CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5700 CE | ||||||||||||||||
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Delta: 0.49
Vega: 5.46
Theta: -4.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 161.7 | 2.9 | 32.12 | 1,56,572 | 2,573 | 11,986 | |||||||||
For Crude Oil - strike price 5700 expiring on 14AUG2025
Delta for 5700 CE is 0.49
Historical price for 5700 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 161.7, which was 2.9 higher than the previous day. The implied volatity was 32.12, the open interest changed by 2573 which increased total open position to 11986
| CRUDEOIL 14AUG2025 5700 PE | |||||||
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Delta: -0.51
Vega: 5.46
Theta: -4.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 190 | -15.4 | 31.99 | 1,24,025 | 1,624 | 6,730 |
For Crude Oil - strike price 5700 expiring on 14AUG2025
Delta for 5700 PE is -0.51
Historical price for 5700 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 190, which was -15.4 lower than the previous day. The implied volatity was 31.99, the open interest changed by 1624 which increased total open position to 6730
