CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 5950 CE | ||||||||||||||||
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Delta: 0.19
Vega: 3.82
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 46.8 | -6.4 | 33.37 | 3,364 | 193 | 878 | |||||||||
| 21 Sept | 5529.00 | 51.5 | -1.7 | 30.94 | 7,210 | 259 | 685 | |||||||||
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| 18 Sept | 5642.00 | 81.6 | 36.7 | 31.40 | 1,014 | 177 | 177 | |||||||||
| 14 Sept | 5530.00 | 88.5 | 2.1 | 0.00 | 2 | 1 | 0 | |||||||||
For Crude Oil - strike price 5950 expiring on 16OCT2025
Delta for 5950 CE is 0.19
Historical price for 5950 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 46.8, which was -6.4 lower than the previous day. The implied volatity was 33.37, the open interest changed by 193 which increased total open position to 878
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 51.5, which was -1.7 lower than the previous day. The implied volatity was 30.94, the open interest changed by 259 which increased total open position to 685
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 81.6, which was 36.7 higher than the previous day. The implied volatity was 31.40, the open interest changed by 177 which increased total open position to 177
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 88.5, which was 2.1 higher 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 5950 PE | |||||||
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Delta: -0.86
Vega: 3.16
Theta: -1.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 486.4 | 44 | 27.85 | 1 | -1 | 8 |
| 21 Sept | 5529.00 | 469.8 | 27.4 | 30.31 | 9 | 0 | 9 |
| 18 Sept | 5642.00 | 414.4 | 59 | 33.78 | 4 | 1 | 1 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 5950 expiring on 16OCT2025
Delta for 5950 PE is -0.86
Historical price for 5950 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 486.4, which was 44 higher than the previous day. The implied volatity was 27.85, the open interest changed by -1 which decreased total open position to 8
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 469.8, which was 27.4 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 9
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 414.4, which was 59 higher than the previous day. The implied volatity was 33.78, the open interest changed by 1 which increased total open position to 1
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
