CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5650 CE | ||||||||||||||||
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Delta: 0.53
Vega: 5.44
Theta: -4.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 187.6 | 4.2 | 32.46 | 40,456 | 357 | 2,283 | |||||||||
For Crude Oil - strike price 5650 expiring on 14AUG2025
Delta for 5650 CE is 0.53
Historical price for 5650 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 187.6, which was 4.2 higher than the previous day. The implied volatity was 32.46, the open interest changed by 357 which increased total open position to 2283
| CRUDEOIL 14AUG2025 5650 PE | |||||||
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Delta: -0.47
Vega: 5.44
Theta: -4.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 164.5 | -16.1 | 32.08 | 42,790 | 453 | 1,566 |
For Crude Oil - strike price 5650 expiring on 14AUG2025
Delta for 5650 PE is -0.47
Historical price for 5650 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 164.5, which was -16.1 lower than the previous day. The implied volatity was 32.08, the open interest changed by 453 which increased total open position to 1566
