CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5400 CE | ||||||||||||||||
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Delta: 0.74
Vega: 4.46
Theta: -3.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 348 | 11.6 | 34.00 | 1,331 | -72 | 471 | |||||||||
For Crude Oil - strike price 5400 expiring on 14AUG2025
Delta for 5400 CE is 0.74
Historical price for 5400 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 348, which was 11.6 higher than the previous day. The implied volatity was 34.00, the open interest changed by -72 which decreased total open position to 471
| CRUDEOIL 14AUG2025 5400 PE | |||||||
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Delta: -0.26
Vega: 4.44
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 75.6 | -10.4 | 33.69 | 21,936 | 219 | 2,068 |
For Crude Oil - strike price 5400 expiring on 14AUG2025
Delta for 5400 PE is -0.26
Historical price for 5400 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 75.6, which was -10.4 lower than the previous day. The implied volatity was 33.69, the open interest changed by 219 which increased total open position to 2068
