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

5802 -64.00 (-1.09%)

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Historical option data for CRUDEOILM

18 Mar 2025 11:29 PM IST
CRUDEOILM 16APR2025 6100 CE
Delta: 0.30
Vega: 5.76
Theta: -3.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Mar 0.00 93 -12.7 30.44 2,616 281 481
17 Mar 0.00 108.25 50 28.80 1,405 200 200
14 Mar 0.00 130 0 0.00 1 1 0
13 Mar 0.00 130 0 0.00 1 1 0
12 Mar 0.00 130 0 0.00 1 1 0
11 Mar 0.00 130 0 0.00 1 1 0
10 Mar 0.00 130 56.55 34.11 1 1 1
6 Mar 0.00 139.95 85.25 33.87 17 1 1
3 Mar 0.00 358.1 195.9 43.55 4 1 1


For Crude Oil Mini - strike price 6100 expiring on 16APR2025

Delta for 6100 CE is 0.30

Historical price for 6100 CE is as follows

On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 93, which was -12.7 lower than the previous day. The implied volatity was 30.44, the open interest changed by 281 which increased total open position to 481


On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 108.25, which was 50 higher than the previous day. The implied volatity was 28.80, the open interest changed by 200 which increased total open position to 200


On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 130, which was 56.55 higher than the previous day. The implied volatity was 34.11, the open interest changed by 1 which increased total open position to 1


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 139.95, which was 85.25 higher than the previous day. The implied volatity was 33.87, 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 358.1, which was 195.9 higher than the previous day. The implied volatity was 43.55, the open interest changed by 1 which increased total open position to 1


CRUDEOILM 16APR2025 6100 PE
Delta: -0.69
Vega: 5.84
Theta: -3.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Mar 0.00 386.25 56.45 31.86 156 23 35
17 Mar 0.00 323.9 12.3 28.69 20 12 12
14 Mar 0.00 0 0 0.00 0 0 0
13 Mar 0.00 0 0 0.00 0 0 0
12 Mar 0.00 0 0 0.00 0 0 0
11 Mar 0.00 0 0 0.00 0 0 0
10 Mar 0.00 0 0 0.00 0 0 0
6 Mar 0.00 0 0 0.00 0 0 0
3 Mar 0.00 0 0 0.00 0 0 0


For Crude Oil Mini - strike price 6100 expiring on 16APR2025

Delta for 6100 PE is -0.69

Historical price for 6100 PE is as follows

On 18 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 386.25, which was 56.45 higher than the previous day. The implied volatity was 31.86, the open interest changed by 23 which increased total open position to 35


On 17 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 323.9, which was 12.3 higher than the previous day. The implied volatity was 28.69, the open interest changed by 12 which increased total open position to 12


On 14 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 13 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 12 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 11 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 10 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 6 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