CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 6200 CE | ||||||||||||||||
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Delta: 0.16
Vega: 3.35
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 40 | 2.5 | 35.76 | 12,295 | -24 | 3,048 | |||||||||
For Crude Oil - strike price 6200 expiring on 14AUG2025
Delta for 6200 CE is 0.16
Historical price for 6200 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 40, which was 2.5 higher than the previous day. The implied volatity was 35.76, the open interest changed by -24 which decreased total open position to 3048
| CRUDEOIL 14AUG2025 6200 PE | |||||||
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Delta: -0.85
Vega: 3.15
Theta: -2.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 563 | -32.9 | 33.92 | 161 | -2 | 117 |
For Crude Oil - strike price 6200 expiring on 14AUG2025
Delta for 6200 PE is -0.85
Historical price for 6200 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 563, which was -32.9 lower than the previous day. The implied volatity was 33.92, the open interest changed by -2 which decreased total open position to 117
