CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5450 CE | ||||||||||||||||
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Delta: 0.71
Vega: 4.69
Theta: -3.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 304.8 | 2 | 32.18 | 321 | -4 | 39 | |||||||||
For Crude Oil - strike price 5450 expiring on 14AUG2025
Delta for 5450 CE is 0.71
Historical price for 5450 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 304.8, which was 2 higher than the previous day. The implied volatity was 32.18, the open interest changed by -4 which decreased total open position to 39
| CRUDEOIL 14AUG2025 5450 PE | |||||||
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Delta: -0.30
Vega: 4.74
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 89.4 | -11.5 | 33.36 | 13,023 | 184 | 516 |
For Crude Oil - strike price 5450 expiring on 14AUG2025
Delta for 5450 PE is -0.30
Historical price for 5450 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 89.4, which was -11.5 lower than the previous day. The implied volatity was 33.36, the open interest changed by 184 which increased total open position to 516
