CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 10:50 AM IST
| CRUDEOILM 16OCT2025 5000 CE | ||||||||||||||||
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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 | |||||||||
| 19 Sept | 5601.00 | 200 | -550 | 0.00 | 2 | 1 | 0 | |||||||||
| 18 Sept | 5592.00 | 200 | -550 | 0.00 | 2 | 1 | 0 | |||||||||
| 17 Sept | 5651.00 | 200 | -550 | 0.00 | 2 | 1 | 0 | |||||||||
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| 15 Sept | 5579.00 | 200 | -341.35 | - | 2 | 1 | 1 | |||||||||
| 11 Sept | 5526.00 | 500 | -119.55 | - | 4 | 1 | 1 | |||||||||
| 5 Sept | 5455.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 5000 expiring on 16OCT2025
Delta for 5000 CE is 0.00
Historical price for 5000 CE is as follows
On 19 Sept CRUDEOILM was trading at 5601.00. The strike last trading price was 200, which was -550 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 5592.00. The strike last trading price was 200, which was -550 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 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 200, which was -550 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 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 200, which was -341.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 500, which was -119.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Sept CRUDEOILM was trading at 5455.00. 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
| CRUDEOILM 16OCT2025 5000 PE | |||||||
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Delta: -0.11
Vega: 2.97
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5601.00 | 31.3 | -0.95 | 35.21 | 36 | -26 | 112 |
| 18 Sept | 5592.00 | 30.9 | -9.05 | 34.52 | 1,183 | 130 | 139 |
| 17 Sept | 5651.00 | 30 | 25.95 | 35.53 | 22 | 9 | 9 |
| 15 Sept | 5579.00 | 32.5 | 3.75 | 0.00 | 2 | 3 | 0 |
| 11 Sept | 5526.00 | 32.5 | 20.4 | 29.18 | 2 | 3 | 3 |
| 5 Sept | 5455.00 | 78 | 61.35 | 33.83 | 3 | 3 | 3 |
For Crude Oil Mini - strike price 5000 expiring on 16OCT2025
Delta for 5000 PE is -0.11
Historical price for 5000 PE is as follows
On 19 Sept CRUDEOILM was trading at 5601.00. The strike last trading price was 31.3, which was -0.95 lower than the previous day. The implied volatity was 35.21, the open interest changed by -26 which decreased total open position to 112
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 30.9, which was -9.05 lower than the previous day. The implied volatity was 34.52, the open interest changed by 130 which increased total open position to 139
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 30, which was 25.95 higher than the previous day. The implied volatity was 35.53, the open interest changed by 9 which increased total open position to 9
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 32.5, which was 3.75 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 32.5, which was 20.4 higher than the previous day. The implied volatity was 29.18, the open interest changed by 3 which increased total open position to 3
On 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 78, which was 61.35 higher than the previous day. The implied volatity was 33.83, the open interest changed by 3 which increased total open position to 3
