CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
26 Oct 2025 01:38 AM IST
| CRUDEOILM 17-NOV-2025 5350 CE | ||||||||||||||||
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Delta: 0.58
Vega: 5.47
Theta: -4.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 26 Oct | 5832.00 | 241.5 | -6.95 | 36.36 | 2,821 | 56 | 375 | |||||||||
| 25 Oct | 5832.00 | 241.5 | -6.95 | 36.36 | 2,821 | 56 | 375 | |||||||||
| 18 Oct | 5832.00 | 95.75 | 1.55 | 35.43 | 728 | 150 | 154 | |||||||||
| 15 Oct | 5832.00 | 180 | 0 | - | 1 | 1 | 0 | |||||||||
| 14 Oct | 5832.00 | 180 | 0 | - | 1 | 1 | 0 | |||||||||
For Crude Oil Mini - strike price 5350 expiring on 17NOV2025
Delta for 5350 CE is 0.58
Historical price for 5350 CE is as follows
On 26 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 241.5, which was -6.95 lower than the previous day. The implied volatity was 36.36, the open interest changed by 56 which increased total open position to 375
On 25 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 241.5, which was -6.95 lower than the previous day. The implied volatity was 36.36, the open interest changed by 56 which increased total open position to 375
On 18 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 95.75, which was 1.55 higher than the previous day. The implied volatity was 35.43, the open interest changed by 150 which increased total open position to 154
On 15 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
| CRUDEOILM 17NOV2025 5350 PE | |||||||
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Delta: -0.42
Vega: 5.47
Theta: -4.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Oct | 5832.00 | 166.5 | -4.25 | 36.55 | 7,548 | -213 | 652 |
| 25 Oct | 5832.00 | 166.5 | -4.25 | 36.55 | 7,548 | -213 | 652 |
| 18 Oct | 5832.00 | 400.4 | -0.35 | 35.36 | 92 | 50 | 50 |
| 15 Oct | 5832.00 | 180.75 | -9.65 | - | 2 | 1 | 0 |
| 14 Oct | 5832.00 | 180.75 | -9.65 | - | 2 | 1 | 0 |
For Crude Oil Mini - strike price 5350 expiring on 17NOV2025
Delta for 5350 PE is -0.42
Historical price for 5350 PE is as follows
On 26 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 166.5, which was -4.25 lower than the previous day. The implied volatity was 36.55, the open interest changed by -213 which decreased total open position to 652
On 25 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 166.5, which was -4.25 lower than the previous day. The implied volatity was 36.55, the open interest changed by -213 which decreased total open position to 652
On 18 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 400.4, which was -0.35 lower than the previous day. The implied volatity was 35.36, the open interest changed by 50 which increased total open position to 50
On 15 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 180.75, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Oct CRUDEOILM was trading at 5832.00. The strike last trading price was 180.75, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
