[--[65.84.65.76]--]
CRUDEOIL
Crude Oil

5617 13.00 (0.23%)

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Historical option data for CRUDEOIL

24 Jul 2025 11:08 PM IST
CRUDEOIL 14AUG2025 6600 CE
Delta: 0.08
Vega: 2.05
Theta: -2.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jul 5617.00 20.8 2.1 43.26 958 62 326


For Crude Oil - strike price 6600 expiring on 14AUG2025

Delta for 6600 CE is 0.08

Historical price for 6600 CE is as follows

On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 20.8, which was 2.1 higher than the previous day. The implied volatity was 43.26, the open interest changed by 62 which increased total open position to 326


CRUDEOIL 14AUG2025 6600 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jul 5617.00 0 0 0.00 0 0 0


For Crude Oil - strike price 6600 expiring on 14AUG2025

Delta for 6600 PE is 0.00

Historical price for 6600 PE is as follows

On 24 Jul CRUDEOIL was trading at 5617.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0