CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 6350 CE | ||||||||||||||||
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Delta: 0.12
Vega: 2.74
Theta: -2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 29.9 | 1.8 | 38.39 | 781 | -9 | 110 | |||||||||
For Crude Oil - strike price 6350 expiring on 14AUG2025
Delta for 6350 CE is 0.12
Historical price for 6350 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 29.9, which was 1.8 higher than the previous day. The implied volatity was 38.39, the open interest changed by -9 which decreased total open position to 110
| CRUDEOIL 14AUG2025 6350 PE | |||||||
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Delta: -0.99
Vega: 0.51
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 680.5 | -23.3 | 21.28 | 2 | 1 | 1 |
For Crude Oil - strike price 6350 expiring on 14AUG2025
Delta for 6350 PE is -0.99
Historical price for 6350 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 680.5, which was -23.3 lower than the previous day. The implied volatity was 21.28, the open interest changed by 1 which increased total open position to 1
