CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5500 CE | ||||||||||||||||
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Delta: 0.51
Vega: 5.67
Theta: -3.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 176 | -15.6 | 31.49 | 13,753 | 2,602 | 5,009 | |||||||||
| 21 Sept | 5529.00 | 193.1 | 1.5 | 29.68 | 11,641 | 1,732 | 2,407 | |||||||||
| 18 Sept | 5641.00 | 265 | 0.25 | 30.69 | 1,606 | 491 | 864 | |||||||||
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| 14 Sept | 5530.00 | 228.15 | -4.4 | 31.61 | 283 | 72 | 74 | |||||||||
For Crude Oil Mini - strike price 5500 expiring on 16OCT2025
Delta for 5500 CE is 0.51
Historical price for 5500 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 176, which was -15.6 lower than the previous day. The implied volatity was 31.49, the open interest changed by 2602 which increased total open position to 5009
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 193.1, which was 1.5 higher than the previous day. The implied volatity was 29.68, the open interest changed by 1732 which increased total open position to 2407
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 265, which was 0.25 higher than the previous day. The implied volatity was 30.69, the open interest changed by 491 which increased total open position to 864
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 228.15, which was -4.4 lower than the previous day. The implied volatity was 31.61, the open interest changed by 72 which increased total open position to 74
| CRUDEOILM 16OCT2025 5500 PE | |||||||
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Delta: -0.49
Vega: 5.66
Theta: -3.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 185.45 | 22.7 | 32.27 | 18,324 | 1,150 | 2,119 |
| 21 Sept | 5529.00 | 161.45 | -1.3 | 29.24 | 13,740 | 171 | 969 |
| 18 Sept | 5641.00 | 134.7 | 0.05 | 31.31 | 3,626 | 318 | 953 |
| 14 Sept | 5530.00 | 200 | 0.15 | 31.88 | 494 | 56 | 159 |
For Crude Oil Mini - strike price 5500 expiring on 16OCT2025
Delta for 5500 PE is -0.49
Historical price for 5500 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 185.45, which was 22.7 higher than the previous day. The implied volatity was 32.27, the open interest changed by 1150 which increased total open position to 2119
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 161.45, which was -1.3 lower than the previous day. The implied volatity was 29.24, the open interest changed by 171 which increased total open position to 969
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 134.7, which was 0.05 higher than the previous day. The implied volatity was 31.31, the open interest changed by 318 which increased total open position to 953
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 200, which was 0.15 higher than the previous day. The implied volatity was 31.88, the open interest changed by 56 which increased total open position to 159
