CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 5.30
Theta: -4.02
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 24 Jul | 5626.00 | 122.1 | 1.8 | 32.24 | 20,923 | -119 | 3,222 | |||||||||
For Crude Oil Mini - strike price 5800 expiring on 14AUG2025
Delta for 5800 CE is 0.40
Historical price for 5800 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 122.1, which was 1.8 higher than the previous day. The implied volatity was 32.24, the open interest changed by -119 which decreased total open position to 3222
| CRUDEOILM 14AUG2025 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 5.30
Theta: -3.95
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 245.25 | -19.25 | 31.70 | 5,698 | -53 | 570 |
For Crude Oil Mini - strike price 5800 expiring on 14AUG2025
Delta for 5800 PE is -0.60
Historical price for 5800 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 245.25, which was -19.25 lower than the previous day. The implied volatity was 31.70, the open interest changed by -53 which decreased total open position to 570
