CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5800 CE | ||||||||||||||||
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Delta: 0.27
Vega: 4.70
Theta: -3.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 72 | -9.8 | 31.96 | 1,231 | 371 | 1,248 | |||||||||
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| 21 Sept | 5529.00 | 82.25 | 0.45 | 30.39 | 4,716 | 36 | 877 | |||||||||
| 18 Sept | 5641.00 | 124.9 | -3.5 | 30.88 | 2,750 | 412 | 655 | |||||||||
| 14 Sept | 5530.00 | 135 | 10.8 | 35.71 | 9 | 4 | 13 | |||||||||
For Crude Oil Mini - strike price 5800 expiring on 16OCT2025
Delta for 5800 CE is 0.27
Historical price for 5800 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 72, which was -9.8 lower than the previous day. The implied volatity was 31.96, the open interest changed by 371 which increased total open position to 1248
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 82.25, which was 0.45 higher than the previous day. The implied volatity was 30.39, the open interest changed by 36 which increased total open position to 877
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 124.9, which was -3.5 lower than the previous day. The implied volatity was 30.88, the open interest changed by 412 which increased total open position to 655
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 135, which was 10.8 higher than the previous day. The implied volatity was 35.71, the open interest changed by 4 which increased total open position to 13
| CRUDEOILM 16OCT2025 5800 PE | |||||||
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Delta: -0.72
Vega: 4.74
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5495.00 | 380.45 | 29.75 | 32.69 | 25 | 3 | 24 |
| 21 Sept | 5529.00 | 349.4 | -1.3 | 29.65 | 43 | 6 | 21 |
| 18 Sept | 5641.00 | 284.6 | -15 | 29.83 | 28 | 8 | 19 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5800 expiring on 16OCT2025
Delta for 5800 PE is -0.72
Historical price for 5800 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 380.45, which was 29.75 higher than the previous day. The implied volatity was 32.69, the open interest changed by 3 which increased total open position to 24
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 349.4, which was -1.3 lower than the previous day. The implied volatity was 29.65, the open interest changed by 6 which increased total open position to 21
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 284.6, which was -15 lower than the previous day. The implied volatity was 29.83, the open interest changed by 8 which increased total open position to 19
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
