CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 6100 CE | ||||||||||||||||
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Delta: 0.20
Vega: 3.83
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 50.1 | 2.6 | 34.16 | 15,493 | 225 | 2,488 | |||||||||
For Crude Oil - strike price 6100 expiring on 14AUG2025
Delta for 6100 CE is 0.20
Historical price for 6100 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 50.1, which was 2.6 higher than the previous day. The implied volatity was 34.16, the open interest changed by 225 which increased total open position to 2488
| CRUDEOIL 14AUG2025 6100 PE | |||||||
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Delta: -0.80
Vega: 3.80
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 478.1 | -28.3 | 33.90 | 85 | 15 | 182 |
For Crude Oil - strike price 6100 expiring on 14AUG2025
Delta for 6100 PE is -0.80
Historical price for 6100 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 478.1, which was -28.3 lower than the previous day. The implied volatity was 33.90, the open interest changed by 15 which increased total open position to 182
