CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 4700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 4.26
Theta: -8.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5495.00 | 996.05 | 169.35 | 95.82 | 1 | 2 | 2 | |||||||||
| 21 Sept | 5529.00 | 986.2 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
| 18 Sept | 5641.00 | 986.2 | 51.4 | 57.60 | 1 | 1 | 1 | |||||||||
For Crude Oil Mini - strike price 4700 expiring on 16OCT2025
Delta for 4700 CE is 0.77
Historical price for 4700 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 996.05, which was 169.35 higher than the previous day. The implied volatity was 95.82, the open interest changed by 2 which increased total open position to 2
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 986.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 986.2, which was 51.4 higher than the previous day. The implied volatity was 57.60, the open interest changed by 1 which increased total open position to 1
| CRUDEOILM 16OCT2025 4700 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 | 5495.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5529.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5641.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 4700 expiring on 16OCT2025
Delta for 4700 PE is 0.00
Historical price for 4700 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. 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 CRUDEOILM 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 CRUDEOILM was trading at 5641.00. 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
