CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5050 CE | ||||||||||||||||
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Delta: 0.86
Vega: 2.98
Theta: -3.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 666.3 | 18.9 | 45.97 | 2 | 0 | 1 | |||||||||
For Crude Oil - strike price 5050 expiring on 14AUG2025
Delta for 5050 CE is 0.86
Historical price for 5050 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 666.3, which was 18.9 higher than the previous day. The implied volatity was 45.97, the open interest changed by 0 which decreased total open position to 1
| CRUDEOIL 14AUG2025 5050 PE | |||||||
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Delta: -0.10
Vega: 2.48
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 28.4 | -1 | 39.80 | 109 | -12 | 20 |
For Crude Oil - strike price 5050 expiring on 14AUG2025
Delta for 5050 PE is -0.10
Historical price for 5050 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 28.4, which was -1 lower than the previous day. The implied volatity was 39.80, the open interest changed by -12 which decreased total open position to 20
