CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5650 CE | ||||||||||||||||
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Delta: 0.38
Vega: 5.42
Theta: -3.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 116.15 | -11.75 | 31.91 | 7,554 | 471 | 9,105 | |||||||||
| 21 Sept | 5529.00 | 128.15 | 0.25 | 29.95 | 19,045 | -425 | 8,634 | |||||||||
| 18 Sept | 5641.00 | 186 | -2.3 | 30.82 | 41,933 | 16,954 | 17,420 | |||||||||
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| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 5650 expiring on 16OCT2025
Delta for 5650 CE is 0.38
Historical price for 5650 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 116.15, which was -11.75 lower than the previous day. The implied volatity was 31.91, the open interest changed by 471 which increased total open position to 9105
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 128.15, which was 0.25 higher than the previous day. The implied volatity was 29.95, the open interest changed by -425 which decreased total open position to 8634
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 186, which was -2.3 lower than the previous day. The implied volatity was 30.82, the open interest changed by 16954 which increased total open position to 17420
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
| CRUDEOILM 16OCT2025 5650 PE | |||||||
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Delta: -0.62
Vega: 5.42
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 270.4 | 24.55 | 31.77 | 569 | 28 | 276 |
| 21 Sept | 5529.00 | 243.05 | -2.8 | 28.91 | 3,051 | -113 | 248 |
| 18 Sept | 5641.00 | 205 | -1.5 | 31.29 | 2,417 | 288 | 401 |
| 14 Sept | 5530.00 | 269.3 | 0 | 0.00 | 2 | 2 | 0 |
For Crude Oil Mini - strike price 5650 expiring on 16OCT2025
Delta for 5650 PE is -0.62
Historical price for 5650 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 270.4, which was 24.55 higher than the previous day. The implied volatity was 31.77, the open interest changed by 28 which increased total open position to 276
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 243.05, which was -2.8 lower than the previous day. The implied volatity was 28.91, the open interest changed by -113 which decreased total open position to 248
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 205, which was -1.5 lower than the previous day. The implied volatity was 31.29, the open interest changed by 288 which increased total open position to 401
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 269.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
