CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5900 CE | ||||||||||||||||
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Delta: 0.32
Vega: 4.92
Theta: -3.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 90.45 | 0.65 | 32.58 | 4,669 | 44 | 1,839 | |||||||||
For Crude Oil Mini - strike price 5900 expiring on 14AUG2025
Delta for 5900 CE is 0.32
Historical price for 5900 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 90.45, which was 0.65 higher than the previous day. The implied volatity was 32.58, the open interest changed by 44 which increased total open position to 1839
| CRUDEOILM 14AUG2025 5900 PE | |||||||
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Delta: -0.68
Vega: 4.91
Theta: -3.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 314.65 | -23.15 | 32.22 | 406 | -15 | 94 |
For Crude Oil Mini - strike price 5900 expiring on 14AUG2025
Delta for 5900 PE is -0.68
Historical price for 5900 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 314.65, which was -23.15 lower than the previous day. The implied volatity was 32.22, the open interest changed by -15 which decreased total open position to 94
