CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5700 CE | ||||||||||||||||
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Delta: 0.34
Vega: 5.19
Theta: -3.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 96.4 | -12.5 | 31.57 | 35,615 | 4,701 | 16,696 | |||||||||
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| 21 Sept | 5529.00 | 109.1 | 0.2 | 29.76 | 73,223 | 2,812 | 11,995 | |||||||||
| 18 Sept | 5642.00 | 160 | -3.2 | 30.55 | 31,294 | 3,594 | 8,960 | |||||||||
| 14 Sept | 5530.00 | 141.9 | -1.6 | 31.62 | 3,300 | 351 | 757 | |||||||||
| 27 Aug | 5609.00 | 245 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
For Crude Oil - strike price 5700 expiring on 16OCT2025
Delta for 5700 CE is 0.34
Historical price for 5700 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 96.4, which was -12.5 lower than the previous day. The implied volatity was 31.57, the open interest changed by 4701 which increased total open position to 16696
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 109.1, which was 0.2 higher than the previous day. The implied volatity was 29.76, the open interest changed by 2812 which increased total open position to 11995
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 160, which was -3.2 lower than the previous day. The implied volatity was 30.55, the open interest changed by 3594 which increased total open position to 8960
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 141.9, which was -1.6 lower than the previous day. The implied volatity was 31.62, the open interest changed by 351 which increased total open position to 757
On 27 Aug CRUDEOIL was trading at 5609.00. The strike last trading price was 245, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| CRUDEOIL 16OCT2025 5700 PE | |||||||
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Delta: -0.66
Vega: 5.20
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 306 | 25.2 | 31.69 | 4,213 | -57 | 1,936 |
| 21 Sept | 5529.00 | 281.2 | 0.4 | 29.96 | 18,167 | -638 | 1,993 |
| 18 Sept | 5642.00 | 233.2 | 2.6 | 31.06 | 9,797 | 431 | 2,788 |
| 14 Sept | 5530.00 | 304.2 | -14 | 30.29 | 261 | 52 | 92 |
| 27 Aug | 5609.00 | 285 | 0 | 0.00 | 1 | 1 | 0 |
For Crude Oil - strike price 5700 expiring on 16OCT2025
Delta for 5700 PE is -0.66
Historical price for 5700 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 306, which was 25.2 higher than the previous day. The implied volatity was 31.69, the open interest changed by -57 which decreased total open position to 1936
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 281.2, which was 0.4 higher than the previous day. The implied volatity was 29.96, the open interest changed by -638 which decreased total open position to 1993
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 233.2, which was 2.6 higher than the previous day. The implied volatity was 31.06, the open interest changed by 431 which increased total open position to 2788
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 304.2, which was -14 lower than the previous day. The implied volatity was 30.29, the open interest changed by 52 which increased total open position to 92
On 27 Aug CRUDEOIL was trading at 5609.00. The strike last trading price was 285, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
