CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5250 CE | ||||||||||||||||
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Delta: 0.82
Vega: 3.56
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 470.7 | 33.6 | 36.29 | 1 | 1 | 1 | |||||||||
For Crude Oil - strike price 5250 expiring on 14AUG2025
Delta for 5250 CE is 0.82
Historical price for 5250 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 470.7, which was 33.6 higher than the previous day. The implied volatity was 36.29, the open interest changed by 1 which increased total open position to 1
| CRUDEOIL 14AUG2025 5250 PE | |||||||
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Delta: -0.17
Vega: 3.51
Theta: -2.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 47.2 | -6.7 | 35.58 | 1,614 | -5 | 213 |
For Crude Oil - strike price 5250 expiring on 14AUG2025
Delta for 5250 PE is -0.17
Historical price for 5250 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 47.2, which was -6.7 lower than the previous day. The implied volatity was 35.58, the open interest changed by -5 which decreased total open position to 213
