CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5900 CE | ||||||||||||||||
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Delta: 0.32
Vega: 4.90
Theta: -3.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 88.9 | 1.3 | 32.47 | 54,484 | 629 | 7,000 | |||||||||
For Crude Oil - strike price 5900 expiring on 14AUG2025
Delta for 5900 CE is 0.32
Historical price for 5900 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 88.9, which was 1.3 higher than the previous day. The implied volatity was 32.47, the open interest changed by 629 which increased total open position to 7000
| CRUDEOIL 14AUG2025 5900 PE | |||||||
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Delta: -0.68
Vega: 4.88
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 315 | -16.5 | 31.87 | 5,317 | 137 | 703 |
For Crude Oil - strike price 5900 expiring on 14AUG2025
Delta for 5900 PE is -0.68
Historical price for 5900 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 315, which was -16.5 lower than the previous day. The implied volatity was 31.87, the open interest changed by 137 which increased total open position to 703
