CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
24 Jul 2025 11:08 PM IST
| CRUDEOIL 14AUG2025 6400 CE | ||||||||||||||||
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Delta: 0.11
Vega: 2.56
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5617.00 | 27.2 | 2.6 | 39.22 | 1,914 | 44 | 540 | |||||||||
For Crude Oil - strike price 6400 expiring on 14AUG2025
Delta for 6400 CE is 0.11
Historical price for 6400 CE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 27.2, which was 2.6 higher than the previous day. The implied volatity was 39.22, the open interest changed by 44 which increased total open position to 540
| CRUDEOIL 14AUG2025 6400 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5617.00 | 982 | 0 | 0.00 | 1 | 1 | 0 |
For Crude Oil - strike price 6400 expiring on 14AUG2025
Delta for 6400 PE is 0.00
Historical price for 6400 PE is as follows
On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 982, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
