CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5150 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 | 500 | -65.65 | 0.00 | 2 | 1 | 0 | |||||||||
| 21 Sept | 5529.00 | 500 | -65.65 | 46.32 | 2 | 1 | 0 | |||||||||
| 18 Sept | 5641.00 | 250 | -249.5 | - | 4 | 1 | 1 | |||||||||
| 14 Sept | 5530.00 | 250 | 60 | 0.00 | 2 | 1 | 0 | |||||||||
For Crude Oil Mini - strike price 5150 expiring on 16OCT2025
Delta for 5150 CE is 0.00
Historical price for 5150 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 500, which was -65.65 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 500, which was -65.65 lower than the previous day. The implied volatity was 46.32, 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 250, which was -249.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 250, which was 60 higher 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 5150 PE | |||||||
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Delta: -0.21
Vega: 4.14
Theta: -2.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 60.15 | 11.7 | 33.41 | 31 | -7 | 34 |
| 21 Sept | 5529.00 | 35.85 | -12.6 | 27.20 | 78 | 29 | 41 |
| 18 Sept | 5641.00 | 11.9 | -31.55 | 0.00 | 40 | 10 | 0 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5150 expiring on 16OCT2025
Delta for 5150 PE is -0.21
Historical price for 5150 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 60.15, which was 11.7 higher than the previous day. The implied volatity was 33.41, the open interest changed by -7 which decreased total open position to 34
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 35.85, which was -12.6 lower than the previous day. The implied volatity was 27.20, the open interest changed by 29 which increased total open position to 41
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 11.9, which was -31.55 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 14 Sept CRUDEOILM was trading at 5530.00. 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
