CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.98
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 19.4 | 0.6 | 43.36 | 5,825 | 513 | 1,330 | |||||||||
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| 21 Sept | 5529.00 | 17.6 | -1.2 | 38.87 | 3,504 | -25 | 817 | |||||||||
| 18 Sept | 5642.00 | 25.5 | -4.8 | 37.76 | 2,150 | 286 | 840 | |||||||||
| 14 Sept | 5530.00 | 34.7 | 0.4 | 40.90 | 1,720 | 84 | 239 | |||||||||
For Crude Oil - strike price 6500 expiring on 16OCT2025
Delta for 6500 CE is 0.07
Historical price for 6500 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 19.4, which was 0.6 higher than the previous day. The implied volatity was 43.36, the open interest changed by 513 which increased total open position to 1330
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 17.6, which was -1.2 lower than the previous day. The implied volatity was 38.87, the open interest changed by -25 which decreased total open position to 817
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 25.5, which was -4.8 lower than the previous day. The implied volatity was 37.76, the open interest changed by 286 which increased total open position to 840
On 14 Sept CRUDEOIL was trading at 5530.00. The strike last trading price was 34.7, which was 0.4 higher than the previous day. The implied volatity was 40.90, the open interest changed by 84 which increased total open position to 239
| CRUDEOIL 16OCT2025 6500 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 6500 expiring on 16OCT2025
Delta for 6500 PE is 0.00
Historical price for 6500 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
