CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 2.35
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 22.6 | -2.4 | 38.60 | 1,181 | 363 | 691 | |||||||||
| 21 Sept | 5529.00 | 23 | -2 | 35.29 | 2,052 | 8 | 328 | |||||||||
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| 18 Sept | 5642.00 | 35.6 | -6.7 | 34.81 | 372 | 78 | 111 | |||||||||
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 6300 expiring on 16OCT2025
Delta for 6300 CE is 0.09
Historical price for 6300 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 22.6, which was -2.4 lower than the previous day. The implied volatity was 38.60, the open interest changed by 363 which increased total open position to 691
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 23, which was -2 lower than the previous day. The implied volatity was 35.29, the open interest changed by 8 which increased total open position to 328
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 35.6, which was -6.7 lower than the previous day. The implied volatity was 34.81, the open interest changed by 78 which increased total open position to 111
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 6300 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 6300 expiring on 16OCT2025
Delta for 6300 PE is 0.00
Historical price for 6300 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
