CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 5950 CE | ||||||||||||||||
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Delta: 0.29
Vega: 4.65
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 77 | 1.4 | 32.86 | 18,018 | 421 | 1,840 | |||||||||
For Crude Oil - strike price 5950 expiring on 14AUG2025
Delta for 5950 CE is 0.29
Historical price for 5950 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 77, which was 1.4 higher than the previous day. The implied volatity was 32.86, the open interest changed by 421 which increased total open position to 1840
| CRUDEOIL 14AUG2025 5950 PE | |||||||
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Delta: -0.72
Vega: 4.61
Theta: -3.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 352.4 | -32.6 | 32.09 | 165 | 10 | 57 |
For Crude Oil - strike price 5950 expiring on 14AUG2025
Delta for 5950 PE is -0.72
Historical price for 5950 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 352.4, which was -32.6 lower than the previous day. The implied volatity was 32.09, the open interest changed by 10 which increased total open position to 57
