CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 6000 CE | ||||||||||||||||
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Delta: 0.17
Vega: 3.63
Theta: -2.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 43.55 | -4.15 | 34.43 | 1,457 | 64 | 699 | |||||||||
| 21 Sept | 5529.00 | 48.35 | 0.65 | 32.26 | 2,132 | 205 | 635 | |||||||||
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| 18 Sept | 5641.00 | 72.55 | -6.3 | 31.74 | 944 | 260 | 542 | |||||||||
| 14 Sept | 5530.00 | 70 | -10.4 | 33.20 | 55 | 19 | 49 | |||||||||
For Crude Oil Mini - strike price 6000 expiring on 16OCT2025
Delta for 6000 CE is 0.17
Historical price for 6000 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 43.55, which was -4.15 lower than the previous day. The implied volatity was 34.43, the open interest changed by 64 which increased total open position to 699
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 48.35, which was 0.65 higher than the previous day. The implied volatity was 32.26, the open interest changed by 205 which increased total open position to 635
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 72.55, which was -6.3 lower than the previous day. The implied volatity was 31.74, the open interest changed by 260 which increased total open position to 542
On 14 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 70, which was -10.4 lower than the previous day. The implied volatity was 33.20, the open interest changed by 19 which increased total open position to 49
| CRUDEOILM 16OCT2025 6000 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 | 434 | -2.15 | 0.00 | 8 | 1 | 0 |
| 21 Sept | 5529.00 | 434 | -2.15 | 0.00 | 8 | 1 | 0 |
| 18 Sept | 5641.00 | 415 | 12.5 | 0.00 | 4 | 2 | 0 |
| 14 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 6000 expiring on 16OCT2025
Delta for 6000 PE is 0.00
Historical price for 6000 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 434, which was -2.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 434, which was -2.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 415, which was 12.5 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 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
