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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 6400 CE
Delta: 0.01
Vega: 0.08
Theta: -0.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 0.35 -0.9 37.81 169 -126 805
13 Mar 0.00 1.7 -1.45 43.50 1,234 -209 931
12 Mar 0.00 3.2 -1.15 36.09 1,454 -4 1,140
11 Mar 0.00 4.5 -2.9 41.98 826 -123 1,144
10 Mar 0.00 7.9 -2.8 43.87 859 157 1,267
7 Mar 0.00 11 -1.3 35.78 1,994 35 1,161
6 Mar 0.00 11.95 -5.55 38.63 1,048 -95 1,081
5 Mar 0.00 17.45 -5.8 41.24 1,539 47 1,176
4 Mar 0.00 22.8 -8.6 32.65 1,644 151 1,141
3 Mar 0.00 39.55 -11.95 30.00 2,612 129 896
28 Feb 0.00 51.05 -6.15 27.89 1,264 -40 785
27 Feb 0.00 56.3 17.75 27.81 2,278 -70 847
26 Feb 0.00 39.65 -7.6 29.09 683 -12 944
25 Feb 0.00 48.35 -23.4 30.43 3,947 246 982
24 Feb 0.00 70.05 -7.85 27.71 2,695 -43 777
21 Feb 0.00 80.55 -52.65 26.72 4,327 554 1,058
20 Feb 0.00 132.35 8.05 25.65 6,529 214 556
19 Feb 0.00 128.4 19.6 25.66 4,089 128 358
18 Feb 0.00 104.9 -4.75 25.79 3,316 178 250
17 Feb 0.00 106.4 -53.05 26.34 231 68 73
14 Feb 0.00 209.95 111.95 42.50 9 2 5
13 Feb 0.00 91 20.5 23.30 3 3 3
12 Feb 0.00 0 0 0.00 0 0 0


For Crude Oil Mini - strike price 6400 expiring on 17MAR2025

Delta for 6400 CE is 0.01

Historical price for 6400 CE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 0.35, which was -0.9 lower than the previous day. The implied volatity was 37.81, the open interest changed by -126 which decreased total open position to 805


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 1.7, which was -1.45 lower than the previous day. The implied volatity was 43.50, the open interest changed by -209 which decreased total open position to 931


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 3.2, which was -1.15 lower than the previous day. The implied volatity was 36.09, the open interest changed by -4 which decreased total open position to 1140


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 4.5, which was -2.9 lower than the previous day. The implied volatity was 41.98, the open interest changed by -123 which decreased total open position to 1144


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 7.9, which was -2.8 lower than the previous day. The implied volatity was 43.87, the open interest changed by 157 which increased total open position to 1267


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 11, which was -1.3 lower than the previous day. The implied volatity was 35.78, the open interest changed by 35 which increased total open position to 1161


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 11.95, which was -5.55 lower than the previous day. The implied volatity was 38.63, the open interest changed by -95 which decreased total open position to 1081


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 17.45, which was -5.8 lower than the previous day. The implied volatity was 41.24, the open interest changed by 47 which increased total open position to 1176


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 22.8, which was -8.6 lower than the previous day. The implied volatity was 32.65, the open interest changed by 151 which increased total open position to 1141


On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 39.55, which was -11.95 lower than the previous day. The implied volatity was 30.00, the open interest changed by 129 which increased total open position to 896


On 28 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 51.05, which was -6.15 lower than the previous day. The implied volatity was 27.89, the open interest changed by -40 which decreased total open position to 785


On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 56.3, which was 17.75 higher than the previous day. The implied volatity was 27.81, the open interest changed by -70 which decreased total open position to 847


On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 39.65, which was -7.6 lower than the previous day. The implied volatity was 29.09, the open interest changed by -12 which decreased total open position to 944


On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 48.35, which was -23.4 lower than the previous day. The implied volatity was 30.43, the open interest changed by 246 which increased total open position to 982


On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 70.05, which was -7.85 lower than the previous day. The implied volatity was 27.71, the open interest changed by -43 which decreased total open position to 777


