CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
22 Sep 2025 11:29 PM IST
| CRUDEOILM 16OCT2025 5600 CE | ||||||||||||||||
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Delta: 0.44
Vega: 5.62
Theta: -3.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5523.00 | 141 | -6.4 | 31.17 | 19,044 | -339 | 5,481 | |||||||||
| 19 Sept | 5558.00 | 149.1 | -30.55 | 29.85 | 35,897 | 2,413 | 5,829 | |||||||||
| 18 Sept | 5592.00 | 178.1 | -33.4 | 29.81 | 33,617 | 1,911 | 3,433 | |||||||||
| 17 Sept | 5651.00 | 212 | -31.7 | 30.42 | 8,068 | 1,146 | 1,541 | |||||||||
| 16 Sept | 5690.00 | 245 | 45.5 | 31.27 | 4,024 | -60 | 421 | |||||||||
| 15 Sept | 5579.00 | 199.6 | 12.05 | 31.80 | 1,140 | 160 | 481 | |||||||||
| 12 Sept | 5530.00 | 187.75 | -2.2 | 32.44 | 808 | 141 | 321 | |||||||||
| 11 Sept | 5526.00 | 187.5 | -44.3 | 32.28 | 216 | 131 | 180 | |||||||||
| 10 Sept | 5623.00 | 232.6 | 32.95 | 32.16 | 35 | 10 | 46 | |||||||||
| 9 Sept | 5543.00 | 191 | -0.1 | 31.50 | 50 | 18 | 36 | |||||||||
| 8 Sept | 5490.00 | 189.5 | -14.25 | 34.62 | 20 | 12 | 18 | |||||||||
| 5 Sept | 5455.00 | 190 | 11.85 | 35.21 | 10 | 6 | 6 | |||||||||
| 4 Sept | 5615.00 | 317.9 | 0 | 0.00 | 1 | 2 | 0 | |||||||||
| 1 Sept | 5702.00 | 234.9 | -56.55 | 24.50 | 5 | 2 | 5 | |||||||||
| 29 Aug | 5655.00 | 291.45 | 95.95 | 34.60 | 1 | 3 | 3 | |||||||||
| 28 Aug | 5640.00 | 248.05 | -8.6 | 0.00 | 2 | 1 | 0 | |||||||||
| 26 Aug | 5570.00 | 248.05 | -55.95 | 32.82 | 2 | 1 | 4 | |||||||||
| 25 Aug | 5699.00 | 310 | 119.25 | 32.12 | 5 | 3 | 3 | |||||||||
| 21 Aug | 5562.00 | 205.1 | 47.05 | 26.60 | 2 | 7 | 7 | |||||||||
| 19 Aug | 5428.00 | 168.8 | 0 | 29.66 | 1 | 6 | 6 | |||||||||
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| 14 Aug | 5607.00 | 205 | 34.25 | 26.83 | 5 | 5 | 5 | |||||||||
For Crude Oil Mini - strike price 5600 expiring on 16OCT2025
Delta for 5600 CE is 0.44
Historical price for 5600 CE is as follows
On 22 Sept CRUDEOILM was trading at 5523.00. The strike last trading price was 141, which was -6.4 lower than the previous day. The implied volatity was 31.17, the open interest changed by -339 which decreased total open position to 5481
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 149.1, which was -30.55 lower than the previous day. The implied volatity was 29.85, the open interest changed by 2413 which increased total open position to 5829
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 178.1, which was -33.4 lower than the previous day. The implied volatity was 29.81, the open interest changed by 1911 which increased total open position to 3433
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 212, which was -31.7 lower than the previous day. The implied volatity was 30.42, the open interest changed by 1146 which increased total open position to 1541
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 245, which was 45.5 higher than the previous day. The implied volatity was 31.27, the open interest changed by -60 which decreased total open position to 421
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 199.6, which was 12.05 higher than the previous day. The implied volatity was 31.80, the open interest changed by 160 which increased total open position to 481
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 187.75, which was -2.2 lower than the previous day. The implied volatity was 32.44, the open interest changed by 141 which increased total open position to 321
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 187.5, which was -44.3 lower than the previous day. The implied volatity was 32.28, the open interest changed by 131 which increased total open position to 180
On 10 Sept CRUDEOILM was trading at 5623.00. The strike last trading price was 232.6, which was 32.95 higher than the previous day. The implied volatity was 32.16, the open interest changed by 10 which increased total open position to 46
On 9 Sept CRUDEOILM was trading at 5543.00. The strike last trading price was 191, which was -0.1 lower than the previous day. The implied volatity was 31.50, the open interest changed by 18 which increased total open position to 36
On 8 Sept CRUDEOILM was trading at 5490.00. The strike last trading price was 189.5, which was -14.25 lower than the previous day. The implied volatity was 34.62, the open interest changed by 12 which increased total open position to 18
On 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 190, which was 11.85 higher than the previous day. The implied volatity was 35.21, the open interest changed by 6 which increased total open position to 6
On 4 Sept CRUDEOILM was trading at 5615.00. The strike last trading price was 317.9, 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 1 Sept CRUDEOILM was trading at 5702.00. The strike last trading price was 234.9, which was -56.55 lower than the previous day. The implied volatity was 24.50, the open interest changed by 2 which increased total open position to 5
On 29 Aug CRUDEOILM was trading at 5655.00. The strike last trading price was 291.45, which was 95.95 higher than the previous day. The implied volatity was 34.60, the open interest changed by 3 which increased total open position to 3
On 28 Aug CRUDEOILM was trading at 5640.00. The strike last trading price was 248.05, which was -8.6 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 26 Aug CRUDEOILM was trading at 5570.00. The strike last trading price was 248.05, which was -55.95 lower than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 4
