CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5450 CE | ||||||||||||||||
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Delta: 0.56
Vega: 5.61
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 200.05 | -35.4 | 31.30 | 1,742 | 713 | 720 | |||||||||
| 21 Sept | 5529.00 | 218 | -17.45 | 29.39 | 12 | 4 | 7 | |||||||||
| 18 Sept | 5641.00 | 282.05 | 25.9 | 28.29 | 6 | 1 | 1 | |||||||||
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| 14 Sept | 5530.00 | 100.05 | -176.05 | 0.00 | 2 | 1 | 0 | |||||||||
For Crude Oil Mini - strike price 5450 expiring on 16OCT2025
Delta for 5450 CE is 0.56
Historical price for 5450 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 200.05, which was -35.4 lower than the previous day. The implied volatity was 31.30, the open interest changed by 713 which increased total open position to 720
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 218, which was -17.45 lower than the previous day. The implied volatity was 29.39, the open interest changed by 4 which increased total open position to 7
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 282.05, which was 25.9 higher than the previous day. The implied volatity was 28.29, the open interest changed by 1 which increased total open position to 1
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 100.05, which was -176.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| CRUDEOILM 16OCT2025 5450 PE | |||||||
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Delta: -0.44
Vega: 5.61
Theta: -3.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 161.1 | 20.6 | 32.38 | 3,795 | 307 | 567 |
| 21 Sept | 5529.00 | 139.35 | -1.15 | 29.45 | 2,928 | 97 | 260 |
| 18 Sept | 5641.00 | 118.85 | 7.85 | 31.94 | 124 | 79 | 86 |
| 14 Sept | 5530.00 | 113.35 | -1.9 | 0.00 | 4 | 4 | 0 |
For Crude Oil Mini - strike price 5450 expiring on 16OCT2025
Delta for 5450 PE is -0.44
Historical price for 5450 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 161.1, which was 20.6 higher than the previous day. The implied volatity was 32.38, the open interest changed by 307 which increased total open position to 567
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 139.35, which was -1.15 lower than the previous day. The implied volatity was 29.45, the open interest changed by 97 which increased total open position to 260
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 118.85, which was 7.85 higher than the previous day. The implied volatity was 31.94, the open interest changed by 79 which increased total open position to 86
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 113.35, which was -1.9 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
