CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5700 CE | ||||||||||||||||
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Delta: 0.34
Vega: 5.22
Theta: -3.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5495.00 | 98.2 | -12.4 | 31.66 | 4,208 | 853 | 4,248 | |||||||||
| 21 Sept | 5529.00 | 110.75 | 0.15 | 30.05 | 11,964 | 224 | 3,395 | |||||||||
| 18 Sept | 5641.00 | 162.65 | -3.25 | 30.68 | 6,277 | 1,164 | 2,832 | |||||||||
| 14 Sept | 5530.00 | 165 | -4.5 | 35.09 | 31 | 15 | 29 | |||||||||
For Crude Oil Mini - strike price 5700 expiring on 16OCT2025
Delta for 5700 CE is 0.34
Historical price for 5700 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 98.2, which was -12.4 lower than the previous day. The implied volatity was 31.66, the open interest changed by 853 which increased total open position to 4248
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 110.75, which was 0.15 higher than the previous day. The implied volatity was 30.05, the open interest changed by 224 which increased total open position to 3395
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 162.65, which was -3.25 lower than the previous day. The implied volatity was 30.68, the open interest changed by 1164 which increased total open position to 2832
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 165, which was -4.5 lower than the previous day. The implied volatity was 35.09, the open interest changed by 15 which increased total open position to 29
| CRUDEOILM 16OCT2025 5700 PE | |||||||
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Delta: -0.66
Vega: 5.22
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 304 | 24.25 | 31.81 | 269 | -15 | 204 |
| 21 Sept | 5529.00 | 273.4 | -6.35 | 28.58 | 2,203 | -248 | 219 |
| 18 Sept | 5641.00 | 233.95 | 0.95 | 31.52 | 882 | 62 | 254 |
| 14 Sept | 5530.00 | 270 | 0 | 0.00 | 1 | 2 | 0 |
For Crude Oil Mini - strike price 5700 expiring on 16OCT2025
Delta for 5700 PE is -0.66
Historical price for 5700 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 304, which was 24.25 higher than the previous day. The implied volatity was 31.81, the open interest changed by -15 which decreased total open position to 204
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 273.4, which was -6.35 lower than the previous day. The implied volatity was 28.58, the open interest changed by -248 which decreased total open position to 219
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 233.95, which was 0.95 higher than the previous day. The implied volatity was 31.52, the open interest changed by 62 which increased total open position to 254
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 270, 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
