CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 2.18
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 21.4 | -0.4 | 41.27 | 838 | 78 | 240 | |||||||||
| 21 Sept | 5529.00 | 19.2 | -2.6 | 36.74 | 2,073 | 49 | 162 | |||||||||
| 18 Sept | 5642.00 | 29.3 | -8.1 | 36.07 | 88 | 47 | 69 | |||||||||
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 6400 expiring on 16OCT2025
Delta for 6400 CE is 0.08
Historical price for 6400 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 21.4, which was -0.4 lower than the previous day. The implied volatity was 41.27, the open interest changed by 78 which increased total open position to 240
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 19.2, which was -2.6 lower than the previous day. The implied volatity was 36.74, the open interest changed by 49 which increased total open position to 162
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 29.3, which was -8.1 lower than the previous day. The implied volatity was 36.07, the open interest changed by 47 which increased total open position to 69
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 6400 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 6400 expiring on 16OCT2025
Delta for 6400 PE is 0.00
Historical price for 6400 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
