CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6550 CE | ||||||||||||||||
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Delta: 0.06
Vega: 1.59
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 13.3 | -4 | 41.40 | 56 | 22 | 31 | |||||||||
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| 21 Sept | 5529.00 | 15 | -2.3 | 38.90 | 7 | 3 | 9 | |||||||||
| 18 Sept | 5642.00 | 23 | 21.4 | 38.24 | 7 | 6 | 6 | |||||||||
For Crude Oil - strike price 6550 expiring on 16OCT2025
Delta for 6550 CE is 0.06
Historical price for 6550 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 13.3, which was -4 lower than the previous day. The implied volatity was 41.40, the open interest changed by 22 which increased total open position to 31
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 15, which was -2.3 lower than the previous day. The implied volatity was 38.90, the open interest changed by 3 which increased total open position to 9
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 23, which was 21.4 higher than the previous day. The implied volatity was 38.24, the open interest changed by 6 which increased total open position to 6
| CRUDEOIL 16OCT2025 6550 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 |
For Crude Oil - strike price 6550 expiring on 16OCT2025
Delta for 6550 PE is 0.00
Historical price for 6550 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
