CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 2.09
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 20.6 | -0.3 | 42.44 | 271 | 36 | 53 | |||||||||
| 21 Sept | 5529.00 | 20.3 | -0.6 | 38.70 | 151 | 10 | 17 | |||||||||
| 18 Sept | 5642.00 | 27.2 | 24.1 | 36.89 | 9 | 4 | 4 | |||||||||
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 6450 expiring on 16OCT2025
Delta for 6450 CE is 0.08
Historical price for 6450 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 20.6, which was -0.3 lower than the previous day. The implied volatity was 42.44, the open interest changed by 36 which increased total open position to 53
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 20.3, which was -0.6 lower than the previous day. The implied volatity was 38.70, the open interest changed by 10 which increased total open position to 17
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 27.2, which was 24.1 higher than the previous day. The implied volatity was 36.89, the open interest changed by 4 which increased total open position to 4
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 6450 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 6450 expiring on 16OCT2025
Delta for 6450 PE is 0.00
Historical price for 6450 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
