CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
14 Mar 2025 11:29 PM IST
| CRUDEOILM 17MAR2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.95
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Mar | 0.00 | 5.45 | -5.15 | 21.87 | 4,875 | -638 | 2,700 | |||
| 13 Mar | 0.00 | 9.4 | -26.5 | 27.08 | 11,892 | 146 | 3,333 | |||
| 12 Mar | 0.00 | 33.5 | 10 | 25.22 | 23,643 | -1,037 | 3,213 | |||
| 11 Mar | 0.00 | 22.15 | -11.1 | 29.44 | 7,858 | -21 | 4,253 | |||
| 10 Mar | 0.00 | 33.25 | -26.2 | 33.03 | 26,654 | 935 | 4,273 | |||
| 7 Mar | 0.00 | 58.8 | 6 | 29.79 | 24,949 | -1,264 | 3,585 | |||
| 6 Mar | 0.00 | 52.15 | -3.5 | 32.69 | 12,938 | -60 | 5,032 | |||
| 5 Mar | 0.00 | 56.8 | -64.55 | 33.74 | 29,654 | 4,358 | 6,124 | |||
| 4 Mar | 0.00 | 117.4 | -30.85 | 31.05 | 28,925 | 1,311 | 2,311 | |||
| 3 Mar | 0.00 | 186.6 | -34.15 | 30.05 | 7,020 | 256 | 716 | |||
| 28 Feb | 0.00 | 222 | -13.05 | 29.30 | 5,406 | 203 | 560 | |||
| 27 Feb | 0.00 | 230.9 | 68.05 | 29.10 | 12,851 | -1,423 | 455 | |||
| 26 Feb | 0.00 | 166.25 | -11.6 | 28.73 | 16,298 | 1,121 | 1,933 | |||
| 25 Feb | 0.00 | 182 | -73.95 | 30.52 | 3,044 | 982 | 1,143 | |||
| 24 Feb | 0.00 | 251.35 | -4.15 | 28.81 | 1,141 | 102 | 182 | |||
| 21 Feb | 0.00 | 265 | -57.6 | 26.94 | 65 | 38 | 59 | |||
| 20 Feb | 0.00 | 270 | -105.2 | - | 6 | -2 | 21 | |||
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| 19 Feb | 0.00 | 369 | 57.4 | 27.63 | 18 | -4 | 23 | |||
| 18 Feb | 0.00 | 318.8 | 8.45 | 27.29 | 38 | 19 | 27 | |||
| 17 Feb | 0.00 | 305.5 | 20.35 | 26.22 | 26 | 6 | 8 | |||
| 14 Feb | 0.00 | 285.15 | 44.05 | 26.48 | 1 | 1 | 2 | |||
| 13 Feb | 0.00 | 241.1 | -41.85 | 16.21 | 1 | 1 | 1 | |||
| 12 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil Mini - strike price 6000 expiring on 17MAR2025
Delta for 6000 CE is 0.10
Historical price for 6000 CE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 5.45, which was -5.15 lower than the previous day. The implied volatity was 21.87, the open interest changed by -638 which decreased total open position to 2700
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 9.4, which was -26.5 lower than the previous day. The implied volatity was 27.08, the open interest changed by 146 which increased total open position to 3333
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 33.5, which was 10 higher than the previous day. The implied volatity was 25.22, the open interest changed by -1037 which decreased total open position to 3213
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 22.15, which was -11.1 lower than the previous day. The implied volatity was 29.44, the open interest changed by -21 which decreased total open position to 4253
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 33.25, which was -26.2 lower than the previous day. The implied volatity was 33.03, the open interest changed by 935 which increased total open position to 4273
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 58.8, which was 6 higher than the previous day. The implied volatity was 29.79, the open interest changed by -1264 which decreased total open position to 3585
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 52.15, which was -3.5 lower than the previous day. The implied volatity was 32.69, the open interest changed by -60 which decreased total open position to 5032
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 56.8, which was -64.55 lower than the previous day. The implied volatity was 33.74, the open interest changed by 4358 which increased total open position to 6124
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 117.4, which was -30.85 lower than the previous day. The implied volatity was 31.05, the open interest changed by 1311 which increased total open position to 2311
On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 186.6, which was -34.15 lower than the previous day. The implied volatity was 30.05, the open interest changed by 256 which increased total open position to 716
On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 222, which was -13.05 lower than the previous day. The implied volatity was 29.30, the open interest changed by 203 which increased total open position to 560
On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 230.9, which was 68.05 higher than the previous day. The implied volatity was 29.10, the open interest changed by -1423 which decreased total open position to 455
