CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5850 CE | ||||||||||||||||
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Delta: 0.24
Vega: 4.38
Theta: -2.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 61.2 | -8.2 | 32.31 | 7,109 | 546 | 1,860 | |||||||||
| 21 Sept | 5529.00 | 69.8 | 0.4 | 30.41 | 13,821 | 387 | 1,314 | |||||||||
| 18 Sept | 5642.00 | 106.8 | -2.2 | 30.88 | 3,871 | 582 | 782 | |||||||||
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| 14 Sept | 5530.00 | 121.8 | 0.1 | 0.00 | 5 | -2 | 0 | |||||||||
For Crude Oil - strike price 5850 expiring on 16OCT2025
Delta for 5850 CE is 0.24
Historical price for 5850 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 61.2, which was -8.2 lower than the previous day. The implied volatity was 32.31, the open interest changed by 546 which increased total open position to 1860
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 69.8, which was 0.4 higher than the previous day. The implied volatity was 30.41, the open interest changed by 387 which increased total open position to 1314
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 106.8, which was -2.2 lower than the previous day. The implied volatity was 30.88, the open interest changed by 582 which increased total open position to 782
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 121.8, which was 0.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
| CRUDEOIL 16OCT2025 5850 PE | |||||||
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Delta: -0.76
Vega: 4.41
Theta: -2.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 421.9 | 29.5 | 32.70 | 5 | 0 | 18 |
| 21 Sept | 5529.00 | 392.3 | -0.1 | 30.72 | 341 | -4 | 18 |
| 18 Sept | 5642.00 | 330.7 | 51.3 | 31.55 | 175 | 22 | 22 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5850 expiring on 16OCT2025
Delta for 5850 PE is -0.76
Historical price for 5850 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 421.9, which was 29.5 higher than the previous day. The implied volatity was 32.70, the open interest changed by 0 which decreased total open position to 18
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 392.3, which was -0.1 lower than the previous day. The implied volatity was 30.72, the open interest changed by -4 which decreased total open position to 18
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 330.7, which was 51.3 higher than the previous day. The implied volatity was 31.55, the open interest changed by 22 which increased total open position to 22
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
