CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 6050 CE | ||||||||||||||||
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Delta: 0.23
Vega: 4.11
Theta: -3.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 57.7 | 2.5 | 33.70 | 5,165 | 137 | 1,001 | |||||||||
For Crude Oil - strike price 6050 expiring on 14AUG2025
Delta for 6050 CE is 0.23
Historical price for 6050 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 57.7, which was 2.5 higher than the previous day. The implied volatity was 33.70, the open interest changed by 137 which increased total open position to 1001
| CRUDEOIL 14AUG2025 6050 PE | |||||||
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Delta: -0.77
Vega: 4.18
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 440.7 | 4.4 | 34.66 | 2 | -1 | 30 |
For Crude Oil - strike price 6050 expiring on 14AUG2025
Delta for 6050 PE is -0.77
Historical price for 6050 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 440.7, which was 4.4 higher than the previous day. The implied volatity was 34.66, the open interest changed by -1 which decreased total open position to 30
