CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5100 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 | 614.15 | 49.55 | 0.00 | 4 | 2 | 0 | |||||||||
| 21 Sept | 5529.00 | 614.15 | 49.55 | 0.00 | 4 | 2 | 0 | |||||||||
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| 18 Sept | 5641.00 | 515.05 | -30.5 | - | 2 | 2 | 0 | |||||||||
| 14 Sept | 5530.00 | 576.95 | 0 | 48.84 | 2 | 2 | 2 | |||||||||
For Crude Oil Mini - strike price 5100 expiring on 16OCT2025
Delta for 5100 CE is 0.00
Historical price for 5100 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 614.15, which was 49.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 614.15, which was 49.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 515.05, which was -30.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 576.95, which was 0 lower than the previous day. The implied volatity was 48.84, the open interest changed by 2 which increased total open position to 2
| CRUDEOILM 16OCT2025 5100 PE | |||||||
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Delta: -0.18
Vega: 3.74
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 48.15 | 7.4 | 33.17 | 404 | -38 | 182 |
| 21 Sept | 5529.00 | 40.8 | 0.05 | 31.00 | 1,056 | 81 | 220 |
| 18 Sept | 5641.00 | 39.65 | 2.9 | 34.26 | 447 | 95 | 156 |
| 14 Sept | 5530.00 | 73 | -141.15 | 34.82 | 2 | 17 | 17 |
For Crude Oil Mini - strike price 5100 expiring on 16OCT2025
Delta for 5100 PE is -0.18
Historical price for 5100 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 48.15, which was 7.4 higher than the previous day. The implied volatity was 33.17, the open interest changed by -38 which decreased total open position to 182
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 40.8, which was 0.05 higher than the previous day. The implied volatity was 31.00, the open interest changed by 81 which increased total open position to 220
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 39.65, which was 2.9 higher than the previous day. The implied volatity was 34.26, the open interest changed by 95 which increased total open position to 156
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 73, which was -141.15 lower than the previous day. The implied volatity was 34.82, the open interest changed by 17 which increased total open position to 17
