CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 4.95
Theta: -3.23
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 83 | -10.5 | 31.80 | 11,287 | 861 | 3,163 | |||||||||
| 21 Sept | 5529.00 | 94.1 | 0.6 | 29.94 | 20,190 | 862 | 2,302 | |||||||||
| 18 Sept | 5642.00 | 140.2 | -5.9 | 30.63 | 6,363 | 731 | 1,287 | |||||||||
| 14 Sept | 5530.00 | 132 | 7.1 | 32.75 | 5 | -1 | 2 | |||||||||
|
|
||||||||||||||||
| 27 Aug | 5609.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5750 expiring on 16OCT2025
Delta for 5750 CE is 0.30
Historical price for 5750 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 83, which was -10.5 lower than the previous day. The implied volatity was 31.80, the open interest changed by 861 which increased total open position to 3163
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 94.1, which was 0.6 higher than the previous day. The implied volatity was 29.94, the open interest changed by 862 which increased total open position to 2302
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 140.2, which was -5.9 lower than the previous day. The implied volatity was 30.63, the open interest changed by 731 which increased total open position to 1287
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 132, which was 7.1 higher than the previous day. The implied volatity was 32.75, the open interest changed by -1 which decreased total open position to 2
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 5750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 4.94
Theta: -3.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 341.3 | 25 | 31.66 | 973 | -2 | 84 |
| 21 Sept | 5529.00 | 315 | -1.3 | 29.92 | 1,995 | 63 | 86 |
| 18 Sept | 5642.00 | 262.2 | -1.8 | 30.95 | 725 | 78 | 87 |
| 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 5750 expiring on 16OCT2025
Delta for 5750 PE is -0.70
Historical price for 5750 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 341.3, which was 25 higher than the previous day. The implied volatity was 31.66, the open interest changed by -2 which decreased total open position to 84
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 315, which was -1.3 lower than the previous day. The implied volatity was 29.92, the open interest changed by 63 which increased total open position to 86
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 262.2, which was -1.8 lower than the previous day. The implied volatity was 30.95, the open interest changed by 78 which increased total open position to 87
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
