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

5792 -114.00 (-1.93%)

Back to Option Chain


Historical option data for CRUDEOILM

14 Mar 2025 11:29 PM IST
CRUDEOILM 17MAR2025 5750 CE
Delta: 0.85
Vega: 1.30
Theta: -3.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 97.05 15.3 16.12 4,679 -160 227
13 Mar 0.00 79.05 -94.05 22.62 2,928 215 387
12 Mar 0.00 170.55 57.05 24.58 6,515 -196 172
11 Mar 0.00 112.35 -9.3 29.81 5,090 98 367
10 Mar 0.00 121.85 -54.15 32.41 4,234 141 269
7 Mar 0.00 177.85 32.25 30.77 4,157 -171 145
6 Mar 0.00 142.7 2.7 31.63 4,961 230 434
5 Mar 0.00 144 -231.85 32.41 572 215 216
4 Mar 0.00 375.85 109.35 59.38 1 1 1
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 5750 expiring on 17MAR2025

Delta for 5750 CE is 0.85

Historical price for 5750 CE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 97.05, which was 15.3 higher than the previous day. The implied volatity was 16.12, the open interest changed by -160 which decreased total open position to 227


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 79.05, which was -94.05 lower than the previous day. The implied volatity was 22.62, the open interest changed by 215 which increased total open position to 387


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 170.55, which was 57.05 higher than the previous day. The implied volatity was 24.58, the open interest changed by -196 which decreased total open position to 172


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 112.35, which was -9.3 lower than the previous day. The implied volatity was 29.81, the open interest changed by 98 which increased total open position to 367


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 121.85, which was -54.15 lower than the previous day. The implied volatity was 32.41, the open interest changed by 141 which increased total open position to 269


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 177.85, which was 32.25 higher than the previous day. The implied volatity was 30.77, the open interest changed by -171 which decreased total open position to 145


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 142.7, which was 2.7 higher than the previous day. The implied volatity was 31.63, the open interest changed by 230 which increased total open position to 434


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 144, which was -231.85 lower than the previous day. The implied volatity was 32.41, the open interest changed by 215 which increased total open position to 216


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 375.85, which was 109.35 higher than the previous day. The implied volatity was 59.38, the open interest changed by 1 which increased total open position to 1


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 5750 PE
Delta: -0.21
Vega: 1.57
Theta: -4.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 13.2 -25.85 20.37 12,390 1,379 1,866
13 Mar 0.00 40.9 17.9 23.81 11,792 -429 482
12 Mar 0.00 22.6 -51.55 27.18 7,881 297 911
11 Mar 0.00 71.4 -19.45 30.16 12,967 -65 614
10 Mar 0.00 94.15 23.4 33.75 13,737 -205 679
7 Mar 0.00 71.5 -41.15 29.86 12,012 608 983
6 Mar 0.00 115.4 -19.2 32.05 11,210 217 439
5 Mar 0.00 131 63.75 32.89 5,944 71 225
4 Mar 0.00 68.55 11.4 33.17 1,311 66 152
3 Mar 0.00 41.8 -3.4 32.96 323 146 215
28 Feb 0.00 41.7 33.55 32.05 141 69 69
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 5750 expiring on 17MAR2025

Delta for 5750 PE is -0.21

Historical price for 5750 PE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 13.2, which was -25.85 lower than the previous day. The implied volatity was 20.37, the open interest changed by 1379 which increased total open position to 1866


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 40.9, which was 17.9 higher than the previous day. The implied volatity was 23.81, the open interest changed by -429 which decreased total open position to 482


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 22.6, which was -51.55 lower than the previous day. The implied volatity was 27.18, the open interest changed by 297 which increased total open position to 911


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 71.4, which was -19.45 lower than the previous day. The implied volatity was 30.16, the open interest changed by -65 which decreased total open position to 614


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 94.15, which was 23.4 higher than the previous day. The implied volatity was 33.75, the open interest changed by -205 which decreased total open position to 679


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 71.5, which was -41.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by 608 which increased total open position to 983


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 115.4, which was -19.2 lower than the previous day. The implied volatity was 32.05, the open interest changed by 217 which increased total open position to 439


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 131, which was 63.75 higher than the previous day. The implied volatity was 32.89, the open interest changed by 71 which increased total open position to 225


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 68.55, which was 11.4 higher than the previous day. The implied volatity was 33.17, the open interest changed by 66 which increased total open position to 152


On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 41.8, which was -3.4 lower than the previous day. The implied volatity was 32.96, the open interest changed by 146 which increased total open position to 215


On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 41.7, which was 33.55 higher than the previous day. The implied volatity was 32.05, the open interest changed by 69 which increased total open position to 69


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