CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5800 CE | ||||||||||||||||
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Delta: 0.27
Vega: 4.66
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 70.4 | -9.9 | 31.85 | 19,608 | 3,140 | 9,897 | |||||||||
| 21 Sept | 5529.00 | 81 | 0.7 | 30.15 | 44,440 | 1,833 | 6,757 | |||||||||
| 18 Sept | 5642.00 | 122.4 | -3.8 | 30.72 | 15,251 | 2,620 | 4,817 | |||||||||
| 14 Sept | 5530.00 | 112 | -2.7 | 32.06 | 1,623 | 127 | 459 | |||||||||
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| 27 Aug | 5609.00 | 165 | 45.3 | 30.72 | 2 | 1 | 1 | |||||||||
For Crude Oil - strike price 5800 expiring on 16OCT2025
Delta for 5800 CE is 0.27
Historical price for 5800 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 70.4, which was -9.9 lower than the previous day. The implied volatity was 31.85, the open interest changed by 3140 which increased total open position to 9897
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 81, which was 0.7 higher than the previous day. The implied volatity was 30.15, the open interest changed by 1833 which increased total open position to 6757
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 122.4, which was -3.8 lower than the previous day. The implied volatity was 30.72, the open interest changed by 2620 which increased total open position to 4817
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 112, which was -2.7 lower than the previous day. The implied volatity was 32.06, the open interest changed by 127 which increased total open position to 459
On 27 Aug CRUDEOIL was trading at 5609.00. The strike last trading price was 165, which was 45.3 higher than the previous day. The implied volatity was 30.72, the open interest changed by 1 which increased total open position to 1
| CRUDEOIL 16OCT2025 5800 PE | |||||||
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Delta: -0.73
Vega: 4.69
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 381.5 | 28.7 | 32.30 | 1,077 | 119 | 521 |
| 21 Sept | 5529.00 | 350.5 | -2.3 | 29.86 | 3,024 | 13 | 402 |
| 18 Sept | 5642.00 | 294.3 | 1.2 | 31.03 | 2,325 | -91 | 546 |
| 14 Sept | 5530.00 | 387.3 | 1.8 | 32.76 | 67 | 6 | 14 |
| 27 Aug | 5609.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5800 expiring on 16OCT2025
Delta for 5800 PE is -0.73
Historical price for 5800 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 381.5, which was 28.7 higher than the previous day. The implied volatity was 32.30, the open interest changed by 119 which increased total open position to 521
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 350.5, which was -2.3 lower than the previous day. The implied volatity was 29.86, the open interest changed by 13 which increased total open position to 402
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 294.3, which was 1.2 higher than the previous day. The implied volatity was 31.03, the open interest changed by -91 which decreased total open position to 546
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 387.3, which was 1.8 higher than the previous day. The implied volatity was 32.76, the open interest changed by 6 which increased total open position to 14
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
