CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
14 Mar 2025 11:29 PM IST
| CRUDEOILM 17MAR2025 6300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.35
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Mar | 0.00 | 2.35 | -0.4 | 41.46 | 975 | 128 | 6,703 | |||
| 13 Mar | 0.00 | 2.55 | -3.8 | 40.09 | 3,389 | -234 | 6,575 | |||
| 12 Mar | 0.00 | 6.8 | 0.6 | 35.14 | 3,065 | -552 | 6,809 | |||
| 11 Mar | 0.00 | 6.25 | -4.05 | 38.94 | 1,935 | -180 | 7,361 | |||
| 10 Mar | 0.00 | 10.2 | -4.75 | 40.66 | 2,347 | 149 | 7,541 | |||
| 7 Mar | 0.00 | 14.65 | -1.35 | 33.20 | 4,577 | 16 | 7,390 | |||
| 6 Mar | 0.00 | 16.05 | -5.3 | 36.58 | 3,156 | -539 | 7,436 | |||
| 5 Mar | 0.00 | 22.95 | -10.15 | 39.40 | 2,930 | 112 | 8,020 | |||
| 4 Mar | 0.00 | 32.2 | -12.7 | 31.06 | 5,375 | 647 | 8,015 | |||
| 3 Mar | 0.00 | 60 | -18.25 | 29.53 | 8,154 | 312 | 7,166 | |||
| 28 Feb | 0.00 | 77.5 | -9.3 | 27.92 | 8,223 | 269 | 7,103 | |||
| 27 Feb | 0.00 | 84.6 | 29.4 | 27.96 | 5,347 | -255 | 6,910 | |||
| 26 Feb | 0.00 | 58.05 | -10.65 | 28.72 | 2,623 | 104 | 7,228 | |||
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| 25 Feb | 0.00 | 68.7 | -34.75 | 30.14 | 6,858 | 608 | 7,323 | |||
| 24 Feb | 0.00 | 100.9 | -8.75 | 27.84 | 6,718 | 45 | 7,075 | |||
| 21 Feb | 0.00 | 112.25 | -67.9 | 26.62 | 17,393 | 6,419 | 7,413 | |||
| 20 Feb | 0.00 | 178.4 | 9 | 25.73 | 19,919 | -140 | 1,047 | |||
| 19 Feb | 0.00 | 176.05 | 27.6 | 26.20 | 14,115 | 579 | 1,425 | |||
| 18 Feb | 0.00 | 144.45 | -1.65 | 26.03 | 13,204 | 898 | 1,081 | |||
| 17 Feb | 0.00 | 145.9 | 75.7 | 26.69 | 380 | 106 | 106 | |||
| 14 Feb | 0.00 | 10 | 0 | 0.00 | 1 | 1 | 0 | |||
| 13 Feb | 0.00 | 10 | -96.55 | 5.85 | 1 | 1 | 1 | |||
| 12 Feb | 0.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Crude Oil Mini - strike price 6300 expiring on 17MAR2025
Delta for 6300 CE is 0.03
Historical price for 6300 CE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 2.35, which was -0.4 lower than the previous day. The implied volatity was 41.46, the open interest changed by 128 which increased total open position to 6703
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 2.55, which was -3.8 lower than the previous day. The implied volatity was 40.09, the open interest changed by -234 which decreased total open position to 6575
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 6.8, which was 0.6 higher than the previous day. The implied volatity was 35.14, the open interest changed by -552 which decreased total open position to 6809
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 6.25, which was -4.05 lower than the previous day. The implied volatity was 38.94, the open interest changed by -180 which decreased total open position to 7361
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 10.2, which was -4.75 lower than the previous day. The implied volatity was 40.66, the open interest changed by 149 which increased total open position to 7541
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 14.65, which was -1.35 lower than the previous day. The implied volatity was 33.20, the open interest changed by 16 which increased total open position to 7390
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 16.05, which was -5.3 lower than the previous day. The implied volatity was 36.58, the open interest changed by -539 which decreased total open position to 7436
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 22.95, which was -10.15 lower than the previous day. The implied volatity was 39.40, the open interest changed by 112 which increased total open position to 8020
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 32.2, which was -12.7 lower than the previous day. The implied volatity was 31.06, the open interest changed by 647 which increased total open position to 8015
On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 60, which was -18.25 lower than the previous day. The implied volatity was 29.53, the open interest changed by 312 which increased total open position to 7166
On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 77.5, which was -9.3 lower than the previous day. The implied volatity was 27.92, the open interest changed by 269 which increased total open position to 7103
On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 84.6, which was 29.4 higher than the previous day. The implied volatity was 27.96, the open interest changed by -255 which decreased total open position to 6910
On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 58.05, which was -10.65 lower than the previous day. The implied volatity was 28.72, the open interest changed by 104 which increased total open position to 7228
On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 68.7, which was -34.75 lower than the previous day. The implied volatity was 30.14, the open interest changed by 608 which increased total open position to 7323
On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 100.9, which was -8.75 lower than the previous day. The implied volatity was 27.84, the open interest changed by 45 which increased total open position to 7075
On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 112.25, which was -67.9 lower than the previous day. The implied volatity was 26.62, the open interest changed by 6419 which increased total open position to 7413
On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 178.4, which was 9 higher than the previous day. The implied volatity was 25.73, the open interest changed by -140 which decreased total open position to 1047
On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 176.05, which was 27.6 higher than the previous day. The implied volatity was 26.20, the open interest changed by 579 which increased total open position to 1425
On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 144.45, which was -1.65 lower than the previous day. The implied volatity was 26.03, the open interest changed by 898 which increased total open position to 1081
On 17 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 145.9, which was 75.7 higher than the previous day. The implied volatity was 26.69, the open interest changed by 106 which increased total open position to 106
