CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5350 CE | ||||||||||||||||
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Delta: 0.65
Vega: 5.28
Theta: -3.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 253.3 | -46.7 | 30.61 | 11 | 5 | 6 | |||||||||
| 21 Sept | 5529.00 | 258.2 | -41.8 | 25.71 | 4 | 1 | 1 | |||||||||
| 18 Sept | 5641.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 5350 expiring on 16OCT2025
Delta for 5350 CE is 0.65
Historical price for 5350 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 253.3, which was -46.7 lower than the previous day. The implied volatity was 30.61, the open interest changed by 5 which increased total open position to 6
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 258.2, which was -41.8 lower than the previous day. The implied volatity was 25.71, the open interest changed by 1 which increased total open position to 1
On 18 Sept CRUDEOILM was trading at 5641.00. 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
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
| CRUDEOILM 16OCT2025 5350 PE | |||||||
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Delta: -0.36
Vega: 5.30
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 114.4 | 15 | 31.76 | 1,184 | 226 | 391 |
| 21 Sept | 5529.00 | 98.4 | -1 | 29.28 | 1,055 | 116 | 165 |
| 18 Sept | 5641.00 | 96.55 | -1.6 | 34.05 | 25 | 1 | 39 |
| 14 Sept | 5530.00 | 63.4 | -40.3 | 20.28 | 2 | 2 | 2 |
For Crude Oil Mini - strike price 5350 expiring on 16OCT2025
Delta for 5350 PE is -0.36
Historical price for 5350 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 114.4, which was 15 higher than the previous day. The implied volatity was 31.76, the open interest changed by 226 which increased total open position to 391
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 98.4, which was -1 lower than the previous day. The implied volatity was 29.28, the open interest changed by 116 which increased total open position to 165
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 96.55, which was -1.6 lower than the previous day. The implied volatity was 34.05, the open interest changed by 1 which increased total open position to 39
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 63.4, which was -40.3 lower than the previous day. The implied volatity was 20.28, the open interest changed by 2 which increased total open position to 2
