CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 6100 CE | ||||||||||||||||
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Delta: 0.14
Vega: 3.19
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5495.00 | 35.7 | -1.05 | 36.11 | 37 | 17 | 62 | |||||||||
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| 21 Sept | 5529.00 | 33.3 | -3.45 | 32.06 | 132 | 1 | 45 | |||||||||
| 18 Sept | 5641.00 | 50.25 | 29.5 | 31.18 | 4 | 4 | 4 | |||||||||
For Crude Oil Mini - strike price 6100 expiring on 16OCT2025
Delta for 6100 CE is 0.14
Historical price for 6100 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 35.7, which was -1.05 lower than the previous day. The implied volatity was 36.11, the open interest changed by 17 which increased total open position to 62
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 33.3, which was -3.45 lower than the previous day. The implied volatity was 32.06, the open interest changed by 1 which increased total open position to 45
On 18 Sept CRUDEOILM was trading at 5641.00. The strike last trading price was 50.25, which was 29.5 higher than the previous day. The implied volatity was 31.18, the open interest changed by 4 which increased total open position to 4
| CRUDEOILM 16OCT2025 6100 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 | 129 | -564 | 0.00 | 4 | 0 | 0 |
| 21 Sept | 5529.00 | 129 | -564 | 0.00 | 4 | 0 | 0 |
| 18 Sept | 5641.00 | 129 | -564 | 0.00 | 4 | 0 | 0 |
For Crude Oil Mini - strike price 6100 expiring on 16OCT2025
Delta for 6100 PE is 0.00
Historical price for 6100 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 129, which was -564 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 129, which was -564 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 129, which was -564 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
