CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5350 CE | ||||||||||||||||
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Delta: 0.77
Vega: 4.14
Theta: -3.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 386.2 | 11.2 | 34.42 | 5 | -2 | 13 | |||||||||
For Crude Oil - strike price 5350 expiring on 14AUG2025
Delta for 5350 CE is 0.77
Historical price for 5350 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 386.2, which was 11.2 higher than the previous day. The implied volatity was 34.42, the open interest changed by -2 which decreased total open position to 13
| CRUDEOIL 14AUG2025 5350 PE | |||||||
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Delta: -0.23
Vega: 4.13
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 64.3 | -9.3 | 34.20 | 5,767 | 17 | 309 |
For Crude Oil - strike price 5350 expiring on 14AUG2025
Delta for 5350 PE is -0.23
Historical price for 5350 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 64.3, which was -9.3 lower than the previous day. The implied volatity was 34.20, the open interest changed by 17 which increased total open position to 309
