CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6600 CE | ||||||||||||||||
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Delta: 0.06
Vega: 1.69
Theta: -1.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 15.5 | -1.6 | 44.14 | 59 | 5 | 37 | |||||||||
| 21 Sept | 5529.00 | 16.2 | -0.9 | 40.90 | 49 | 9 | 32 | |||||||||
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| 18 Sept | 5642.00 | 22.8 | 21.6 | 39.58 | 14 | 12 | 12 | |||||||||
For Crude Oil - strike price 6600 expiring on 16OCT2025
Delta for 6600 CE is 0.06
Historical price for 6600 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 15.5, which was -1.6 lower than the previous day. The implied volatity was 44.14, the open interest changed by 5 which increased total open position to 37
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 16.2, which was -0.9 lower than the previous day. The implied volatity was 40.90, the open interest changed by 9 which increased total open position to 32
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 22.8, which was 21.6 higher than the previous day. The implied volatity was 39.58, the open interest changed by 12 which increased total open position to 12
| CRUDEOIL 16OCT2025 6600 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 6600 expiring on 16OCT2025
Delta for 6600 PE is 0.00
Historical price for 6600 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
