CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 4.50
Theta: -2.53
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 5495.00 | 304.95 | -58.05 | 27.46 | 4 | 2 | 21 | |||||||||
| 21 Sept | 5529.00 | 339.9 | -23.1 | 27.95 | 42 | 18 | 19 | |||||||||
| 18 Sept | 5641.00 | 200 | -440 | 0.00 | 2 | 4 | 0 | |||||||||
| 14 Sept | 5530.00 | 400 | -340 | 0.00 | 2 | 4 | 0 | |||||||||
For Crude Oil Mini - strike price 5250 expiring on 16OCT2025
Delta for 5250 CE is 0.75
Historical price for 5250 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 304.95, which was -58.05 lower than the previous day. The implied volatity was 27.46, the open interest changed by 2 which increased total open position to 21
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 339.9, which was -23.1 lower than the previous day. The implied volatity was 27.95, the open interest changed by 18 which increased total open position to 19
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 200, which was -440 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 400, which was -340 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
| CRUDEOILM 16OCT2025 5250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 4.75
Theta: -3.09
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 80.1 | 11.45 | 31.81 | 63 | 5 | 11 |
| 21 Sept | 5529.00 | 62.95 | -5.7 | 28.39 | 17 | 2 | 6 |
| 18 Sept | 5641.00 | 58.5 | 0.25 | 31.75 | 1 | 1 | 0 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5250 expiring on 16OCT2025
Delta for 5250 PE is -0.28
Historical price for 5250 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 80.1, which was 11.45 higher than the previous day. The implied volatity was 31.81, the open interest changed by 5 which increased total open position to 11
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 62.95, which was -5.7 lower than the previous day. The implied volatity was 28.39, the open interest changed by 2 which increased total open position to 6
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 58.5, which was 0.25 higher than the previous day. The implied volatity was 31.75, the open interest changed by 1 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
