CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5600 CE | ||||||||||||||||
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Delta: 0.42
Vega: 5.57
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 134.05 | -13.35 | 31.77 | 13,099 | 1,035 | 6,855 | |||||||||
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| 21 Sept | 5529.00 | 148.8 | 1.4 | 30.05 | 35,899 | 2,404 | 5,820 | |||||||||
| 18 Sept | 5641.00 | 209.4 | -2.1 | 30.64 | 11,128 | 2,074 | 3,596 | |||||||||
| 14 Sept | 5530.00 | 187.75 | 0.2 | 32.53 | 808 | 141 | 321 | |||||||||
| 17 Aug | 5607.00 | 205 | 0 | 26.84 | 5 | 5 | 5 | |||||||||
For Crude Oil Mini - strike price 5600 expiring on 16OCT2025
Delta for 5600 CE is 0.42
Historical price for 5600 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 134.05, which was -13.35 lower than the previous day. The implied volatity was 31.77, the open interest changed by 1035 which increased total open position to 6855
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 148.8, which was 1.4 higher than the previous day. The implied volatity was 30.05, the open interest changed by 2404 which increased total open position to 5820
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 209.4, which was -2.1 lower than the previous day. The implied volatity was 30.64, the open interest changed by 2074 which increased total open position to 3596
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 187.75, which was 0.2 higher than the previous day. The implied volatity was 32.53, the open interest changed by 141 which increased total open position to 321
On 17 Aug CRUDEOILM was trading at 5607.00. The strike last trading price was 205, which was 0 lower than the previous day. The implied volatity was 26.84, the open interest changed by 5 which increased total open position to 5
| CRUDEOILM 16OCT2025 5600 PE | |||||||
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Delta: -0.57
Vega: 5.57
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 242.45 | 26.9 | 32.38 | 21,268 | -5,591 | 4,139 |
| 21 Sept | 5529.00 | 216.9 | 1.35 | 29.57 | 1,19,984 | 7,845 | 9,730 |
| 18 Sept | 5641.00 | 180 | 0.85 | 31.37 | 8,738 | 553 | 1,664 |
| 14 Sept | 5530.00 | 230.25 | -22.1 | 28.44 | 11 | 3 | 11 |
| 17 Aug | 5607.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5600 expiring on 16OCT2025
Delta for 5600 PE is -0.57
Historical price for 5600 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 242.45, which was 26.9 higher than the previous day. The implied volatity was 32.38, the open interest changed by -5591 which decreased total open position to 4139
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 216.9, which was 1.35 higher than the previous day. The implied volatity was 29.57, the open interest changed by 7845 which increased total open position to 9730
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 180, which was 0.85 higher than the previous day. The implied volatity was 31.37, the open interest changed by 553 which increased total open position to 1664
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 230.25, which was -22.1 lower than the previous day. The implied volatity was 28.44, the open interest changed by 3 which increased total open position to 11
On 17 Aug CRUDEOILM was trading at 5607.00. 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
