CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
CRUDEOIL 14AUG2025 5600 CE | ||||||||||||||||
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Delta: 0.58
Vega: 5.35
Theta: -4.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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24 Jul | 5617.00 | 213.7 | 2.7 | 32.43 | 50,040 | 16 | 3,503 |
For Crude Oil - strike price 5600 expiring on 14AUG2025
Delta for 5600 CE is 0.58
Historical price for 5600 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 213.7, which was 2.7 higher than the previous day. The implied volatity was 32.43, the open interest changed by 16 which increased total open position to 3503
CRUDEOIL 14AUG2025 5600 PE | |||||||
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Delta: -0.42
Vega: 5.35
Theta: -4.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jul | 5617.00 | 142.9 | -16 | 32.47 | 1,08,789 | 948 | 6,476 |
For Crude Oil - strike price 5600 expiring on 14AUG2025
Delta for 5600 PE is -0.42
Historical price for 5600 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 142.9, which was -16 lower than the previous day. The implied volatity was 32.47, the open interest changed by 948 which increased total open position to 6476