CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5300 CE | ||||||||||||||||
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Delta: 0.70
Vega: 4.95
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 277 | 1.6 | 28.94 | 4 | 2 | 2 | |||||||||
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| 21 Sept | 5529.00 | 415 | 57.45 | 0.00 | 2 | 1 | 0 | |||||||||
| 18 Sept | 5641.00 | 415 | 57.45 | 0.00 | 2 | 1 | 0 | |||||||||
| 14 Sept | 5530.00 | 415 | 57.45 | 43.19 | 2 | 1 | 1 | |||||||||
For Crude Oil Mini - strike price 5300 expiring on 16OCT2025
Delta for 5300 CE is 0.70
Historical price for 5300 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 277, which was 1.6 higher than the previous day. The implied volatity was 28.94, the open interest changed by 2 which increased total open position to 2
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 415, which was 57.45 higher than the previous day. The implied volatity was 0.00, 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 415, which was 57.45 higher than the previous day. The implied volatity was 0.00, 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 415, which was 57.45 higher than the previous day. The implied volatity was 43.19, the open interest changed by 1 which increased total open position to 1
| CRUDEOILM 16OCT2025 5300 PE | |||||||
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Delta: -0.32
Vega: 5.06
Theta: -3.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 98.1 | 15.2 | 32.16 | 1,648 | 114 | 414 |
| 21 Sept | 5529.00 | 80.95 | -1.95 | 29.13 | 2,173 | 51 | 300 |
| 18 Sept | 5641.00 | 73 | -0.5 | 32.24 | 410 | 91 | 196 |
| 14 Sept | 5530.00 | 101 | 7.35 | 0.00 | 3 | 2 | 0 |
For Crude Oil Mini - strike price 5300 expiring on 16OCT2025
Delta for 5300 PE is -0.32
Historical price for 5300 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 98.1, which was 15.2 higher than the previous day. The implied volatity was 32.16, the open interest changed by 114 which increased total open position to 414
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 80.95, which was -1.95 lower than the previous day. The implied volatity was 29.13, the open interest changed by 51 which increased total open position to 300
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 73, which was -0.5 lower than the previous day. The implied volatity was 32.24, the open interest changed by 91 which increased total open position to 196
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 101, which was 7.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
