CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5900 CE | ||||||||||||||||
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Delta: 0.21
Vega: 4.09
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 53 | -6.6 | 32.72 | 13,033 | 760 | 5,976 | |||||||||
| 21 Sept | 5529.00 | 60 | 0.4 | 30.68 | 23,089 | 1,310 | 5,216 | |||||||||
| 18 Sept | 5642.00 | 92 | -5 | 30.88 | 10,559 | 1,726 | 4,021 | |||||||||
| 14 Sept | 5530.00 | 90 | -1.5 | 32.88 | 969 | 194 | 376 | |||||||||
For Crude Oil - strike price 5900 expiring on 16OCT2025
Delta for 5900 CE is 0.21
Historical price for 5900 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 53, which was -6.6 lower than the previous day. The implied volatity was 32.72, the open interest changed by 760 which increased total open position to 5976
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 60, which was 0.4 higher than the previous day. The implied volatity was 30.68, the open interest changed by 1310 which increased total open position to 5216
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 92, which was -5 lower than the previous day. The implied volatity was 30.88, the open interest changed by 1726 which increased total open position to 4021
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 90, which was -1.5 lower than the previous day. The implied volatity was 32.88, the open interest changed by 194 which increased total open position to 376
| CRUDEOIL 16OCT2025 5900 PE | |||||||
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Delta: -0.79
Vega: 4.04
Theta: -2.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 460 | 27.8 | 32.23 | 49 | -2 | 165 |
| 21 Sept | 5529.00 | 434.1 | 1.9 | 31.34 | 127 | -2 | 167 |
| 18 Sept | 5642.00 | 363.7 | 2.5 | 31.18 | 284 | 12 | 176 |
| 14 Sept | 5530.00 | 453 | 6.2 | 31.46 | 6 | 4 | 4 |
For Crude Oil - strike price 5900 expiring on 16OCT2025
Delta for 5900 PE is -0.79
Historical price for 5900 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 460, which was 27.8 higher than the previous day. The implied volatity was 32.23, the open interest changed by -2 which decreased total open position to 165
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 434.1, which was 1.9 higher than the previous day. The implied volatity was 31.34, the open interest changed by -2 which decreased total open position to 167
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 363.7, which was 2.5 higher than the previous day. The implied volatity was 31.18, the open interest changed by 12 which increased total open position to 176
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 453, which was 6.2 higher than the previous day. The implied volatity was 31.46, the open interest changed by 4 which increased total open position to 4
