CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5000 CE | ||||||||||||||||
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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 | |||||||||
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| 22 Sept | 5495.00 | 200 | -550 | 0.00 | 2 | 1 | 0 | |||||||||
| 21 Sept | 5529.00 | 200 | -550 | 0.00 | 2 | 1 | 0 | |||||||||
| 18 Sept | 5641.00 | 200 | -550 | 0.00 | 2 | 1 | 0 | |||||||||
For Crude Oil Mini - strike price 5000 expiring on 16OCT2025
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 200, which was -550 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 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 200, which was -550 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 200, which was -550 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| CRUDEOILM 16OCT2025 5000 PE | |||||||
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Delta: -0.14
Vega: 3.09
Theta: -2.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 34.85 | 4.75 | 34.52 | 2,071 | -403 | 337 |
| 21 Sept | 5529.00 | 29.85 | -0.25 | 32.47 | 2,437 | 602 | 740 |
| 18 Sept | 5641.00 | 30.75 | -9.2 | 35.97 | 407 | 74 | 83 |
For Crude Oil Mini - strike price 5000 expiring on 16OCT2025
Delta for 5000 PE is -0.14
Historical price for 5000 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 34.85, which was 4.75 higher than the previous day. The implied volatity was 34.52, the open interest changed by -403 which decreased total open position to 337
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 29.85, which was -0.25 lower than the previous day. The implied volatity was 32.47, the open interest changed by 602 which increased total open position to 740
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 30.75, which was -9.2 lower than the previous day. The implied volatity was 35.97, the open interest changed by 74 which increased total open position to 83
