CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5700 CE | ||||||||||||||||
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Delta: 0.49
Vega: 5.46
Theta: -4.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 163.85 | 3.1 | 32.25 | 31,600 | 468 | 3,803 | |||||||||
For Crude Oil Mini - strike price 5700 expiring on 14AUG2025
Delta for 5700 CE is 0.49
Historical price for 5700 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 163.85, which was 3.1 higher than the previous day. The implied volatity was 32.25, the open interest changed by 468 which increased total open position to 3803
| CRUDEOILM 14AUG2025 5700 PE | |||||||
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Delta: -0.51
Vega: 5.46
Theta: -4.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 190.75 | -15.5 | 32.41 | 23,206 | 532 | 1,135 |
For Crude Oil Mini - strike price 5700 expiring on 14AUG2025
Delta for 5700 PE is -0.51
Historical price for 5700 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 190.75, which was -15.5 lower than the previous day. The implied volatity was 32.41, the open interest changed by 532 which increased total open position to 1135
