CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6800 CE | ||||||||||||||||
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Delta: 0.05
Vega: 1.52
Theta: -1.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 14.7 | 1.1 | 49.09 | 884 | 98 | 215 | |||||||||
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| 21 Sept | 5529.00 | 12.6 | -1 | 43.91 | 1,764 | 112 | 117 | |||||||||
For Crude Oil - strike price 6800 expiring on 16OCT2025
Delta for 6800 CE is 0.05
Historical price for 6800 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 14.7, which was 1.1 higher than the previous day. The implied volatity was 49.09, the open interest changed by 98 which increased total open position to 215
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 12.6, which was -1 lower than the previous day. The implied volatity was 43.91, the open interest changed by 112 which increased total open position to 117
| CRUDEOIL 16OCT2025 6800 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 |
For Crude Oil - strike price 6800 expiring on 16OCT2025
Delta for 6800 PE is 0.00
Historical price for 6800 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
