CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5050 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 | |||||||||
| 22 Sept | 5495.00 | 527.6 | 0 | 0.00 | 10 | 10 | 0 | |||||||||
| 21 Sept | 5529.00 | 527.6 | 0 | 35.61 | 10 | 10 | 10 | |||||||||
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| 18 Sept | 5641.00 | 200 | -392.5 | - | 2 | 1 | 0 | |||||||||
For Crude Oil Mini - strike price 5050 expiring on 16OCT2025
Delta for 5050 CE is 0.00
Historical price for 5050 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 527.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 527.6, which was 0 lower than the previous day. The implied volatity was 35.61, the open interest changed by 10 which increased total open position to 10
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 200, which was -392.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
| CRUDEOILM 16OCT2025 5050 PE | |||||||
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Delta: -0.15
Vega: 3.30
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 37.2 | 26.3 | 32.71 | 1 | 5 | 0 |
| 21 Sept | 5529.00 | 10.9 | 0 | 22.92 | 1 | 5 | 0 |
| 18 Sept | 5641.00 | 36.9 | 30.6 | 35.74 | 3 | 4 | 0 |
For Crude Oil Mini - strike price 5050 expiring on 16OCT2025
Delta for 5050 PE is -0.15
Historical price for 5050 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 37.2, which was 26.3 higher than the previous day. The implied volatity was 32.71, the open interest changed by 5 which increased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 10.9, which was 0 lower than the previous day. The implied volatity was 22.92, the open interest changed by 5 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 36.9, which was 30.6 higher than the previous day. The implied volatity was 35.74, the open interest changed by 4 which increased total open position to 0
