CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 11:29 PM IST
| CRUDEOILM 16OCT2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 5.99
Theta: -3.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 5558.00 | 189.7 | -41.7 | 28.82 | 11,594 | 1,714 | 2,389 | |||||||||
| 18 Sept | 5592.00 | 230.55 | -34.2 | 29.98 | 3,650 | 302 | 675 | |||||||||
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| 17 Sept | 5651.00 | 264.3 | -37.7 | 29.89 | 1,033 | 230 | 373 | |||||||||
| 16 Sept | 5690.00 | 303 | 53.85 | 31.21 | 1,094 | 22 | 143 | |||||||||
| 15 Sept | 5579.00 | 250 | 17.45 | 31.74 | 428 | 47 | 121 | |||||||||
| 12 Sept | 5530.00 | 228.15 | 33.15 | 31.51 | 279 | 68 | 70 | |||||||||
| 11 Sept | 5526.00 | 195 | -36 | 26.51 | 1 | 2 | 2 | |||||||||
| 10 Sept | 5623.00 | 195 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
| 9 Sept | 5543.00 | 195 | 27.85 | 25.40 | 1 | 1 | 0 | |||||||||
| 8 Sept | 5490.00 | 180 | -335 | 0.00 | 2 | 1 | 0 | |||||||||
| 5 Sept | 5455.00 | 180 | -50.05 | 28.06 | 2 | 1 | 1 | |||||||||
| 4 Sept | 5615.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 3 Sept | 5632.00 | 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 5500 expiring on 16OCT2025
Delta for 5500 CE is 0.55
Historical price for 5500 CE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 189.7, which was -41.7 lower than the previous day. The implied volatity was 28.82, the open interest changed by 1714 which increased total open position to 2389
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 230.55, which was -34.2 lower than the previous day. The implied volatity was 29.98, the open interest changed by 302 which increased total open position to 675
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 264.3, which was -37.7 lower than the previous day. The implied volatity was 29.89, the open interest changed by 230 which increased total open position to 373
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 303, which was 53.85 higher than the previous day. The implied volatity was 31.21, the open interest changed by 22 which increased total open position to 143
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 250, which was 17.45 higher than the previous day. The implied volatity was 31.74, the open interest changed by 47 which increased total open position to 121
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 228.15, which was 33.15 higher than the previous day. The implied volatity was 31.51, the open interest changed by 68 which increased total open position to 70
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 195, which was -36 lower than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 2
On 10 Sept CRUDEOILM was trading at 5623.00. The strike last trading price was 195, 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 195, which was 27.85 higher than the previous day. The implied volatity was 25.40, 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 180, which was -335 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 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 180, which was -50.05 lower than the previous day. The implied volatity was 28.06, the open interest changed by 1 which increased total open position to 1
On 4 Sept CRUDEOILM was trading at 5615.00. 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 3 Sept CRUDEOILM was trading at 5632.00. 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 5500 PE | |||||||
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Delta: -0.46
Vega: 5.99
Theta: -3.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5558.00 | 162.65 | 16.25 | 29.64 | 13,739 | 170 | 968 |
| 18 Sept | 5592.00 | 147 | 12.35 | 30.38 | 10,341 | 184 | 819 |
| 17 Sept | 5651.00 | 135.75 | 3.9 | 31.48 | 2,823 | -3 | 635 |
| 16 Sept | 5690.00 | 132 | -37.3 | 32.70 | 1,337 | 358 | 638 |
| 15 Sept | 5579.00 | 166 | -33.85 | 31.74 | 476 | 127 | 286 |
| 12 Sept | 5530.00 | 198.25 | -11.35 | 31.67 | 493 | 55 | 158 |
| 11 Sept | 5526.00 | 195 | 37.75 | 30.47 | 120 | 71 | 103 |
| 10 Sept | 5623.00 | 152.25 | -3.65 | 29.01 | 9 | 9 | 32 |
| 9 Sept | 5543.00 | 120.05 | -115.4 | 19.27 | 6 | 5 | 23 |
| 8 Sept | 5490.00 | 230 | -6.65 | 30.60 | 16 | 5 | 18 |
| 5 Sept | 5455.00 | 260 | 57.45 | 31.48 | 8 | 6 | 13 |
| 4 Sept | 5615.00 | 152.25 | -30.75 | 26.00 | 6 | 4 | 7 |
| 3 Sept | 5632.00 | 185 | 103.7 | 31.48 | 2 | 3 | 3 |
| 1 Sept | 5702.00 | 200 | 62.75 | 35.65 | 1 | 1 | 1 |
| 28 Aug | 5640.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5500 expiring on 16OCT2025
Delta for 5500 PE is -0.46
Historical price for 5500 PE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 162.65, which was 16.25 higher than the previous day. The implied volatity was 29.64, the open interest changed by 170 which increased total open position to 968
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 147, which was 12.35 higher than the previous day. The implied volatity was 30.38, the open interest changed by 184 which increased total open position to 819
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 135.75, which was 3.9 higher than the previous day. The implied volatity was 31.48, the open interest changed by -3 which decreased total open position to 635
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 132, which was -37.3 lower than the previous day. The implied volatity was 32.70, the open interest changed by 358 which increased total open position to 638
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 166, which was -33.85 lower than the previous day. The implied volatity was 31.74, the open interest changed by 127 which increased total open position to 286
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 198.25, which was -11.35 lower than the previous day. The implied volatity was 31.67, the open interest changed by 55 which increased total open position to 158
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 195, which was 37.75 higher than the previous day. The implied volatity was 30.47, the open interest changed by 71 which increased total open position to 103
On 10 Sept CRUDEOILM was trading at 5623.00. The strike last trading price was 152.25, which was -3.65 lower than the previous day. The implied volatity was 29.01, the open interest changed by 9 which increased total open position to 32
On 9 Sept CRUDEOILM was trading at 5543.00. The strike last trading price was 120.05, which was -115.4 lower than the previous day. The implied volatity was 19.27, the open interest changed by 5 which increased total open position to 23
On 8 Sept CRUDEOILM was trading at 5490.00. The strike last trading price was 230, which was -6.65 lower than the previous day. The implied volatity was 30.60, the open interest changed by 5 which increased total open position to 18
On 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 260, which was 57.45 higher than the previous day. The implied volatity was 31.48, the open interest changed by 6 which increased total open position to 13
On 4 Sept CRUDEOILM was trading at 5615.00. The strike last trading price was 152.25, which was -30.75 lower than the previous day. The implied volatity was 26.00, the open interest changed by 4 which increased total open position to 7
On 3 Sept CRUDEOILM was trading at 5632.00. The strike last trading price was 185, which was 103.7 higher than the previous day. The implied volatity was 31.48, the open interest changed by 3 which increased total open position to 3
On 1 Sept CRUDEOILM was trading at 5702.00. The strike last trading price was 200, which was 62.75 higher than the previous day. The implied volatity was 35.65, the open interest changed by 1 which increased total open position to 1
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
