CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 11:29 PM IST
| CRUDEOILM 16OCT2025 5700 CE | ||||||||||||||||
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Delta: 0.37
Vega: 5.72
Theta: -3.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 5558.00 | 110.75 | -26.4 | 29.84 | 11,964 | 224 | 3,395 | |||||||||
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| 18 Sept | 5592.00 | 136.35 | -29.55 | 30.01 | 25,608 | 1,557 | 3,225 | |||||||||
| 17 Sept | 5651.00 | 163.45 | -29.45 | 30.21 | 8,422 | 1,357 | 1,667 | |||||||||
| 16 Sept | 5690.00 | 196.8 | 36.35 | 31.63 | 1,148 | 229 | 315 | |||||||||
| 15 Sept | 5579.00 | 170 | 0.5 | 33.91 | 224 | 61 | 90 | |||||||||
| 12 Sept | 5530.00 | 165 | -7.6 | 35.01 | 31 | 15 | 29 | |||||||||
| 11 Sept | 5526.00 | 165 | 35.9 | 34.81 | 19 | 14 | 14 | |||||||||
| 10 Sept | 5623.00 | 60.2 | -44.6 | 13.89 | 2 | 1 | 0 | |||||||||
| 9 Sept | 5543.00 | 148 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
| 8 Sept | 5490.00 | 148 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
| 5 Sept | 5455.00 | 148 | 13.1 | 34.27 | 1 | 1 | 1 | |||||||||
| 2 Sept | 5776.00 | 156.65 | -17.05 | 16.00 | 14 | 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 5700 expiring on 16OCT2025
Delta for 5700 CE is 0.37
Historical price for 5700 CE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 110.75, which was -26.4 lower than the previous day. The implied volatity was 29.84, the open interest changed by 224 which increased total open position to 3395
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 136.35, which was -29.55 lower than the previous day. The implied volatity was 30.01, the open interest changed by 1557 which increased total open position to 3225
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 163.45, which was -29.45 lower than the previous day. The implied volatity was 30.21, the open interest changed by 1357 which increased total open position to 1667
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 196.8, which was 36.35 higher than the previous day. The implied volatity was 31.63, the open interest changed by 229 which increased total open position to 315
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 170, which was 0.5 higher than the previous day. The implied volatity was 33.91, the open interest changed by 61 which increased total open position to 90
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 165, which was -7.6 lower than the previous day. The implied volatity was 35.01, the open interest changed by 15 which increased total open position to 29
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 165, which was 35.9 higher than the previous day. The implied volatity was 34.81, the open interest changed by 14 which increased total open position to 14
On 10 Sept CRUDEOILM was trading at 5623.00. The strike last trading price was 60.2, which was -44.6 lower than the previous day. The implied volatity was 13.89, 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 148, 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 148, 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 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 148, which was 13.1 higher than the previous day. The implied volatity was 34.27, the open interest changed by 1 which increased total open position to 1
On 2 Sept CRUDEOILM was trading at 5776.00. The strike last trading price was 156.65, which was -17.05 lower than the previous day. The implied volatity was 16.00, 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 5700 PE | |||||||
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Delta: -0.63
Vega: 5.69
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5558.00 | 273.4 | 23.4 | 28.90 | 2,203 | -248 | 219 |
| 18 Sept | 5592.00 | 248.7 | 15.7 | 29.74 | 9,515 | 275 | 467 |
| 17 Sept | 5651.00 | 230 | 12.65 | 31.02 | 858 | 45 | 192 |
| 16 Sept | 5690.00 | 220 | 6.3 | 32.12 | 279 | 146 | 146 |
| 15 Sept | 5579.00 | 270 | 0 | 0.00 | 1 | 2 | 0 |
| 12 Sept | 5530.00 | 270 | 0 | 0.00 | 1 | 2 | 0 |
| 11 Sept | 5526.00 | 270 | 48.95 | 24.28 | 1 | 2 | 2 |
| 10 Sept | 5623.00 | 362.9 | 29.85 | 0.00 | 2 | 3 | 0 |
| 9 Sept | 5543.00 | 362.9 | 29.85 | 0.00 | 2 | 3 | 0 |
| 8 Sept | 5490.00 | 362.9 | 29.85 | 0.00 | 2 | 3 | 0 |
| 5 Sept | 5455.00 | 362.9 | 122.7 | 28.40 | 2 | 3 | 3 |
| 2 Sept | 5776.00 | 267.9 | 3.95 | 37.05 | 1 | 1 | 2 |
| 1 Sept | 5702.00 | 267.9 | 31.45 | 32.08 | 2 | 1 | 1 |
| 28 Aug | 5640.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5700 expiring on 16OCT2025
Delta for 5700 PE is -0.63
Historical price for 5700 PE is as follows
On 19 Sept CRUDEOILM was trading at 5558.00. The strike last trading price was 273.4, which was 23.4 higher than the previous day. The implied volatity was 28.90, the open interest changed by -248 which decreased total open position to 219
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 248.7, which was 15.7 higher than the previous day. The implied volatity was 29.74, the open interest changed by 275 which increased total open position to 467
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 230, which was 12.65 higher than the previous day. The implied volatity was 31.02, the open interest changed by 45 which increased total open position to 192
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 220, which was 6.3 higher than the previous day. The implied volatity was 32.12, the open interest changed by 146 which increased total open position to 146
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 270, 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 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 270, 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 270, which was 48.95 higher than the previous day. The implied volatity was 24.28, 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 362.9, which was 29.85 higher 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 362.9, which was 29.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 8 Sept CRUDEOILM was trading at 5490.00. The strike last trading price was 362.9, which was 29.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 362.9, which was 122.7 higher than the previous day. The implied volatity was 28.40, the open interest changed by 3 which increased total open position to 3
On 2 Sept CRUDEOILM was trading at 5776.00. The strike last trading price was 267.9, which was 3.95 higher than the previous day. The implied volatity was 37.05, the open interest changed by 1 which increased total open position to 2
On 1 Sept CRUDEOILM was trading at 5702.00. The strike last trading price was 267.9, which was 31.45 higher than the previous day. The implied volatity was 32.08, 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
