CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 07:59 PM IST
| CRUDEOILM 16OCT2025 6600 CE | ||||||||||||||||
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Delta: 0.06
Vega: 1.74
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 5495.00 | 16.3 | -1.45 | 44.50 | 128 | 4 | 234 | |||||||||
| 21 Sept | 5529.00 | 18.1 | 0.35 | 41.89 | 10,147 | 10 | 230 | |||||||||
For Crude Oil Mini - strike price 6600 expiring on 16OCT2025
Delta for 6600 CE is 0.06
Historical price for 6600 CE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 16.3, which was -1.45 lower than the previous day. The implied volatity was 44.50, the open interest changed by 4 which increased total open position to 234
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 18.1, which was 0.35 higher than the previous day. The implied volatity was 41.89, the open interest changed by 10 which increased total open position to 230
| CRUDEOILM 16OCT2025 6600 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 | 1000 | 0 | 0.00 | 3 | 3 | 0 |
| 21 Sept | 5529.00 | 1000 | 0 | 0.00 | 3 | 3 | 0 |
For Crude Oil Mini - strike price 6600 expiring on 16OCT2025
Delta for 6600 PE is 0.00
Historical price for 6600 PE is as follows
On 22 Sept CRUDEOILM was trading at 5495.00. The strike last trading price was 1000, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Sept CRUDEOILM was trading at 5529.00. The strike last trading price was 1000, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