On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 166.25, which was -11.6 lower than the previous day. The implied volatity was 28.73, the open interest changed by 1121 which increased total open position to 1933
On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 182, which was -73.95 lower than the previous day. The implied volatity was 30.52, the open interest changed by 982 which increased total open position to 1143
On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 251.35, which was -4.15 lower than the previous day. The implied volatity was 28.81, the open interest changed by 102 which increased total open position to 182
On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 265, which was -57.6 lower than the previous day. The implied volatity was 26.94, the open interest changed by 38 which increased total open position to 59
On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 270, which was -105.2 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 21
On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 369, which was 57.4 higher than the previous day. The implied volatity was 27.63, the open interest changed by -4 which decreased total open position to 23
On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 318.8, which was 8.45 higher than the previous day. The implied volatity was 27.29, the open interest changed by 19 which increased total open position to 27
On 17 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 305.5, which was 20.35 higher than the previous day. The implied volatity was 26.22, the open interest changed by 6 which increased total open position to 8
On 14 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 285.15, which was 44.05 higher than the previous day. The implied volatity was 26.48, the open interest changed by 1 which increased total open position to 2
On 13 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 241.1, which was -41.85 lower than the previous day. The implied volatity was 16.21, the open interest changed by 1 which increased total open position to 1
On 12 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 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.59
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Mar | 0.00 | 167.2 | -45 | 18.14 | 917 | -29 | 382 |
| 13 Mar | 0.00 | 212.15 | 79.75 | 20.69 | 4,339 | -71 | 411 |
| 12 Mar | 0.00 | 127.4 | -99.7 | 23.95 | 3,803 | 69 | 482 |
| 11 Mar | 0.00 | 225.35 | -25.35 | 26.97 | 1,422 | -40 | 413 |
| 10 Mar | 0.00 | 250.6 | 49.6 | 32.76 | 2,965 | -11 | 453 |
| 7 Mar | 0.00 | 205.4 | -57.65 | 29.68 | 3,792 | -37 | 466 |
| 6 Mar | 0.00 | 277.75 | -17.65 | 34.06 | 1,825 | -45 | 504 |
| 5 Mar | 0.00 | 295 | 133.8 | 34.65 | 7,479 | -49 | 600 |
| 4 Mar | 0.00 | 168.3 | 20.55 | 31.25 | 16,437 | -193 | 711 |
| 3 Mar | 0.00 | 109.95 | 4.05 | 30.77 | 19,700 | 6 | 1,424 |
| 28 Feb | 0.00 | 105.1 | 3.05 | 30.12 | 12,034 | 687 | 1,927 |
| 27 Feb | 0.00 | 104 | -57 | 29.71 | 13,063 | 617 | 1,553 |
| 26 Feb | 0.00 | 157 | -11.65 | 29.96 | 16,383 | 376 | 1,062 |
| 25 Feb | 0.00 | 168.3 | 60.7 | 31.46 | 11,336 | 248 | 825 |
| 24 Feb | 0.00 | 110 | -1.3 | 29.65 | 5,944 | 331 | 732 |
| 21 Feb | 0.00 | 101.75 | 39.25 | 27.59 | 3,029 | -290 | 415 |
| 20 Feb | 0.00 | 63.35 | -5.75 | 27.66 | 1,568 | 209 | 699 |
| 19 Feb | 0.00 | 65.5 | -21.35 | 26.77 | 1,354 | 52 | 532 |
| 18 Feb | 0.00 | 89.45 | -15.7 | 27.23 | 3,153 | 194 | 361 |
| 17 Feb | 0.00 | 106 | 3.6 | 28.77 | 678 | 167 | 170 |
| 14 Feb | 0.00 | 133 | 2.1 | 29.15 | 5 | 3 | 3 |
| 13 Feb | 0.00 | 77.15 | -82.8 | 21.62 | 3 | 1 | 0 |
| 12 Feb | 0.00 | 159.95 | 138.7 | 35.91 | 1 | 1 | 1 |
For Crude Oil Mini - strike price 6000 expiring on 17MAR2025
Delta for 6000 PE is -0.95
Historical price for 6000 PE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 167.2, which was -45 lower than the previous day. The implied volatity was 18.14, the open interest changed by -29 which decreased total open position to 382
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 212.15, which was 79.75 higher than the previous day. The implied volatity was 20.69, the open interest changed by -71 which decreased total open position to 411
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 127.4, which was -99.7 lower than the previous day. The implied volatity was 23.95, the open interest changed by 69 which increased total open position to 482
