CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 5950 CE | ||||||||||||||||
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Delta: 0.29
Vega: 4.70
Theta: -3.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 80.3 | 3.3 | 33.38 | 2,103 | 152 | 413 | |||||||||
For Crude Oil Mini - strike price 5950 expiring on 14AUG2025
Delta for 5950 CE is 0.29
Historical price for 5950 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 80.3, which was 3.3 higher than the previous day. The implied volatity was 33.38, the open interest changed by 152 which increased total open position to 413
| CRUDEOILM 14AUG2025 5950 PE | |||||||
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Delta: -0.75
Vega: 4.34
Theta: -2.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 327.75 | -25.95 | 27.41 | 102 | 35 | 83 |
For Crude Oil Mini - strike price 5950 expiring on 14AUG2025
Delta for 5950 PE is -0.75
Historical price for 5950 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 327.75, which was -25.95 lower than the previous day. The implied volatity was 27.41, the open interest changed by 35 which increased total open position to 83
