CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
14 Mar 2025 11:29 PM IST
| CRUDEOILM 17MAR2025 5900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 1.87
Theta: -5.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Mar | 0.00 | 18.2 | -4.35 | 18.77 | 25,770 | -3,056 | 4,815 | |||
| 13 Mar | 0.00 | 22.1 | -52.45 | 24.61 | 71,971 | 4,018 | 6,836 | |||
| 12 Mar | 0.00 | 70.1 | 23.9 | 24.29 | 42,997 | -1,194 | 3,004 | |||
| 11 Mar | 0.00 | 43.7 | -14.25 | 28.60 | 26,321 | -166 | 4,202 | |||
| 10 Mar | 0.00 | 58.55 | -35.05 | 32.70 | 53,076 | 1,466 | 4,456 | |||
| 7 Mar | 0.00 | 92.7 | 13.2 | 29.19 | 55,063 | 1,487 | 4,426 | |||
| 6 Mar | 0.00 | 77.45 | -3.9 | 31.55 | 28,827 | -735 | 3,418 | |||
| 5 Mar | 0.00 | 83.25 | -89.75 | 32.98 | 28,855 | 4,033 | 4,810 | |||
| 4 Mar | 0.00 | 169.7 | -32.8 | 31.83 | 25,742 | 1,092 | 1,200 | |||
| 3 Mar | 0.00 | 254.1 | -33.4 | 30.95 | 38 | 3 | 48 | |||
| 28 Feb | 0.00 | 286 | -21.5 | 28.85 | 25 | 6 | 45 | |||
| 27 Feb | 0.00 | 322 | 103 | 34.43 | 334 | 25 | 39 | |||
| 26 Feb | 0.00 | 216.45 | 41.9 | 27.75 | 58 | 13 | 13 | |||
| 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 | |||
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| 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 5900 expiring on 17MAR2025
Delta for 5900 CE is 0.28
Historical price for 5900 CE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 18.2, which was -4.35 lower than the previous day. The implied volatity was 18.77, the open interest changed by -3056 which decreased total open position to 4815
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 22.1, which was -52.45 lower than the previous day. The implied volatity was 24.61, the open interest changed by 4018 which increased total open position to 6836
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 70.1, which was 23.9 higher than the previous day. The implied volatity was 24.29, the open interest changed by -1194 which decreased total open position to 3004
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 43.7, which was -14.25 lower than the previous day. The implied volatity was 28.60, the open interest changed by -166 which decreased total open position to 4202
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 58.55, which was -35.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by 1466 which increased total open position to 4456
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 92.7, which was 13.2 higher than the previous day. The implied volatity was 29.19, the open interest changed by 1487 which increased total open position to 4426
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 77.45, which was -3.9 lower than the previous day. The implied volatity was 31.55, the open interest changed by -735 which decreased total open position to 3418
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 83.25, which was -89.75 lower than the previous day. The implied volatity was 32.98, the open interest changed by 4033 which increased total open position to 4810
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 169.7, which was -32.8 lower than the previous day. The implied volatity was 31.83, the open interest changed by 1092 which increased total open position to 1200
On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 254.1, which was -33.4 lower than the previous day. The implied volatity was 30.95, the open interest changed by 3 which increased total open position to 48
On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 286, which was -21.5 lower than the previous day. The implied volatity was 28.85, the open interest changed by 6 which increased total open position to 45
On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 322, which was 103 higher than the previous day. The implied volatity was 34.43, the open interest changed by 25 which increased total open position to 39
On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 216.45, which was 41.9 higher than the previous day. The implied volatity was 27.75, the open interest changed by 13 which increased total open position to 13
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 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 1.90
Theta: -5.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Mar | 0.00 | 80 | -49.05 | 19.72 | 17,202 | 448 | 1,164 |
| 13 Mar | 0.00 | 130.4 | 59.3 | 24.25 | 53,700 | -1,520 | 748 |
| 12 Mar | 0.00 | 70.5 | -81.75 | 25.50 | 39,464 | 1,540 | 2,366 |
| 11 Mar | 0.00 | 152 | -25.6 | 28.71 | 31,039 | 95 | 826 |
| 10 Mar | 0.00 | 178.85 | 40.85 | 33.47 | 45,366 | -190 | 731 |
| 7 Mar | 0.00 | 141.55 | -54.65 | 29.67 | 36,628 | 818 | 1,279 |
| 6 Mar | 0.00 | 198 | -28.3 | 31.43 | 11,114 | 191 | 493 |
| 5 Mar | 0.00 | 219.3 | 104.1 | 33.24 | 22,221 | -983 | 393 |
