CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
19 Sep 2025 10:14 AM IST
| CRUDEOILM 16OCT2025 5800 CE | ||||||||||||||||
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Delta: 0.35
Vega: 5.68
Theta: -3.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 5593.00 | 104.9 | 0.85 | 30.80 | 97 | 12 | 853 | |||||||||
| 18 Sept | 5592.00 | 105 | -23.4 | 30.63 | 7,501 | 597 | 840 | |||||||||
| 17 Sept | 5651.00 | 128.15 | -27.25 | 30.84 | 1,559 | 128 | 240 | |||||||||
| 16 Sept | 5690.00 | 150 | 21.85 | 31.02 | 320 | 83 | 112 | |||||||||
| 15 Sept | 5579.00 | 137.5 | 13.3 | 34.38 | 66 | 16 | 29 | |||||||||
| 12 Sept | 5530.00 | 135 | 10 | 35.63 | 9 | 4 | 13 | |||||||||
| 11 Sept | 5526.00 | 125 | 16.8 | 33.81 | 5 | 5 | 9 | |||||||||
| 10 Sept | 5623.00 | 122 | 46.95 | 28.32 | 3 | 4 | 4 | |||||||||
| 9 Sept | 5543.00 | 100.05 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
| 8 Sept | 5490.00 | 100.05 | 0 | 0.00 | 1 | 1 | 0 | |||||||||
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| 5 Sept | 5455.00 | 100.05 | 0.25 | 31.41 | 1 | 1 | 0 | |||||||||
| 2 Sept | 5776.00 | 200 | 68.1 | 27.65 | 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 5800 expiring on 16OCT2025
Delta for 5800 CE is 0.35
Historical price for 5800 CE is as follows
On 19 Sept CRUDEOILM was trading at 5593.00. The strike last trading price was 104.9, which was 0.85 higher than the previous day. The implied volatity was 30.80, the open interest changed by 12 which increased total open position to 853
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 105, which was -23.4 lower than the previous day. The implied volatity was 30.63, the open interest changed by 597 which increased total open position to 840
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 128.15, which was -27.25 lower than the previous day. The implied volatity was 30.84, the open interest changed by 128 which increased total open position to 240
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 150, which was 21.85 higher than the previous day. The implied volatity was 31.02, the open interest changed by 83 which increased total open position to 112
On 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 137.5, which was 13.3 higher than the previous day. The implied volatity was 34.38, the open interest changed by 16 which increased total open position to 29
On 12 Sept CRUDEOILM was trading at 5530.00. The strike last trading price was 135, which was 10 higher than the previous day. The implied volatity was 35.63, the open interest changed by 4 which increased total open position to 13
On 11 Sept CRUDEOILM was trading at 5526.00. The strike last trading price was 125, which was 16.8 higher than the previous day. The implied volatity was 33.81, the open interest changed by 5 which increased total open position to 9
On 10 Sept CRUDEOILM was trading at 5623.00. The strike last trading price was 122, which was 46.95 higher than the previous day. The implied volatity was 28.32, the open interest changed by 4 which increased total open position to 4
On 9 Sept CRUDEOILM was trading at 5543.00. The strike last trading price was 100.05, 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 8 Sept CRUDEOILM was trading at 5490.00. The strike last trading price was 100.05, 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 5 Sept CRUDEOILM was trading at 5455.00. The strike last trading price was 100.05, which was 0.25 higher than the previous day. The implied volatity was 31.41, the open interest changed by 1 which increased total open position to 0
On 2 Sept CRUDEOILM was trading at 5776.00. The strike last trading price was 200, which was 68.1 higher than the previous day. The implied volatity was 27.65, 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
| CRUDEOILM 16OCT2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 5593.00 | 320.25 | 15.15 | 0.00 | 93 | 4 | 0 |
| 18 Sept | 5592.00 | 320.25 | 20.65 | 31.19 | 93 | 4 | 15 |
| 17 Sept | 5651.00 | 303.45 | 83.15 | 32.85 | 43 | 11 | 11 |
| 16 Sept | 5690.00 | 200 | -400 | 0.00 | 2 | 0 | 0 |
| 15 Sept | 5579.00 | 200 | -131.2 | - | 2 | 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 |
| 2 Sept | 5776.00 | 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 5800 expiring on 16OCT2025
Delta for 5800 PE is 0.00
Historical price for 5800 PE is as follows
On 19 Sept CRUDEOILM was trading at 5593.00. The strike last trading price was 320.25, which was 15.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Sept CRUDEOILM was trading at 5592.00. The strike last trading price was 320.25, which was 20.65 higher than the previous day. The implied volatity was 31.19, the open interest changed by 4 which increased total open position to 15
On 17 Sept CRUDEOILM was trading at 5651.00. The strike last trading price was 303.45, which was 83.15 higher than the previous day. The implied volatity was 32.85, the open interest changed by 11 which increased total open position to 11
On 16 Sept CRUDEOILM was trading at 5690.00. The strike last trading price was 200, which was -400 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 15 Sept CRUDEOILM was trading at 5579.00. The strike last trading price was 200, which was -131.2 lower than the previous day. The implied volatity was -, 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 2 Sept CRUDEOILM was trading at 5776.00. 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
