CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 2.72
Theta: -2.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 28 | -2.9 | 37.34 | 4,488 | 345 | 1,149 | |||||||||
| 21 Sept | 5529.00 | 30.4 | -0.5 | 34.66 | 9,648 | 213 | 804 | |||||||||
| 18 Sept | 5642.00 | 43.5 | -5.5 | 33.49 | 3,254 | 268 | 574 | |||||||||
| 14 Sept | 5530.00 | 57 | 5.4 | 0.00 | 11 | 6 | 0 | |||||||||
For Crude Oil - strike price 6200 expiring on 16OCT2025
Delta for 6200 CE is 0.11
Historical price for 6200 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 28, which was -2.9 lower than the previous day. The implied volatity was 37.34, the open interest changed by 345 which increased total open position to 1149
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 30.4, which was -0.5 lower than the previous day. The implied volatity was 34.66, the open interest changed by 213 which increased total open position to 804
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 43.5, which was -5.5 lower than the previous day. The implied volatity was 33.49, the open interest changed by 268 which increased total open position to 574
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 57, which was 5.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
| CRUDEOIL 16OCT2025 6200 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 | 605 | 0 | 0.00 | 7 | 7 | 0 |
| 21 Sept | 5529.00 | 605 | 0 | 0.00 | 7 | 7 | 0 |
| 18 Sept | 5642.00 | 605 | 0 | 0.00 | 7 | 7 | 0 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil - strike price 6200 expiring on 16OCT2025
Delta for 6200 PE is 0.00
Historical price for 6200 PE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 605, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 605, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 605, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 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