| 4 Mar | 0.00 | 120.6 | 8.15 | 32.03 | 32,515 | 1,310 | 1,659 |
| 3 Mar | 0.00 | 75.9 | 1.45 | 31.55 | 4,572 | -16 | 369 |
| 28 Feb | 0.00 | 72.8 | -0.65 | 30.61 | 2,635 | -14 | 430 |
| 27 Feb | 0.00 | 74.65 | -42.65 | 30.71 | 4,470 | 147 | 511 |
| 26 Feb | 0.00 | 113 | -11.9 | 30.15 | 5,826 | 93 | 436 |
| 25 Feb | 0.00 | 125.5 | 48.15 | 31.92 | 3,943 | -23 | 381 |
| 24 Feb | 0.00 | 78 | -10.8 | 30.03 | 2,309 | 265 | 405 |
| 21 Feb | 0.00 | 73.15 | 28.4 | 28.26 | 436 | 31 | 145 |
| 20 Feb | 0.00 | 45 | -4.1 | 28.46 | 198 | 0 | 112 |
| 19 Feb | 0.00 | 46.6 | -16.2 | 27.59 | 462 | 58 | 103 |
| 18 Feb | 0.00 | 66.6 | 47.5 | 28.27 | 365 | 47 | 47 |
For Crude Oil Mini - strike price 5900 expiring on 17MAR2025
Delta for 5900 PE is -0.71
Historical price for 5900 PE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 80, which was -49.05 lower than the previous day. The implied volatity was 19.72, the open interest changed by 448 which increased total open position to 1164
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 130.4, which was 59.3 higher than the previous day. The implied volatity was 24.25, the open interest changed by -1520 which decreased total open position to 748
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 70.5, which was -81.75 lower than the previous day. The implied volatity was 25.50, the open interest changed by 1540 which increased total open position to 2366
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 152, which was -25.6 lower than the previous day. The implied volatity was 28.71, the open interest changed by 95 which increased total open position to 826
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 178.85, which was 40.85 higher than the previous day. The implied volatity was 33.47, the open interest changed by -190 which decreased total open position to 731
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 141.55, which was -54.65 lower than the previous day. The implied volatity was 29.67, the open interest changed by 818 which increased total open position to 1279
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 198, which was -28.3 lower than the previous day. The implied volatity was 31.43, the open interest changed by 191 which increased total open position to 493
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 219.3, which was 104.1 higher than the previous day. The implied volatity was 33.24, the open interest changed by -983 which decreased total open position to 393
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 120.6, which was 8.15 higher than the previous day. The implied volatity was 32.03, the open interest changed by 1310 which increased total open position to 1659
On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 75.9, which was 1.45 higher than the previous day. The implied volatity was 31.55, the open interest changed by -16 which decreased total open position to 369
On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 72.8, which was -0.65 lower than the previous day. The implied volatity was 30.61, the open interest changed by -14 which decreased total open position to 430
On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 74.65, which was -42.65 lower than the previous day. The implied volatity was 30.71, the open interest changed by 147 which increased total open position to 511
On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 113, which was -11.9 lower than the previous day. The implied volatity was 30.15, the open interest changed by 93 which increased total open position to 436
On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 125.5, which was 48.15 higher than the previous day. The implied volatity was 31.92, the open interest changed by -23 which decreased total open position to 381
On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 78, which was -10.8 lower than the previous day. The implied volatity was 30.03, the open interest changed by 265 which increased total open position to 405
On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 73.15, which was 28.4 higher than the previous day. The implied volatity was 28.26, the open interest changed by 31 which increased total open position to 145
On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 45, which was -4.1 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 112
On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 46.6, which was -16.2 lower than the previous day. The implied volatity was 27.59, the open interest changed by 58 which increased total open position to 103
On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 66.6, which was 47.5 higher than the previous day. The implied volatity was 28.27, the open interest changed by 47 which increased total open position to 47