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 225.35, which was -25.35 lower than the previous day. The implied volatity was 26.97, the open interest changed by -40 which decreased total open position to 413
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 250.6, which was 49.6 higher than the previous day. The implied volatity was 32.76, the open interest changed by -11 which decreased total open position to 453
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 205.4, which was -57.65 lower than the previous day. The implied volatity was 29.68, the open interest changed by -37 which decreased total open position to 466
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 277.75, which was -17.65 lower than the previous day. The implied volatity was 34.06, the open interest changed by -45 which decreased total open position to 504
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 295, which was 133.8 higher than the previous day. The implied volatity was 34.65, the open interest changed by -49 which decreased total open position to 600
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 168.3, which was 20.55 higher than the previous day. The implied volatity was 31.25, the open interest changed by -193 which decreased total open position to 711
On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 109.95, which was 4.05 higher than the previous day. The implied volatity was 30.77, the open interest changed by 6 which increased total open position to 1424
On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 105.1, which was 3.05 higher than the previous day. The implied volatity was 30.12, the open interest changed by 687 which increased total open position to 1927
On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 104, which was -57 lower than the previous day. The implied volatity was 29.71, the open interest changed by 617 which increased total open position to 1553
On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 157, which was -11.65 lower than the previous day. The implied volatity was 29.96, the open interest changed by 376 which increased total open position to 1062
On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 168.3, which was 60.7 higher than the previous day. The implied volatity was 31.46, the open interest changed by 248 which increased total open position to 825
On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 110, which was -1.3 lower than the previous day. The implied volatity was 29.65, the open interest changed by 331 which increased total open position to 732
On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 101.75, which was 39.25 higher than the previous day. The implied volatity was 27.59, the open interest changed by -290 which decreased total open position to 415
On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 63.35, which was -5.75 lower than the previous day. The implied volatity was 27.66, the open interest changed by 209 which increased total open position to 699
On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 65.5, which was -21.35 lower than the previous day. The implied volatity was 26.77, the open interest changed by 52 which increased total open position to 532
On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 89.45, which was -15.7 lower than the previous day. The implied volatity was 27.23, the open interest changed by 194 which increased total open position to 361
On 17 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 106, which was 3.6 higher than the previous day. The implied volatity was 28.77, the open interest changed by 167 which increased total open position to 170
On 14 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 133, which was 2.1 higher than the previous day. The implied volatity was 29.15, the open interest changed by 3 which increased total open position to 3
On 13 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 77.15, which was -82.8 lower than the previous day. The implied volatity was 21.62, the open interest changed by 1 which increased total open position to 0
On 12 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 159.95, which was 138.7 higher than the previous day. The implied volatity was 35.91, the open interest changed by 1 which increased total open position to 1
