CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 5900 CE | ||||||||||||||||
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Delta: 0.21
Vega: 4.13
Theta: -2.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 54.2 | -6.35 | 32.81 | 411 | 143 | 557 | |||||||||
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| 21 Sept | 5529.00 | 61.15 | 0.6 | 30.92 | 1,093 | 96 | 414 | |||||||||
| 18 Sept | 5641.00 | 92.5 | -7.3 | 30.74 | 384 | 119 | 243 | |||||||||
| 14 Sept | 5530.00 | 90 | 0 | 32.84 | 2 | 2 | 5 | |||||||||
For Crude Oil Mini - strike price 5900 expiring on 16OCT2025
Delta for 5900 CE is 0.21
Historical price for 5900 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 54.2, which was -6.35 lower than the previous day. The implied volatity was 32.81, the open interest changed by 143 which increased total open position to 557
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 61.15, which was 0.6 higher than the previous day. The implied volatity was 30.92, the open interest changed by 96 which increased total open position to 414
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 92.5, which was -7.3 lower than the previous day. The implied volatity was 30.74, the open interest changed by 119 which increased total open position to 243
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 32.84, the open interest changed by 2 which increased total open position to 5
| CRUDEOILM 16OCT2025 5900 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 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 5529.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 5641.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5900 expiring on 16OCT2025
Delta for 5900 PE is 0.00
Historical price for 5900 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. 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
On 21 Sept CRUDEOILM was trading at 5529.00. 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
On 18 Sept CRUDEOILM was trading at 5641.00. 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
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
