CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5200 CE | ||||||||||||||||
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Delta: 0.82
Vega: 3.55
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 526.9 | 41.5 | 40.88 | 28 | 4 | 18 | |||||||||
For Crude Oil - strike price 5200 expiring on 14AUG2025
Delta for 5200 CE is 0.82
Historical price for 5200 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 526.9, which was 41.5 higher than the previous day. The implied volatity was 40.88, the open interest changed by 4 which increased total open position to 18
| CRUDEOIL 14AUG2025 5200 PE | |||||||
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Delta: -0.15
Vega: 3.19
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 40 | -6.4 | 36.17 | 11,656 | 77 | 715 |
For Crude Oil - strike price 5200 expiring on 14AUG2025
Delta for 5200 PE is -0.15
Historical price for 5200 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 40, which was -6.4 lower than the previous day. The implied volatity was 36.17, the open interest changed by 77 which increased total open position to 715
