CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5650 CE | ||||||||||||||||
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Delta: 0.38
Vega: 5.40
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 113.8 | -12.5 | 31.75 | 19,355 | 1,274 | 7,300 | |||||||||
| 21 Sept | 5529.00 | 129 | 2.7 | 30.10 | 52,571 | 1,501 | 6,026 | |||||||||
| 18 Sept | 5642.00 | 183.7 | -3.8 | 30.77 | 21,946 | 4,013 | 5,604 | |||||||||
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| 14 Sept | 5530.00 | 180.2 | -13.2 | 34.56 | 19 | 3 | 5 | |||||||||
| 27 Aug | 5609.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5650 expiring on 16OCT2025
Delta for 5650 CE is 0.38
Historical price for 5650 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 113.8, which was -12.5 lower than the previous day. The implied volatity was 31.75, the open interest changed by 1274 which increased total open position to 7300
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 129, which was 2.7 higher than the previous day. The implied volatity was 30.10, the open interest changed by 1501 which increased total open position to 6026
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 183.7, which was -3.8 lower than the previous day. The implied volatity was 30.77, the open interest changed by 4013 which increased total open position to 5604
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 180.2, which was -13.2 lower than the previous day. The implied volatity was 34.56, the open interest changed by 3 which increased total open position to 5
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
| CRUDEOIL 16OCT2025 5650 PE | |||||||
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Delta: -0.62
Vega: 5.40
Theta: -3.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 270.9 | 24.1 | 31.40 | 4,169 | 28 | 535 |
| 21 Sept | 5529.00 | 247 | 0.2 | 29.59 | 19,984 | -373 | 507 |
| 18 Sept | 5642.00 | 205 | -0.7 | 30.98 | 11,002 | 1,344 | 1,955 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 5609.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5650 expiring on 16OCT2025
Delta for 5650 PE is -0.62
Historical price for 5650 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 270.9, which was 24.1 higher than the previous day. The implied volatity was 31.40, the open interest changed by 28 which increased total open position to 535
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 247, which was 0.2 higher than the previous day. The implied volatity was 29.59, the open interest changed by -373 which decreased total open position to 507
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 205, which was -0.7 lower than the previous day. The implied volatity was 30.98, the open interest changed by 1344 which increased total open position to 1955
On 14 Sept CRUDEOIL was trading at 5530.00. 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
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
