by 6461 which increased total open position to 19379
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 206.4, which was -3 lower than the previous day. The implied volatity was 30.51, the open interest changed by 5971 which increased total open position to 13071
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 179.9, which was -1.3 lower than the previous day. The implied volatity was 31.43, the open interest changed by 462 which increased total open position to 1592
On 27 Aug CRUDEOIL was trading at 5609.00. The strike last trading price was 257.2, which was 63.7 higher than the previous day. The implied volatity was 32.04, the open interest changed by 1 which increased total open position to 1
| CRUDEOIL 16OCT2025 5600 PE | |||||||
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Delta: -0.58
Vega: 5.55
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 240.8 | 22.8 | 31.67 | 29,255 | -134 | 8,631 |
| 21 Sept | 5529.00 | 215.6 | -2.4 | 29.35 | 1,22,369 | 1,282 | 8,765 |
| 18 Sept | 5642.00 | 179 | 1 | 30.92 | 41,597 | 4,040 | 10,095 |
| 14 Sept | 5530.00 | 252.3 | -5.5 | 31.64 | 2,056 | 215 | 440 |
| 27 Aug | 5609.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5600 expiring on 16OCT2025
Delta for 5600 PE is -0.58
Historical price for 5600 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 240.8, which was 22.8 higher than the previous day. The implied volatity was 31.67, the open interest changed by -134 which decreased total open position to 8631
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 215.6, which was -2.4 lower than the previous day. The implied volatity was 29.35, the open interest changed by 1282 which increased total open position to 8765
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 179, which was 1 higher than the previous day. The implied volatity was 30.92, the open interest changed by 4040 which increased total open position to 10095
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 252.3, which was -5.5 lower than the previous day. The implied volatity was 31.64, the open interest changed by 215 which increased total open position to 440
On 27 Aug CRUDEOIL was trading at 5609.00. 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
