CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5400 CE | ||||||||||||||||
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Delta: 0.60
Vega: 5.49
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 228 | -19.25 | 31.41 | 933 | 167 | 438 | |||||||||
| 21 Sept | 5529.00 | 249.8 | 2.55 | 29.90 | 1,100 | 141 | 271 | |||||||||
| 18 Sept | 5641.00 | 318.05 | -12.45 | 28.77 | 103 | 58 | 95 | |||||||||
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| 14 Sept | 5530.00 | 250 | -70.4 | 26.60 | 188 | 53 | 53 | |||||||||
For Crude Oil Mini - strike price 5400 expiring on 16OCT2025
Delta for 5400 CE is 0.60
Historical price for 5400 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 228, which was -19.25 lower than the previous day. The implied volatity was 31.41, the open interest changed by 167 which increased total open position to 438
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 249.8, which was 2.55 higher than the previous day. The implied volatity was 29.90, the open interest changed by 141 which increased total open position to 271
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 318.05, which was -12.45 lower than the previous day. The implied volatity was 28.77, the open interest changed by 58 which increased total open position to 95
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 250, which was -70.4 lower than the previous day. The implied volatity was 26.60, the open interest changed by 53 which increased total open position to 53
| CRUDEOILM 16OCT2025 5400 PE | |||||||
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Delta: -0.40
Vega: 5.49
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 136.25 | 17.4 | 32.01 | 5,821 | 402 | 915 |
| 21 Sept | 5529.00 | 117.15 | -1.7 | 29.26 | 4,478 | 15 | 513 |
| 18 Sept | 5641.00 | 101.2 | 1.8 | 31.93 | 2,314 | 382 | 554 |
| 14 Sept | 5530.00 | 126 | -19.8 | 27.54 | 7 | 7 | 7 |
For Crude Oil Mini - strike price 5400 expiring on 16OCT2025
Delta for 5400 PE is -0.40
Historical price for 5400 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 136.25, which was 17.4 higher than the previous day. The implied volatity was 32.01, the open interest changed by 402 which increased total open position to 915
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 117.15, which was -1.7 lower than the previous day. The implied volatity was 29.26, the open interest changed by 15 which increased total open position to 513
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 101.2, which was 1.8 higher than the previous day. The implied volatity was 31.93, the open interest changed by 382 which increased total open position to 554
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 126, which was -19.8 lower than the previous day. The implied volatity was 27.54, the open interest changed by 7 which increased total open position to 7
