CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
24 Jul 2025 11:09 PM IST
| CRUDEOILM 14AUG2025 6000 CE | ||||||||||||||||
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Delta: 0.26
Vega: 4.43
Theta: -3.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 24 Jul | 5626.00 | 68.7 | 1.05 | 33.56 | 3,319 | -92 | 1,384 | |||||||||
For Crude Oil Mini - strike price 6000 expiring on 14AUG2025
Delta for 6000 CE is 0.26
Historical price for 6000 CE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 68.7, which was 1.05 higher than the previous day. The implied volatity was 33.56, the open interest changed by -92 which decreased total open position to 1384
| CRUDEOILM 14AUG2025 6000 PE | |||||||
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Delta: -0.75
Vega: 4.35
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jul | 5626.00 | 389.7 | -42.45 | 32.42 | 201 | 8 | 122 |
For Crude Oil Mini - strike price 6000 expiring on 14AUG2025
Delta for 6000 PE is -0.75
Historical price for 6000 PE is as follows
On 24 Jul CRUDEOILM was trading at 5626.00. The strike last trading price was 389.7, which was -42.45 lower than the previous day. The implied volatity was 32.42, the open interest changed by 8 which increased total open position to 122
