CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6700 CE | ||||||||||||||||
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Delta: 0.06
Vega: 1.71
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 17 | 2.1 | 47.81 | 22 | 15 | 21 | |||||||||
| 21 Sept | 5529.00 | 12.1 | -2.8 | 41.09 | 10 | 2 | 6 | |||||||||
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| 18 Sept | 5642.00 | 16.6 | 16 | 39.45 | 5 | 4 | 4 | |||||||||
For Crude Oil - strike price 6700 expiring on 16OCT2025
Delta for 6700 CE is 0.06
Historical price for 6700 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 17, which was 2.1 higher than the previous day. The implied volatity was 47.81, the open interest changed by 15 which increased total open position to 21
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 12.1, which was -2.8 lower than the previous day. The implied volatity was 41.09, the open interest changed by 2 which increased total open position to 6
On 18 Sept CRUDEOIL was trading at 5642.00. The strike last trading price was 16.6, which was 16 higher than the previous day. The implied volatity was 39.45, the open interest changed by 4 which increased total open position to 4
| CRUDEOIL 16OCT2025 6700 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 6700 expiring on 16OCT2025
Delta for 6700 PE is 0.00
Historical price for 6700 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
