CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6150 CE | ||||||||||||||||
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Delta: 0.12
Vega: 2.91
Theta: -2.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 30.6 | -2.9 | 36.48 | 2,584 | 44 | 275 | |||||||||
| 21 Sept | 5529.00 | 33 | -0.5 | 33.75 | 6,437 | 62 | 231 | |||||||||
| 18 Sept | 5642.00 | 48.9 | 31.7 | 32.98 | 276 | 31 | 31 | |||||||||
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| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 6150 expiring on 16OCT2025
Delta for 6150 CE is 0.12
Historical price for 6150 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 30.6, which was -2.9 lower than the previous day. The implied volatity was 36.48, the open interest changed by 44 which increased total open position to 275
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 33, which was -0.5 lower than the previous day. The implied volatity was 33.75, the open interest changed by 62 which increased total open position to 231
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 48.9, which was 31.7 higher than the previous day. The implied volatity was 32.98, the open interest changed by 31 which increased total open position to 31
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 6150 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 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5529.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 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 6150 expiring on 16OCT2025
Delta for 6150 PE is 0.00
Historical price for 6150 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. 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 21 Sept CRUDEOIL was trading at 5529.00. 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 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
