CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 3.32
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 37.2 | -4 | 34.81 | 3,269 | 200 | 605 | |||||||||
| 21 Sept | 5529.00 | 41 | -0.2 | 32.36 | 6,828 | 91 | 405 | |||||||||
| 18 Sept | 5642.00 | 62.6 | 34.3 | 32.07 | 867 | 105 | 105 | |||||||||
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 6050 expiring on 16OCT2025
Delta for 6050 CE is 0.15
Historical price for 6050 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 37.2, which was -4 lower than the previous day. The implied volatity was 34.81, the open interest changed by 200 which increased total open position to 605
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 41, which was -0.2 lower than the previous day. The implied volatity was 32.36, the open interest changed by 91 which increased total open position to 405
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 62.6, which was 34.3 higher than the previous day. The implied volatity was 32.07, the open interest changed by 105 which increased total open position to 105
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
| CRUDEOIL 16OCT2025 6050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 526.1 | 6.9 | 0.00 | 15 | -1 | 0 |
| 21 Sept | 5529.00 | 526.1 | 6.9 | 19.05 | 15 | -1 | 10 |
| 18 Sept | 5642.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 6050 expiring on 16OCT2025
Delta for 6050 PE is 0.00
Historical price for 6050 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 526.1, which was 6.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 526.1, which was 6.9 higher than the previous day. The implied volatity was 19.05, the open interest changed by -1 which decreased total open position to 10
On 18 Sept CRUDEOIL was trading at 5642.00. 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
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
