CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 10:14 AM IST
| CRUDEOILM 16OCT2025 5650 CE | ||||||||||||||||
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Delta: 0.46
Vega: 6.13
Theta: -3.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 5593.00 | 159.3 | 1.3 | 30.58 | 1,283 | -173 | 8,886 | |||||||||
| 18 Sept | 5592.00 | 157.5 | -30.8 | 30.12 | 1,13,267 | 8,626 | 9,092 | |||||||||
| 17 Sept | 5651.00 | 186 | -34.8 | 30.20 | 2,951 | 458 | 466 | |||||||||
| 16 Sept | 5690.00 | 204.05 | 79.95 | 29.01 | 42 | 8 | 8 | |||||||||
| 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 | |||||||||
| 10 Sept | 5623.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 9 Sept | 5543.00 | 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 | |||||||||
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| 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 5650 expiring on 16OCT2025
Delta for 5650 CE is 0.46
Historical price for 5650 CE is as follows
On 19 Sept CRUDEOILM was trading at 5593.00. The strike last trading price was 159.3, which was 1.3 higher than the previous day. The implied volatity was 30.58, the open interest changed by -173 which decreased total open position to 8886
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 157.5, which was -30.8 lower than the previous day. The implied volatity was 30.12, the open interest changed by 8626 which increased total open position to 9092
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 186, which was -34.8 lower than the previous day. The implied volatity was 30.20, the open interest changed by 458 which increased total open position to 466
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 204.05, which was 79.95 higher than the previous day. The implied volatity was 29.01, the open interest changed by 8 which increased total open position to 8
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 10 Sept CRUDEOILM was trading at 5623.00. 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 9 Sept CRUDEOILM was trading at 5543.00. 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 5650 PE | |||||||
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Delta: -0.54
Vega: 6.13
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5593.00 | 224.75 | 3.3 | 30.98 | 270 | -93 | 268 |
| 18 Sept | 5592.00 | 220.25 | 13.75 | 29.92 | 12,225 | 248 | 361 |
| 17 Sept | 5651.00 | 202.4 | -6.6 | 31.04 | 494 | 108 | 113 |
| 16 Sept | 5690.00 | 197.9 | -42.6 | 32.68 | 12 | 3 | 5 |
| 15 Sept | 5579.00 | 231 | 3.5 | 29.94 | 2 | 2 | 2 |
| 12 Sept | 5530.00 | 269.3 | 0 | 0.00 | 2 | 2 | 0 |
| 11 Sept | 5526.00 | 269.3 | 76.75 | 29.06 | 2 | 2 | 2 |
| 10 Sept | 5623.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Sept | 5543.00 | 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 |
| 28 Aug | 5640.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5650 expiring on 16OCT2025
Delta for 5650 PE is -0.54
Historical price for 5650 PE is as follows
On 19 Sept CRUDEOILM was trading at 5593.00. The strike last trading price was 224.75, which was 3.3 higher than the previous day. The implied volatity was 30.98, the open interest changed by -93 which decreased total open position to 268
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 220.25, which was 13.75 higher than the previous day. The implied volatity was 29.92, the open interest changed by 248 which increased total open position to 361
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 202.4, which was -6.6 lower than the previous day. The implied volatity was 31.04, the open interest changed by 108 which increased total open position to 113
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 197.9, which was -42.6 lower than the previous day. The implied volatity was 32.68, the open interest changed by 3 which increased total open position to 5
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 231, which was 3.5 higher than the previous day. The implied volatity was 29.94, the open interest changed by 2 which increased total open position to 2
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 269.3, 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 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 269.3, which was 76.75 higher than the previous day. The implied volatity was 29.06, 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 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 9 Sept CRUDEOILM was trading at 5543.00. 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
