CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5550 CE | ||||||||||||||||
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Delta: 0.47
Vega: 5.65
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 155.2 | -14.1 | 31.85 | 7,531 | 1,201 | 2,077 | |||||||||
| 21 Sept | 5529.00 | 167.7 | -1.6 | 29.51 | 10,700 | 616 | 876 | |||||||||
| 18 Sept | 5641.00 | 235.05 | -5.45 | 30.48 | 1,341 | 255 | 278 | |||||||||
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| 14 Sept | 5530.00 | 252.05 | -13.8 | 38.73 | 29 | 24 | 25 | |||||||||
For Crude Oil Mini - strike price 5550 expiring on 16OCT2025
Delta for 5550 CE is 0.47
Historical price for 5550 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 155.2, which was -14.1 lower than the previous day. The implied volatity was 31.85, the open interest changed by 1201 which increased total open position to 2077
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 167.7, which was -1.6 lower than the previous day. The implied volatity was 29.51, the open interest changed by 616 which increased total open position to 876
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 235.05, which was -5.45 lower than the previous day. The implied volatity was 30.48, the open interest changed by 255 which increased total open position to 278
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 252.05, which was -13.8 lower than the previous day. The implied volatity was 38.73, the open interest changed by 24 which increased total open position to 25
| CRUDEOILM 16OCT2025 5550 PE | |||||||
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Delta: -0.53
Vega: 5.65
Theta: -3.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 211.8 | 22.7 | 32.14 | 5,652 | -180 | 507 |
| 21 Sept | 5529.00 | 191.85 | 2.75 | 30.03 | 15,903 | 420 | 687 |
| 18 Sept | 5641.00 | 159.7 | -0.05 | 31.89 | 2,121 | 192 | 273 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5550 expiring on 16OCT2025
Delta for 5550 PE is -0.53
Historical price for 5550 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 211.8, which was 22.7 higher than the previous day. The implied volatity was 32.14, the open interest changed by -180 which decreased total open position to 507
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 191.85, which was 2.75 higher than the previous day. The implied volatity was 30.03, the open interest changed by 420 which increased total open position to 687
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 159.7, which was -0.05 lower than the previous day. The implied volatity was 31.89, the open interest changed by 192 which increased total open position to 273
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
