CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 6900 CE | ||||||||||||||||
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Delta: 0.05
Vega: 1.44
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5491.00 | 14.2 | 1.5 | 51.36 | 41 | 6 | 32 | |||||||||
| 21 Sept | 5529.00 | 12 | -0.7 | 45.92 | 227 | 26 | 26 | |||||||||
For Crude Oil - strike price 6900 expiring on 16OCT2025
Delta for 6900 CE is 0.05
Historical price for 6900 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 14.2, which was 1.5 higher than the previous day. The implied volatity was 51.36, the open interest changed by 6 which increased total open position to 32
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 12, which was -0.7 lower than the previous day. The implied volatity was 45.92, the open interest changed by 26 which increased total open position to 26
| CRUDEOIL 16OCT2025 6900 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 6900 expiring on 16OCT2025
Delta for 6900 PE is 0.00
Historical price for 6900 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
