CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5300 CE | ||||||||||||||||
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Delta: 0.82
Vega: 3.53
Theta: -2.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 413 | 0.2 | 31.32 | 364 | -9 | 75 | |||||||||
For Crude Oil - strike price 5300 expiring on 14AUG2025
Delta for 5300 CE is 0.82
Historical price for 5300 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 413, which was 0.2 higher than the previous day. The implied volatity was 31.32, the open interest changed by -9 which decreased total open position to 75
| CRUDEOIL 14AUG2025 5300 PE | |||||||
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Delta: -0.20
Vega: 3.82
Theta: -3.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 55.2 | -7.8 | 34.91 | 13,929 | 82 | 901 |
For Crude Oil - strike price 5300 expiring on 14AUG2025
Delta for 5300 PE is -0.20
Historical price for 5300 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 55.2, which was -7.8 lower than the previous day. The implied volatity was 34.91, the open interest changed by 82 which increased total open position to 901
