CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5850 CE | ||||||||||||||||
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Delta: 0.24
Vega: 4.41
Theta: -2.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 62.1 | -7.75 | 32.30 | 251 | 34 | 168 | |||||||||
| 21 Sept | 5529.00 | 69.4 | -0.45 | 30.33 | 384 | 33 | 134 | |||||||||
| 18 Sept | 5641.00 | 103.95 | -6.55 | 30.15 | 336 | 76 | 80 | |||||||||
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| 14 Sept | 5530.00 | 54.55 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
For Crude Oil Mini - strike price 5850 expiring on 16OCT2025
Delta for 5850 CE is 0.24
Historical price for 5850 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 62.1, which was -7.75 lower than the previous day. The implied volatity was 32.30, the open interest changed by 34 which increased total open position to 168
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 69.4, which was -0.45 lower than the previous day. The implied volatity was 30.33, the open interest changed by 33 which increased total open position to 134
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 103.95, which was -6.55 lower than the previous day. The implied volatity was 30.15, the open interest changed by 76 which increased total open position to 80
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 54.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| CRUDEOILM 16OCT2025 5850 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 | 60 | -470 | 0.00 | 8 | 0 | 0 |
| 21 Sept | 5529.00 | 60 | -470 | 0.00 | 8 | 0 | 0 |
| 18 Sept | 5641.00 | 60 | -470 | 0.00 | 8 | 0 | 0 |
| 14 Sept | 5530.00 | 60 | -470 | 0.00 | 8 | 0 | 0 |
For Crude Oil Mini - strike price 5850 expiring on 16OCT2025
Delta for 5850 PE is 0.00
Historical price for 5850 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 60, which was -470 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 60, which was -470 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 60, which was -470 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 60, which was -470 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
