CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5600 CE | ||||||||||||||||
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Delta: 0.58
Vega: 5.35
Theta: -4.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 216.4 | 4.05 | 32.61 | 24,927 | -317 | 1,340 | |||||||||
For Crude Oil Mini - strike price 5600 expiring on 14AUG2025
Delta for 5600 CE is 0.58
Historical price for 5600 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 216.4, which was 4.05 higher than the previous day. The implied volatity was 32.61, the open interest changed by -317 which decreased total open position to 1340
| CRUDEOILM 14AUG2025 5600 PE | |||||||
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Delta: -0.42
Vega: 5.35
Theta: -4.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 144.6 | -16 | 33.02 | 14,044 | 76 | 1,922 |
For Crude Oil Mini - strike price 5600 expiring on 14AUG2025
Delta for 5600 PE is -0.42
Historical price for 5600 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 144.6, which was -16 lower than the previous day. The implied volatity was 33.02, the open interest changed by 76 which increased total open position to 1922
