CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5550 CE | ||||||||||||||||
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Delta: 0.63
Vega: 5.18
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 242.15 | 3.4 | 32.05 | 828 | 16 | 107 | |||||||||
For Crude Oil Mini - strike price 5550 expiring on 14AUG2025
Delta for 5550 CE is 0.63
Historical price for 5550 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 242.15, which was 3.4 higher than the previous day. The implied volatity was 32.05, the open interest changed by 16 which increased total open position to 107
| CRUDEOILM 14AUG2025 5550 PE | |||||||
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Delta: -0.38
Vega: 5.20
Theta: -4.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 123.15 | -13.75 | 33.01 | 2,339 | 30 | 163 |
For Crude Oil Mini - strike price 5550 expiring on 14AUG2025
Delta for 5550 PE is -0.38
Historical price for 5550 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 123.15, which was -13.75 lower than the previous day. The implied volatity was 33.01, the open interest changed by 30 which increased total open position to 163
