CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
22 Sep 2025 07:59 PM IST
| CRUDEOIL 16OCT2025 7000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 1.13
Theta: -1.17
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5491.00 | 9.9 | -0.6 | 50.49 | 11 | 4 | 6 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 5529.00 | 7.2 | -3.3 | 44.22 | 2 | 2 | 2 | |||||||||
For Crude Oil - strike price 7000 expiring on 16OCT2025
Delta for 7000 CE is 0.04
Historical price for 7000 CE is as follows
On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 9.9, which was -0.6 lower than the previous day. The implied volatity was 50.49, the open interest changed by 4 which increased total open position to 6
On 21 Sept CRUDEOIL was trading at 5529.00. The strike last trading price was 7.2, which was -3.3 lower than the previous day. The implied volatity was 44.22, the open interest changed by 2 which increased total open position to 2
| CRUDEOIL 16OCT2025 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| 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 7000 expiring on 16OCT2025
Delta for 7000 PE is 0.00
Historical price for 7000 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
