CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5200 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 | 445.4 | -14.85 | 0.00 | 3 | 3 | 0 | |||||||||
| 21 Sept | 5529.00 | 445.4 | -14.85 | 0.00 | 3 | 3 | 0 | |||||||||
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| 18 Sept | 5641.00 | 445.4 | -9.25 | 20.49 | 3 | 3 | 3 | |||||||||
| 14 Sept | 5530.00 | 450 | 0 | 38.38 | 1 | 1 | 2 | |||||||||
For Crude Oil Mini - strike price 5200 expiring on 16OCT2025
Delta for 5200 CE is 0.00
Historical price for 5200 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 445.4, which was -14.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 445.4, which was -14.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 445.4, which was -9.25 lower than the previous day. The implied volatity was 20.49, the open interest changed by 3 which increased total open position to 3
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 450, which was 0 lower than the previous day. The implied volatity was 38.38, the open interest changed by 1 which increased total open position to 2
| CRUDEOILM 16OCT2025 5200 PE | |||||||
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Delta: -0.24
Vega: 4.42
Theta: -2.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 67.4 | 9.55 | 32.14 | 253 | -34 | 171 |
| 21 Sept | 5529.00 | 56.05 | -1.8 | 29.63 | 1,090 | 61 | 205 |
| 18 Sept | 5641.00 | 54 | 2.95 | 33.22 | 71 | 21 | 93 |
| 14 Sept | 5530.00 | 62.2 | -0.05 | 27.71 | 5 | 5 | 5 |
For Crude Oil Mini - strike price 5200 expiring on 16OCT2025
Delta for 5200 PE is -0.24
Historical price for 5200 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 67.4, which was 9.55 higher than the previous day. The implied volatity was 32.14, the open interest changed by -34 which decreased total open position to 171
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 56.05, which was -1.8 lower than the previous day. The implied volatity was 29.63, the open interest changed by 61 which increased total open position to 205
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 54, which was 2.95 higher than the previous day. The implied volatity was 33.22, the open interest changed by 21 which increased total open position to 93
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 62.2, which was -0.05 lower than the previous day. The implied volatity was 27.71, the open interest changed by 5 which increased total open position to 5
