CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6100 CE | ||||||||||||||||
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Delta: 0.14
Vega: 3.10
Theta: -2.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 33.4 | -3.8 | 35.55 | 5,927 | 123 | 1,201 | |||||||||
| 21 Sept | 5529.00 | 37 | -0.2 | 33.13 | 10,012 | 314 | 1,078 | |||||||||
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| 18 Sept | 5642.00 | 54.8 | -5.9 | 32.41 | 3,249 | 573 | 898 | |||||||||
| 14 Sept | 5530.00 | 56.4 | -4.2 | 34.11 | 33 | -1 | 18 | |||||||||
For Crude Oil - strike price 6100 expiring on 16OCT2025
Delta for 6100 CE is 0.14
Historical price for 6100 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 33.4, which was -3.8 lower than the previous day. The implied volatity was 35.55, the open interest changed by 123 which increased total open position to 1201
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 37, which was -0.2 lower than the previous day. The implied volatity was 33.13, the open interest changed by 314 which increased total open position to 1078
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 54.8, which was -5.9 lower than the previous day. The implied volatity was 32.41, the open interest changed by 573 which increased total open position to 898
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 56.4, which was -4.2 lower than the previous day. The implied volatity was 34.11, the open interest changed by -1 which decreased total open position to 18
| CRUDEOIL 16OCT2025 6100 PE | |||||||
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Delta: -0.83
Vega: 3.54
Theta: -2.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5491.00 | 656.6 | 44.7 | 39.82 | 9 | 0 | 45 |
| 21 Sept | 5529.00 | 607.7 | -4.2 | 33.05 | 28 | 0 | 45 |
| 18 Sept | 5642.00 | 517.4 | -1.7 | 0.00 | 3 | 3 | 0 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 6100 expiring on 16OCT2025
Delta for 6100 PE is -0.83
Historical price for 6100 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 656.6, which was 44.7 higher than the previous day. The implied volatity was 39.82, the open interest changed by 0 which decreased total open position to 45
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 607.7, which was -4.2 lower than the previous day. The implied volatity was 33.05, the open interest changed by 0 which decreased total open position to 45
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 517.4, which was -1.7 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased 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
