CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 11:29 PM IST
| CRUDEOILM 16OCT2025 5050 CE | ||||||||||||||||
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Delta: 0.84
Vega: 3.64
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 5558.00 | 527.6 | -122.4 | 34.90 | 10 | 10 | 10 | |||||||||
| 18 Sept | 5592.00 | 200 | -392.5 | - | 2 | 1 | 0 | |||||||||
| 17 Sept | 5651.00 | 250 | -500 | 0.00 | 2 | 1 | 0 | |||||||||
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| 15 Sept | 5579.00 | 250 | -246.55 | - | 2 | 1 | 1 | |||||||||
| 11 Sept | 5526.00 | 250 | -323.95 | - | 2 | 1 | 1 | |||||||||
| 5 Sept | 5455.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 5050 expiring on 16OCT2025
Delta for 5050 CE is 0.84
Historical price for 5050 CE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 527.6, which was -122.4 lower than the previous day. The implied volatity was 34.90, the open interest changed by 10 which increased total open position to 10
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 200, which was -392.5 lower than the previous day. The implied volatity was -, 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 250, which was -500 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 250, which was -246.55 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 250, which was -323.95 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 5050 PE | |||||||
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Delta: -0.07
Vega: 2.01
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5558.00 | 10.9 | -21.45 | 23.01 | 1 | 5 | 0 |
| 18 Sept | 5592.00 | 64.7 | 58.4 | 41.67 | 44 | 5 | 5 |
| 17 Sept | 5651.00 | 15.15 | 0 | 0.00 | 1 | 4 | 0 |
| 15 Sept | 5579.00 | 15.15 | -4.05 | 25.13 | 1 | 4 | 4 |
| 11 Sept | 5526.00 | 79 | 0 | 0.00 | 3 | 3 | 0 |
| 5 Sept | 5455.00 | 79 | 57.3 | 31.68 | 3 | 3 | 3 |
For Crude Oil Mini - strike price 5050 expiring on 16OCT2025
Delta for 5050 PE is -0.07
Historical price for 5050 PE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 10.9, which was -21.45 lower than the previous day. The implied volatity was 23.01, the open interest changed by 5 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 64.7, which was 58.4 higher than the previous day. The implied volatity was 41.67, the open interest changed by 5 which increased total open position to 5
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 15.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 15.15, which was -4.05 lower than the previous day. The implied volatity was 25.13, the open interest changed by 4 which increased total open position to 4
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 79, 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 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 79, which was 57.3 higher than the previous day. The implied volatity was 31.68, the open interest changed by 3 which increased total open position to 3
