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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 5850 CE
Delta: 0.46
Vega: 2.19
Theta: -6.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 35.6 0.1 18.36 20,309 -524 1,555
13 Mar 0.00 34.6 -65.3 23.75 23,990 764 2,111
12 Mar 0.00 94.6 30.75 23.00 22,130 -1,982 1,347
11 Mar 0.00 61.7 -13.15 28.85 18,438 -674 3,329
10 Mar 0.00 75.7 -41.2 32.50 61,685 3,293 4,006
7 Mar 0.00 116.7 18.9 29.45 26,814 -250 1,076
6 Mar 0.00 95 -2.6 31.28 12,043 373 1,518
5 Mar 0.00 101.3 -104.6 32.92 6,888 1,193 1,279
4 Mar 0.00 197 10.25 31.54 618 96 96
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 5850 expiring on 17MAR2025

Delta for 5850 CE is 0.46

Historical price for 5850 CE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 35.6, which was 0.1 higher than the previous day. The implied volatity was 18.36, the open interest changed by -524 which decreased total open position to 1555


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 34.6, which was -65.3 lower than the previous day. The implied volatity was 23.75, the open interest changed by 764 which increased total open position to 2111


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 94.6, which was 30.75 higher than the previous day. The implied volatity was 23.00, the open interest changed by -1982 which decreased total open position to 1347


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 61.7, which was -13.15 lower than the previous day. The implied volatity was 28.85, the open interest changed by -674 which decreased total open position to 3329


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 75.7, which was -41.2 lower than the previous day. The implied volatity was 32.50, the open interest changed by 3293 which increased total open position to 4006


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 116.7, which was 18.9 higher than the previous day. The implied volatity was 29.45, the open interest changed by -250 which decreased total open position to 1076


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 95, which was -2.6 lower than the previous day. The implied volatity was 31.28, the open interest changed by 373 which increased total open position to 1518


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 101.3, which was -104.6 lower than the previous day. The implied volatity was 32.92, the open interest changed by 1193 which increased total open position to 1279


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 197, which was 10.25 higher than the previous day. The implied volatity was 31.54, the open interest changed by 96 which increased total open position to 96


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 5850 PE
Delta: -0.53
Vega: 2.19
Theta: -6.87
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 50 -41.1 20.37 14,935 192 708
13 Mar 0.00 92.6 42.75 23.32 32,758 -2,369 524
12 Mar 0.00 48.1 -74.6 25.43 23,100 2,153 2,883
11 Mar 0.00 120 -25.65 28.95 14,315 205 730
10 Mar 0.00 145.8 33.9 33.16 15,912 155 526
7 Mar 0.00 115.35 -47.8 29.87 13,374 371 494
6 Mar 0.00 164.9 -29.05 31.00 6,823 81 184
5 Mar 0.00 188.75 92.65 33.51 6,893 -114 112
4 Mar 0.00 102 22.15 32.70 8,405 163 244
3 Mar 0.00 60.15 -3.4 31.44 455 25 105
28 Feb 0.00 61.2 -1.75 31.20 332 47 105
27 Feb 0.00 63.8 -35.15 31.45 164 7 60
26 Feb 0.00 95.7 -9.8 30.48 360 54 75
25 Feb 0.00 105.2 52.85 31.75 99 19 32
24 Feb 0.00 50.05 29.8 26.88 39 13 13
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 5850 expiring on 17MAR2025

Delta for 5850 PE is -0.53

Historical price for 5850 PE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 50, which was -41.1 lower than the previous day. The implied volatity was 20.37, the open interest changed by 192 which increased total open position to 708


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 92.6, which was 42.75 higher than the previous day. The implied volatity was 23.32, the open interest changed by -2369 which decreased total open position to 524


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 48.1, which was -74.6 lower than the previous day. The implied volatity was 25.43, the open interest changed by 2153 which increased total open position to 2883


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 120, which was -25.65 lower than the previous day. The implied volatity was 28.95, the open interest changed by 205 which increased total open position to 730


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 145.8, which was 33.9 higher than the previous day. The implied volatity was 33.16, the open interest changed by 155 which increased total open position to 526


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 115.35, which was -47.8 lower than the previous day. The implied volatity was 29.87, the open interest changed by 371 which increased total open position to 494


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 164.9, which was -29.05 lower than the previous day. The implied volatity was 31.00, the open interest changed by 81 which increased total open position to 184


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 188.75, which was 92.65 higher than the previous day. The implied volatity was 33.51, the open interest changed by -114 which decreased total open position to 112


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 102, which was 22.15 higher than the previous day. The implied volatity was 32.70, the open interest changed by 163 which increased total open position to 244


On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 60.15, which was -3.4 lower than the previous day. The implied volatity was 31.44, the open interest changed by 25 which increased total open position to 105


On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 61.2, which was -1.75 lower than the previous day. The implied volatity was 31.20, the open interest changed by 47 which increased total open position to 105


On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 63.8, which was -35.15 lower than the previous day. The implied volatity was 31.45, the open interest changed by 7 which increased total open position to 60


On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 95.7, which was -9.8 lower than the previous day. The implied volatity was 30.48, the open interest changed by 54 which increased total open position to 75


On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 105.2, which was 52.85 higher than the previous day. The implied volatity was 31.75, the open interest changed by 19 which increased total open position to 32


On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 50.05, which was 29.8 higher than the previous day. The implied volatity was 26.88, the open interest changed by 13 which increased total open position to 13


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