CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 10:39 AM IST
| CRUDEOILM 16OCT2025 5400 CE | ||||||||||||||||
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Delta: 0.68
Vega: 5.51
Theta: -2.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 5604.00 | 296.25 | 5.85 | 30.03 | 25 | 15 | 145 | |||||||||
| 18 Sept | 5592.00 | 289 | -41.5 | 29.70 | 235 | 93 | 130 | |||||||||
| 17 Sept | 5651.00 | 322.4 | -10.8 | 28.29 | 7 | 2 | 37 | |||||||||
| 16 Sept | 5690.00 | 345 | 31.25 | 26.65 | 49 | 24 | 35 | |||||||||
| 15 Sept | 5579.00 | 311.25 | -9.15 | 31.87 | 95 | -42 | 11 | |||||||||
| 12 Sept | 5530.00 | 250 | 13.6 | 26.48 | 188 | 53 | 53 | |||||||||
| 11 Sept | 5526.00 | 334.75 | 0 | 0.00 | 1 | 3 | 0 | |||||||||
| 9 Sept | 5543.00 | 334.75 | 116.8 | 37.85 | 1 | 3 | 3 | |||||||||
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| 8 Sept | 5490.00 | 321.3 | 0 | 0.00 | 2 | 2 | 0 | |||||||||
| 5 Sept | 5455.00 | 321.3 | 30.75 | 41.12 | 2 | 2 | 2 | |||||||||
| 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 5400 expiring on 16OCT2025
Delta for 5400 CE is 0.68
Historical price for 5400 CE is as follows
On 19 Sept CRUDEOILM was trading at 5604.00. The strike last trading price was 296.25, which was 5.85 higher than the previous day. The implied volatity was 30.03, the open interest changed by 15 which increased total open position to 145
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 289, which was -41.5 lower than the previous day. The implied volatity was 29.70, the open interest changed by 93 which increased total open position to 130
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 322.4, which was -10.8 lower than the previous day. The implied volatity was 28.29, the open interest changed by 2 which increased total open position to 37
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 345, which was 31.25 higher than the previous day. The implied volatity was 26.65, the open interest changed by 24 which increased total open position to 35
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 311.25, which was -9.15 lower than the previous day. The implied volatity was 31.87, the open interest changed by -42 which decreased total open position to 11
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 250, which was 13.6 higher than the previous day. The implied volatity was 26.48, the open interest changed by 53 which increased total open position to 53
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 334.75, 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 9 Sept CRUDEOILM was trading at 5543.00. The strike last trading price was 334.75, which was 116.8 higher than the previous day. The implied volatity was 37.85, the open interest changed by 3 which increased total open position to 3
On 8 Sept CRUDEOILM was trading at 5490.00. The strike last trading price was 321.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 321.3, which was 30.75 higher than the previous day. The implied volatity was 41.12, the open interest changed by 2 which increased total open position to 2
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 5400 PE | |||||||
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Delta: -0.32
Vega: 5.55
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5604.00 | 106.4 | -1.2 | 31.15 | 107 | -39 | 459 |
| 18 Sept | 5592.00 | 108 | 8.6 | 30.59 | 6,311 | 332 | 504 |
| 17 Sept | 5651.00 | 97.5 | -1.7 | 31.20 | 558 | -71 | 172 |
| 16 Sept | 5690.00 | 99 | -28.85 | 33.02 | 382 | 216 | 243 |
| 15 Sept | 5579.00 | 128.75 | -17.05 | 32.45 | 46 | 20 | 27 |
| 12 Sept | 5530.00 | 126 | 17.85 | 27.58 | 7 | 7 | 7 |
| 11 Sept | 5526.00 | 125.05 | 0 | 0.00 | 1 | 1 | 0 |
| 9 Sept | 5543.00 | 179.7 | -20.3 | 34.46 | 1 | 1 | 3 |
| 8 Sept | 5490.00 | 200 | 20 | 33.75 | 1 | 1 | 2 |
| 5 Sept | 5455.00 | 180 | 82.1 | 27.68 | 1 | 1 | 1 |
| 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 5400 expiring on 16OCT2025
Delta for 5400 PE is -0.32
Historical price for 5400 PE is as follows
On 19 Sept CRUDEOILM was trading at 5604.00. The strike last trading price was 106.4, which was -1.2 lower than the previous day. The implied volatity was 31.15, the open interest changed by -39 which decreased total open position to 459
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 108, which was 8.6 higher than the previous day. The implied volatity was 30.59, the open interest changed by 332 which increased total open position to 504
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 97.5, which was -1.7 lower than the previous day. The implied volatity was 31.20, the open interest changed by -71 which decreased total open position to 172
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 99, which was -28.85 lower than the previous day. The implied volatity was 33.02, the open interest changed by 216 which increased total open position to 243
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 128.75, which was -17.05 lower than the previous day. The implied volatity was 32.45, the open interest changed by 20 which increased total open position to 27
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 126, which was 17.85 higher than the previous day. The implied volatity was 27.58, the open interest changed by 7 which increased total open position to 7
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 125.05, 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 9 Sept CRUDEOILM was trading at 5543.00. The strike last trading price was 179.7, which was -20.3 lower than the previous day. The implied volatity was 34.46, the open interest changed by 1 which increased total open position to 3
On 8 Sept CRUDEOILM was trading at 5490.00. The strike last trading price was 200, which was 20 higher than the previous day. The implied volatity was 33.75, the open interest changed by 1 which increased total open position to 2
On 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 180, which was 82.1 higher than the previous day. The implied volatity was 27.68, the open interest changed by 1 which increased total open position to 1
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
