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[--[65.84.65.76]--]
CRUDEOILM
Crude Oil Mini

5792 -114.00 (-1.93%)

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Historical option data for CRUDEOILM

14 Mar 2025 11:29 PM IST
CRUDEOILM 17MAR2025 5700 CE
Delta: 0.90
Vega: 0.94
Theta: -2.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 145 28.05 19.88 2,111 -11 241
13 Mar 0.00 115.95 -97.3 24.16 1,792 24 252
12 Mar 0.00 208.6 63.4 21.11 5,406 -440 228
11 Mar 0.00 144 -7.4 30.23 6,671 116 668
10 Mar 0.00 152 -58.6 32.84 2,961 341 552
7 Mar 0.00 209.5 34.85 30.43 3,584 -310 245
6 Mar 0.00 172.4 3.65 32.11 8,367 276 714
5 Mar 0.00 170 -101.3 32.23 4,381 598 598
4 Mar 0.00 0 0 0.00 0 0 0
3 Mar 0.00 0 0 0.00 0 0 0
28 Feb 0.00 0 0 0.00 0 0 0
27 Feb 0.00 0 0 0.00 0 0 0
26 Feb 0.00 0 0 0.00 0 0 0
25 Feb 0.00 0 0 0.00 0 0 0
24 Feb 0.00 0 0 0.00 0 0 0
21 Feb 0.00 0 0 0.00 0 0 0
20 Feb 0.00 0 0 0.00 0 0 0
19 Feb 0.00 0 0 0.00 0 0 0
18 Feb 0.00 0 0 0.00 0 0 0


For Crude Oil Mini - strike price 5700 expiring on 17MAR2025

Delta for 5700 CE is 0.90

Historical price for 5700 CE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 145, which was 28.05 higher than the previous day. The implied volatity was 19.88, the open interest changed by -11 which decreased total open position to 241


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 115.95, which was -97.3 lower than the previous day. The implied volatity was 24.16, the open interest changed by 24 which increased total open position to 252


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 208.6, which was 63.4 higher than the previous day. The implied volatity was 21.11, the open interest changed by -440 which decreased total open position to 228


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 144, which was -7.4 lower than the previous day. The implied volatity was 30.23, the open interest changed by 116 which increased total open position to 668


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 152, which was -58.6 lower than the previous day. The implied volatity was 32.84, the open interest changed by 341 which increased total open position to 552


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 209.5, which was 34.85 higher than the previous day. The implied volatity was 30.43, the open interest changed by -310 which decreased total open position to 245


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 172.4, which was 3.65 higher than the previous day. The implied volatity was 32.11, the open interest changed by 276 which increased total open position to 714


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 170, which was -101.3 lower than the previous day. The implied volatity was 32.23, the open interest changed by 598 which increased total open position to 598


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


CRUDEOILM 17MAR2025 5700 PE
Delta: -0.12
Vega: 1.12
Theta: -3.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 7.6 -16.4 22.39 8,104 45 1,084
13 Mar 0.00 25.8 11.15 24.57 8,803 -588 1,043
12 Mar 0.00 13.15 -42.05 26.85 13,593 723 1,634
11 Mar 0.00 54.55 -16.8 31.15 15,745 -75 911
10 Mar 0.00 73.4 16.6 33.94 14,871 -515 902
7 Mar 0.00 58.55 -34.9 31.03 18,851 183 1,494
6 Mar 0.00 94.3 -16.95 32.34 28,581 468 1,413
5 Mar 0.00 108.15 54.8 33.00 12,115 439 984
4 Mar 0.00 57.7 4.5 34.09 6,256 199 644
3 Mar 0.00 33.7 -4 33.39 1,394 -39 372
28 Feb 0.00 36 0.1 33.08 982 64 440
27 Feb 0.00 36.3 -22.6 32.68 2,364 6 390
26 Feb 0.00 57.25 -8.25 31.82 2,123 142 409
25 Feb 0.00 65.9 26.7 33.22 1,416 202 228
24 Feb 0.00 38.85 13.9 31.72 33 1 26
21 Feb 0.00 28.1 5.25 27.47 58 -20 26
20 Feb 0.00 22.15 2.85 30.23 372 61 61
19 Feb 0.00 19.3 -13.7 28.05 1 2 0
18 Feb 0.00 19.05 15.5 25.18 3 2 2


For Crude Oil Mini - strike price 5700 expiring on 17MAR2025

Delta for 5700 PE is -0.12

Historical price for 5700 PE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 7.6, which was -16.4 lower than the previous day. The implied volatity was 22.39, the open interest changed by 45 which increased total open position to 1084


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 25.8, which was 11.15 higher than the previous day. The implied volatity was 24.57, the open interest changed by -588 which decreased total open position to 1043


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 13.15, which was -42.05 lower than the previous day. The implied volatity was 26.85, the open interest changed by 723 which increased total open position to 1634


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 54.55, which was -16.8 lower than the previous day. The implied volatity was 31.15, the open interest changed by -75 which decreased total open position to 911


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 73.4, which was 16.6 higher than the previous day. The implied volatity was 33.94, the open interest changed by -515 which decreased total open position to 902


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 58.55, which was -34.9 lower than the previous day. The implied volatity was 31.03, the open interest changed by 183 which increased total open position to 1494


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 94.3, which was -16.95 lower than the previous day. The implied volatity was 32.34, the open interest changed by 468 which increased total open position to 1413


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 108.15, which was 54.8 higher than the previous day. The implied volatity was 33.00, the open interest changed by 439 which increased total open position to 984


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 57.7, which was 4.5 higher than the previous day. The implied volatity was 34.09, the open interest changed by 199 which increased total open position to 644


On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 33.7, which was -4 lower than the previous day. The implied volatity was 33.39, the open interest changed by -39 which decreased total open position to 372


On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 36, which was 0.1 higher than the previous day. The implied volatity was 33.08, the open interest changed by 64 which increased total open position to 440


On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 36.3, which was -22.6 lower than the previous day. The implied volatity was 32.68, the open interest changed by 6 which increased total open position to 390


On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 57.25, which was -8.25 lower than the previous day. The implied volatity was 31.82, the open interest changed by 142 which increased total open position to 409


On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 65.9, which was 26.7 higher than the previous day. The implied volatity was 33.22, the open interest changed by 202 which increased total open position to 228


On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 38.85, which was 13.9 higher than the previous day. The implied volatity was 31.72, the open interest changed by 1 which increased total open position to 26


On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 28.1, which was 5.25 higher than the previous day. The implied volatity was 27.47, the open interest changed by -20 which decreased total open position to 26


On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 22.15, which was 2.85 higher than the previous day. The implied volatity was 30.23, the open interest changed by 61 which increased total open position to 61


On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 19.3, which was -13.7 lower than the previous day. The implied volatity was 28.05, the open interest changed by 2 which increased total open position to 0


On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 19.05, which was 15.5 higher than the previous day. The implied volatity was 25.18, the open interest changed by 2 which increased total open position to 2