CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5500 CE | ||||||||||||||||
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Delta: 0.67
Vega: 4.99
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 274.9 | 5.3 | 32.80 | 8,027 | -269 | 1,291 | |||||||||
For Crude Oil - strike price 5500 expiring on 14AUG2025
Delta for 5500 CE is 0.67
Historical price for 5500 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 274.9, which was 5.3 higher than the previous day. The implied volatity was 32.80, the open interest changed by -269 which decreased total open position to 1291
| CRUDEOIL 14AUG2025 5500 PE | |||||||
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Delta: -0.34
Vega: 4.99
Theta: -3.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 104.2 | -13.4 | 32.86 | 56,353 | 735 | 3,443 |
For Crude Oil - strike price 5500 expiring on 14AUG2025
Delta for 5500 PE is -0.34
Historical price for 5500 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 104.2, which was -13.4 lower than the previous day. The implied volatity was 32.86, the open interest changed by 735 which increased total open position to 3443
