CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 11:29 PM IST
| CRUDEOILM 16OCT2025 5350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 5.27
Theta: -2.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 5558.00 | 258.2 | -26.95 | 25.29 | 4 | 1 | 1 | |||||||||
| 18 Sept | 5592.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Sept | 5651.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 16 Sept | 5690.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 15 Sept | 5579.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 12 Sept | 5530.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 11 Sept | 5526.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 8 Sept | 5490.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 5 Sept | 5455.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 1 Sept | 5702.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 28 Aug | 5640.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 5350 expiring on 16OCT2025
Delta for 5350 CE is 0.70
Historical price for 5350 CE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 258.2, which was -26.95 lower than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 1
On 18 Sept CRUDEOILM was trading at 5592.00. 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
On 17 Sept CRUDEOILM was trading at 5651.00. 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
On 16 Sept CRUDEOILM was trading at 5690.00. 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
On 15 Sept CRUDEOILM was trading at 5579.00. 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
On 12 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
On 11 Sept CRUDEOILM was trading at 5526.00. 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
On 8 Sept CRUDEOILM was trading at 5490.00. 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
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
On 1 Sept CRUDEOILM was trading at 5702.00. 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
On 28 Aug CRUDEOILM was trading at 5640.00. 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 5350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 5.43
Theta: -2.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5558.00 | 98.4 | 8.1 | 29.43 | 1,055 | 116 | 165 |
| 18 Sept | 5592.00 | 91 | -7.15 | 30.71 | 154 | 11 | 49 |
| 17 Sept | 5651.00 | 91.05 | -10.35 | 32.91 | 31 | 6 | 38 |
| 16 Sept | 5690.00 | 76.1 | -35.9 | 31.45 | 35 | 32 | 32 |
| 15 Sept | 5579.00 | 112 | 8.3 | 32.84 | 2 | 2 | 0 |
| 12 Sept | 5530.00 | 63.4 | -26.4 | 20.32 | 2 | 2 | 2 |
| 11 Sept | 5526.00 | 125 | 0 | 0.00 | 1 | 1 | 0 |
| 8 Sept | 5490.00 | 125 | -19.25 | 26.02 | 1 | 1 | 1 |
| 5 Sept | 5455.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Sept | 5702.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Aug | 5640.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5350 expiring on 16OCT2025
Delta for 5350 PE is -0.32
Historical price for 5350 PE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 98.4, which was 8.1 higher than the previous day. The implied volatity was 29.43, the open interest changed by 116 which increased total open position to 165
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 91, which was -7.15 lower than the previous day. The implied volatity was 30.71, the open interest changed by 11 which increased total open position to 49
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 91.05, which was -10.35 lower than the previous day. The implied volatity was 32.91, the open interest changed by 6 which increased total open position to 38
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 76.1, which was -35.9 lower than the previous day. The implied volatity was 31.45, the open interest changed by 32 which increased total open position to 32
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 112, which was 8.3 higher than the previous day. The implied volatity was 32.84, the open interest changed by 2 which increased total open position to 0
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 63.4, which was -26.4 lower than the previous day. The implied volatity was 20.32, the open interest changed by 2 which increased total open position to 2
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 125, which was 0 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 8 Sept CRUDEOILM was trading at 5490.00. The strike last trading price was 125, which was -19.25 lower than the previous day. The implied volatity was 26.02, 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
On 1 Sept CRUDEOILM was trading at 5702.00. 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
On 28 Aug CRUDEOILM was trading at 5640.00. 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