On 14 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 10, 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 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 10, which was -96.55 lower than the previous day. The implied volatity was 5.85, 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 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.26
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Mar | 0.00 | 461.5 | 40.85 | 38.59 | 7 | 0 | 117 |
| 13 Mar | 0.00 | 477.75 | 1.5 | - | 16 | -1 | 117 |
| 12 Mar | 0.00 | 398 | -109.45 | 25.11 | 6 | 118 | 118 |
| 11 Mar | 0.00 | 400 | 0 | 0.00 | 1 | -1 | 0 |
| 10 Mar | 0.00 | 400 | -121.85 | - | 1 | -1 | 118 |
| 7 Mar | 0.00 | 448 | -69.1 | 19.98 | 13 | 119 | 119 |
| 6 Mar | 0.00 | 494.7 | 22.95 | 0.00 | 78 | -25 | 0 |
| 5 Mar | 0.00 | 494.7 | 105.3 | - | 78 | -25 | 121 |
| 4 Mar | 0.00 | 271.05 | -57.4 | - | 91 | -8 | 150 |
| 3 Mar | 0.00 | 280.95 | 20.7 | 29.77 | 483 | -13 | 172 |
| 28 Feb | 0.00 | 255.85 | 4 | 27.79 | 422 | 20 | 208 |
| 27 Feb | 0.00 | 251 | -96.05 | 27.25 | 186 | 21 | 189 |
| 26 Feb | 0.00 | 345 | -3.25 | 29.38 | 114 | 11 | 175 |
| 25 Feb | 0.00 | 349.6 | 96.55 | 30.11 | 1,213 | -76 | 174 |
| 24 Feb | 0.00 | 257.1 | 1.05 | 28.23 | 646 | 1 | 266 |
| 21 Feb | 0.00 | 246.3 | 84.4 | 26.79 | 10,907 | -1,506 | 347 |
| 20 Feb | 0.00 | 162.8 | -14.2 | 25.79 | 12,873 | 1,292 | 2,200 |
| 19 Feb | 0.00 | 171.5 | -33.75 | 25.38 | 9,632 | 775 | 1,145 |
| 18 Feb | 0.00 | 216 | -33.5 | 26.11 | 3,475 | 482 | 491 |
| 17 Feb | 0.00 | 240 | -11.65 | 28.02 | 11 | 6 | 9 |
| 14 Feb | 0.00 | 299.95 | 74.6 | 31.49 | 3 | 0 | 3 |
| 13 Feb | 0.00 | 225.35 | 57.55 | 22.80 | 1 | 1 | 3 |
| 12 Feb | 0.00 | 200 | 96.45 | 22.66 | 4 | 2 | 2 |
For Crude Oil Mini - strike price 6300 expiring on 17MAR2025
Delta for 6300 PE is -0.98
Historical price for 6300 PE is as follows
On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 461.5, which was 40.85 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 117
On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 477.75, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 117
On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 398, which was -109.45 lower than the previous day. The implied volatity was 25.11, the open interest changed by 118 which increased total open position to 118
On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 400, which was -121.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 118
On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 448, which was -69.1 lower than the previous day. The implied volatity was 19.98, the open interest changed by 119 which increased total open position to 119
On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 494.7, which was 22.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by -25 which decreased total open position to 0
On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 494.7, which was 105.3 higher than the previous day. The implied volatity was -, the open interest changed by -25 which decreased total open position to 121
On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 271.05, which was -57.4 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 150
On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 280.95, which was 20.7 higher than the previous day. The implied volatity was 29.77, the open interest changed by -13 which decreased total open position to 172
On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 255.85, which was 4 higher than the previous day. The implied volatity was 27.79, the open interest changed by 20 which increased total open position to 208
On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 251, which was -96.05 lower than the previous day. The implied volatity was 27.25, the open interest changed by 21 which increased total open position to 189
On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 345, which was -3.25 lower than the previous day. The implied volatity was 29.38, the open interest changed by 11 which increased total open position to 175
On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 349.6, which was 96.55 higher than the previous day. The implied volatity was 30.11, the open interest changed by -76 which decreased total open position to 174
On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 257.1, which was 1.05 higher than the previous day. The implied volatity was 28.23, the open interest changed by 1 which increased total open position to 266
On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 246.3, which was 84.4 higher than the previous day. The implied volatity was 26.79, the open interest changed by -1506 which decreased total open position to 347
On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 162.8, which was -14.2 lower than the previous day. The implied volatity was 25.79, the open interest changed by 1292 which increased total open position to 2200
On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 171.5, which was -33.75 lower than the previous day. The implied volatity was 25.38, the open interest changed by 775 which increased total open position to 1145
On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 216, which was -33.5 lower than the previous day. The implied volatity was 26.11, the open interest changed by 482 which increased total open position to 491
On 17 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 240, which was -11.65 lower than the previous day. The implied volatity was 28.02, the open interest changed by 6 which increased total open position to 9
On 14 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 299.95, which was 74.6 higher than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 3
On 13 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 225.35, which was 57.55 higher than the previous day. The implied volatity was 22.80, the open interest changed by 1 which increased total open position to 3
On 12 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 200, which was 96.45 higher than the previous day. The implied volatity was 22.66, the open interest changed by 2 which increased total open position to 2
