CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6000 CE | ||||||||||||||||
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Delta: 0.17
Vega: 3.59
Theta: -2.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 42.3 | -4.3 | 34.27 | 12,672 | 1,097 | 7,710 | |||||||||
| 21 Sept | 5529.00 | 46.5 | -0.1 | 31.81 | 26,488 | 2,039 | 6,613 | |||||||||
| 18 Sept | 5642.00 | 70.9 | -6.2 | 31.61 | 10,880 | 1,733 | 4,367 | |||||||||
| 14 Sept | 5530.00 | 72.4 | -0.2 | 33.71 | 3,149 | 266 | 1,219 | |||||||||
For Crude Oil - strike price 6000 expiring on 16OCT2025
Delta for 6000 CE is 0.17
Historical price for 6000 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 42.3, which was -4.3 lower than the previous day. The implied volatity was 34.27, the open interest changed by 1097 which increased total open position to 7710
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 46.5, which was -0.1 lower than the previous day. The implied volatity was 31.81, the open interest changed by 2039 which increased total open position to 6613
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 70.9, which was -6.2 lower than the previous day. The implied volatity was 31.61, the open interest changed by 1733 which increased total open position to 4367
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 72.4, which was -0.2 lower than the previous day. The implied volatity was 33.71, the open interest changed by 266 which increased total open position to 1219
| CRUDEOIL 16OCT2025 6000 PE | |||||||
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Delta: -0.81
Vega: 3.91
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 564 | 38.4 | 37.66 | 109 | 35 | 320 |
| 21 Sept | 5529.00 | 524.3 | -1.3 | 33.46 | 60 | 5 | 285 |
| 18 Sept | 5642.00 | 440 | -2.6 | 31.43 | 160 | -1 | 249 |
| 14 Sept | 5530.00 | 564.3 | 37.5 | 0.00 | 8 | 7 | 0 |
For Crude Oil - strike price 6000 expiring on 16OCT2025
Delta for 6000 PE is -0.81
Historical price for 6000 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 564, which was 38.4 higher than the previous day. The implied volatity was 37.66, the open interest changed by 35 which increased total open position to 320
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 524.3, which was -1.3 lower than the previous day. The implied volatity was 33.46, the open interest changed by 5 which increased total open position to 285
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 440, which was -2.6 lower than the previous day. The implied volatity was 31.43, the open interest changed by -1 which decreased total open position to 249
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 564.3, which was 37.5 higher than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
