CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5650 CE | ||||||||||||||||
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Delta: 0.54
Vega: 5.44
Theta: -4.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 190.05 | 4.8 | 32.62 | 9,165 | 210 | 770 | |||||||||
For Crude Oil Mini - strike price 5650 expiring on 14AUG2025
Delta for 5650 CE is 0.54
Historical price for 5650 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 190.05, which was 4.8 higher than the previous day. The implied volatity was 32.62, the open interest changed by 210 which increased total open position to 770
| CRUDEOILM 14AUG2025 5650 PE | |||||||
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Delta: -0.46
Vega: 5.44
Theta: -4.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 166.45 | -15.2 | 32.69 | 8,384 | 24 | 466 |
For Crude Oil Mini - strike price 5650 expiring on 14AUG2025
Delta for 5650 PE is -0.46
Historical price for 5650 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 166.45, which was -15.2 lower than the previous day. The implied volatity was 32.69, the open interest changed by 24 which increased total open position to 466
