CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5750 CE | ||||||||||||||||
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Delta: 0.31
Vega: 4.98
Theta: -3.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5495.00 | 84.5 | -11.15 | 31.86 | 2,129 | 230 | 968 | |||||||||
| 21 Sept | 5529.00 | 96.75 | 1.1 | 30.43 | 3,676 | 581 | 738 | |||||||||
| 18 Sept | 5641.00 | 138 | -28.25 | 30.00 | 483 | 139 | 143 | |||||||||
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 5750 expiring on 16OCT2025
Delta for 5750 CE is 0.31
Historical price for 5750 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 84.5, which was -11.15 lower than the previous day. The implied volatity was 31.86, the open interest changed by 230 which increased total open position to 968
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 96.75, which was 1.1 higher than the previous day. The implied volatity was 30.43, the open interest changed by 581 which increased total open position to 738
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 138, which was -28.25 lower than the previous day. The implied volatity was 30.00, the open interest changed by 139 which increased total open position to 143
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 5750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 275 | 14.1 | 0.00 | 4 | 2 | 0 |
| 21 Sept | 5529.00 | 275 | 14.1 | 0.00 | 4 | 2 | 0 |
| 18 Sept | 5641.00 | 266 | -324 | 0.00 | 8 | 4 | 0 |
| 14 Sept | 5530.00 | 266 | -324 | 0.00 | 8 | 4 | 0 |
For Crude Oil Mini - strike price 5750 expiring on 16OCT2025
Delta for 5750 PE is 0.00
Historical price for 5750 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 275, which was 14.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 275, which was 14.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 266, which was -324 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 266, which was -324 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
