CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5850 CE | ||||||||||||||||
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Delta: 0.36
Vega: 5.14
Theta: -3.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 106.5 | 2.05 | 32.64 | 2,827 | -29 | 780 | |||||||||
For Crude Oil Mini - strike price 5850 expiring on 14AUG2025
Delta for 5850 CE is 0.36
Historical price for 5850 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 106.5, which was 2.05 higher than the previous day. The implied volatity was 32.64, the open interest changed by -29 which decreased total open position to 780
| CRUDEOILM 14AUG2025 5850 PE | |||||||
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Delta: -0.64
Vega: 5.13
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 279.7 | -30.85 | 32.10 | 273 | 6 | 82 |
For Crude Oil Mini - strike price 5850 expiring on 14AUG2025
Delta for 5850 PE is -0.64
Historical price for 5850 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 279.7, which was -30.85 lower than the previous day. The implied volatity was 32.10, the open interest changed by 6 which increased total open position to 82
