CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
CRUDEOIL 14AUG2025 5550 CE | ||||||||||||||||
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Delta: 0.62
Vega: 5.20
Theta: -4.01
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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24 Jul | 5617.00 | 244.2 | 5.7 | 32.80 | 4,706 | -31 | 150 |
For Crude Oil - strike price 5550 expiring on 14AUG2025
Delta for 5550 CE is 0.62
Historical price for 5550 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 244.2, which was 5.7 higher than the previous day. The implied volatity was 32.80, the open interest changed by -31 which decreased total open position to 150
CRUDEOIL 14AUG2025 5550 PE | |||||||
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Delta: -0.38
Vega: 5.20
Theta: -3.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jul | 5617.00 | 121.7 | -14.3 | 32.51 | 21,075 | 266 | 944 |
For Crude Oil - strike price 5550 expiring on 14AUG2025
Delta for 5550 PE is -0.38
Historical price for 5550 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 121.7, which was -14.3 lower than the previous day. The implied volatity was 32.51, the open interest changed by 266 which increased total open position to 944