On 25 Aug CRUDEOILM was trading at 5699.00. The strike last trading price was 310, which was 119.25 higher than the previous day. The implied volatity was 32.12, the open interest changed by 3 which increased total open position to 3
On 21 Aug CRUDEOILM was trading at 5562.00. The strike last trading price was 205.1, which was 47.05 higher than the previous day. The implied volatity was 26.60, the open interest changed by 7 which increased total open position to 7
On 19 Aug CRUDEOILM was trading at 5428.00. The strike last trading price was 168.8, which was 0 lower than the previous day. The implied volatity was 29.66, the open interest changed by 6 which increased total open position to 6
On 14 Aug CRUDEOILM was trading at 5607.00. The strike last trading price was 205, which was 34.25 higher than the previous day. The implied volatity was 26.83, the open interest changed by 5 which increased total open position to 5
| CRUDEOILM 16OCT2025 5600 PE | |||||||
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Delta: -0.56
Vega: 5.62
Theta: -3.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5523.00 | 215.4 | -0.15 | 30.17 | 25,853 | -5,829 | 3,901 |
| 19 Sept | 5558.00 | 215 | 20.35 | 29.50 | 1,19,839 | 7,847 | 9,732 |
| 18 Sept | 5592.00 | 195 | 15.85 | 30.28 | 31,646 | 776 | 1,887 |
| 17 Sept | 5651.00 | 179 | 7.4 | 31.05 | 11,214 | 399 | 1,145 |
| 16 Sept | 5690.00 | 171.3 | -50.2 | 32.26 | 1,563 | 684 | 745 |
| 15 Sept | 5579.00 | 220.25 | -32.1 | 32.51 | 164 | 50 | 61 |
| 12 Sept | 5530.00 | 230.25 | -22.05 | 28.50 | 11 | 3 | 11 |
| 11 Sept | 5526.00 | 235.55 | 69.25 | 28.56 | 10 | 8 | 8 |
| 10 Sept | 5623.00 | 280.2 | 0 | 0.00 | 1 | 3 | 0 |
| 9 Sept | 5543.00 | 280.2 | 35.75 | 34.51 | 1 | 3 | 3 |
| 8 Sept | 5490.00 | 293.5 | 0 | 0.00 | 2 | 2 | 0 |
| 5 Sept | 5455.00 | 293.5 | 0 | 0.00 | 2 | 2 | 0 |
| 4 Sept | 5615.00 | 293.5 | 114.15 | 38.27 | 2 | 2 | 2 |
| 1 Sept | 5702.00 | 24 | -373 | 0.00 | 6 | 3 | 0 |
| 29 Aug | 5655.00 | 24 | -373 | 0.00 | 6 | 3 | 0 |
| 28 Aug | 5640.00 | 24 | -190 | 3.33 | 6 | 3 | 3 |
| 26 Aug | 5570.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Aug | 5699.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 5562.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 5428.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Aug | 5607.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5600 expiring on 16OCT2025
Delta for 5600 PE is -0.56
Historical price for 5600 PE is as follows
On 22 Sept CRUDEOILM was trading at 5523.00. The strike last trading price was 215.4, which was -0.15 lower than the previous day. The implied volatity was 30.17, the open interest changed by -5829 which decreased total open position to 3901
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 215, which was 20.35 higher than the previous day. The implied volatity was 29.50, the open interest changed by 7847 which increased total open position to 9732
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 195, which was 15.85 higher than the previous day. The implied volatity was 30.28, the open interest changed by 776 which increased total open position to 1887
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 179, which was 7.4 higher than the previous day. The implied volatity was 31.05, the open interest changed by 399 which increased total open position to 1145
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 171.3, which was -50.2 lower than the previous day. The implied volatity was 32.26, the open interest changed by 684 which increased total open position to 745
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 220.25, which was -32.1 lower than the previous day. The implied volatity was 32.51, the open interest changed by 50 which increased total open position to 61
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 230.25, which was -22.05 lower than the previous day. The implied volatity was 28.50, the open interest changed by 3 which increased total open position to 11
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 235.55, which was 69.25 higher than the previous day. The implied volatity was 28.56, the open interest changed by 8 which increased total open position to 8
On 10 Sept CRUDEOILM was trading at 5623.00. The strike last trading price was 280.2, 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 280.2, which was 35.75 higher than the previous day. The implied volatity was 34.51, 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 293.5, 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 293.5, 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 4 Sept CRUDEOILM was trading at 5615.00. The strike last trading price was 293.5, which was 114.15 higher than the previous day. The implied volatity was 38.27, 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 24, which was -373 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 29 Aug CRUDEOILM was trading at 5655.00. The strike last trading price was 24, which was -373 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 28 Aug CRUDEOILM was trading at 5640.00. The strike last trading price was 24, which was -190 lower than the previous day. The implied volatity was 3.33, the open interest changed by 3 which increased total open position to 3
On 26 Aug CRUDEOILM was trading at 5570.00. 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 25 Aug CRUDEOILM was trading at 5699.00. 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 21 Aug CRUDEOILM was trading at 5562.00. 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 19 Aug CRUDEOILM was trading at 5428.00. 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 14 Aug CRUDEOILM was trading at 5607.00. 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
