CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5400 CE | ||||||||||||||||
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Delta: 0.74
Vega: 4.46
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 351.8 | 14.25 | 34.36 | 310 | -2 | 49 | |||||||||
For Crude Oil Mini - strike price 5400 expiring on 14AUG2025
Delta for 5400 CE is 0.74
Historical price for 5400 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 351.8, which was 14.25 higher than the previous day. The implied volatity was 34.36, the open interest changed by -2 which decreased total open position to 49
| CRUDEOILM 14AUG2025 5400 PE | |||||||
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Delta: -0.26
Vega: 4.44
Theta: -3.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 75.95 | -10.35 | 33.94 | 1,927 | -69 | 191 |
For Crude Oil Mini - strike price 5400 expiring on 14AUG2025
Delta for 5400 PE is -0.26
Historical price for 5400 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 75.95, which was -10.35 lower than the previous day. The implied volatity was 33.94, the open interest changed by -69 which decreased total open position to 191
