CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5850 CE | ||||||||||||||||
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Delta: 0.36
Vega: 5.12
Theta: -3.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 104 | 1.6 | 32.37 | 24,351 | 57 | 2,349 | |||||||||
For Crude Oil - strike price 5850 expiring on 14AUG2025
Delta for 5850 CE is 0.36
Historical price for 5850 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 104, which was 1.6 higher than the previous day. The implied volatity was 32.37, the open interest changed by 57 which increased total open position to 2349
| CRUDEOIL 14AUG2025 5850 PE | |||||||
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Delta: -0.64
Vega: 5.11
Theta: -3.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 280.3 | -18.1 | 31.84 | 3,503 | 39 | 106 |
For Crude Oil - strike price 5850 expiring on 14AUG2025
Delta for 5850 PE is -0.64
Historical price for 5850 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 280.3, which was -18.1 lower than the previous day. The implied volatity was 31.84, the open interest changed by 39 which increased total open position to 106
