CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5500 CE | ||||||||||||||||
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Delta: 0.67
Vega: 4.98
Theta: -3.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 278.95 | 9 | 33.21 | 986 | -12 | 235 | |||||||||
For Crude Oil Mini - strike price 5500 expiring on 14AUG2025
Delta for 5500 CE is 0.67
Historical price for 5500 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 278.95, which was 9 higher than the previous day. The implied volatity was 33.21, the open interest changed by -12 which decreased total open position to 235
| CRUDEOILM 14AUG2025 5500 PE | |||||||
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Delta: -0.33
Vega: 4.99
Theta: -3.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 105.3 | -13.1 | 33.29 | 5,900 | -60 | 639 |
For Crude Oil Mini - strike price 5500 expiring on 14AUG2025
Delta for 5500 PE is -0.33
Historical price for 5500 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 105.3, which was -13.1 lower than the previous day. The implied volatity was 33.29, the open interest changed by -60 which decreased total open position to 639