On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 80.55, which was -52.65 lower than the previous day. The implied volatity was 26.72, the open interest changed by 554 which increased total open position to 1058


On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 132.35, which was 8.05 higher than the previous day. The implied volatity was 25.65, the open interest changed by 214 which increased total open position to 556


On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 128.4, which was 19.6 higher than the previous day. The implied volatity was 25.66, the open interest changed by 128 which increased total open position to 358


On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 104.9, which was -4.75 lower than the previous day. The implied volatity was 25.79, the open interest changed by 178 which increased total open position to 250


On 17 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 106.4, which was -53.05 lower than the previous day. The implied volatity was 26.34, the open interest changed by 68 which increased total open position to 73


On 14 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 209.95, which was 111.95 higher than the previous day. The implied volatity was 42.50, the open interest changed by 2 which increased total open position to 5


On 13 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 91, which was 20.5 higher than the previous day. The implied volatity was 23.30, the open interest changed by 3 which increased total open position to 3


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 6400 PE
Delta: -0.92
Vega: 0.78
Theta: -7.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Mar 0.00 572.05 26.55 66.15 17 2 44
13 Mar 0.00 561.5 -28.5 - 7 42 42
12 Mar 0.00 590 -17.3 92.63 1 45 0
11 Mar 0.00 540 -47.45 0.00 7 45 0
10 Mar 0.00 540 -47.45 0.00 7 45 0
7 Mar 0.00 540 -76.05 - 7 45 45
6 Mar 0.00 716 83.8 0.00 7 45 0
5 Mar 0.00 716 274.7 66.77 7 45 45
4 Mar 0.00 428 78.2 0.00 10 3 0
3 Mar 0.00 347.6 2.6 26.28 7 3 48
28 Feb 0.00 340 -3.55 30.24 2 -1 45
27 Feb 0.00 317.75 -88.5 25.83 22 5 48
26 Feb 0.00 406.25 0 23.94 1 1 43
25 Feb 0.00 420.65 78.5 28.21 28 -3 45
24 Feb 0.00 327.8 9.85 28.45 29 3 48
21 Feb 0.00 310.3 94.45 26.14 642 -45 45
20 Feb 0.00 213.65 -16.5 25.24 449 56 128
19 Feb 0.00 228 -43.65 25.45 516 95 112
18 Feb 0.00 268.2 -42.8 24.58 16 8 17
17 Feb 0.00 330 58.6 32.23 13 9 9
14 Feb 0.00 0 0 0.00 0 0 0
13 Feb 0.00 0 0 0.00 0 0 0
12 Feb 0.00 0 0 0.00 0 0 0


For Crude Oil Mini - strike price 6400 expiring on 17MAR2025

Delta for 6400 PE is -0.92

Historical price for 6400 PE is as follows

On 14 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 572.05, which was 26.55 higher than the previous day. The implied volatity was 66.15, the open interest changed by 2 which increased total open position to 44


On 13 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 561.5, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 42


On 12 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 590, which was -17.3 lower than the previous day. The implied volatity was 92.63, the open interest changed by 45 which increased total open position to 0


On 11 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 540, which was -47.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0


On 10 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 540, which was -47.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0


On 7 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 540, which was -76.05 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45


On 6 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 716, which was 83.8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0


On 5 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 716, which was 274.7 higher than the previous day. The implied volatity was 66.77, the open interest changed by 45 which increased total open position to 45


On 4 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 428, which was 78.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 3 Mar CRUDEOILM was trading at 0.00. The strike last trading price was 347.6, which was 2.6 higher than the previous day. The implied volatity was 26.28, 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 340, which was -3.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by -1 which decreased total open position to 45


On 27 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 317.75, which was -88.5 lower than the previous day. The implied volatity was 25.83, the open interest changed by 5 which increased total open position to 48


On 26 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 406.25, which was 0 lower than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 43


On 25 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 420.65, which was 78.5 higher than the previous day. The implied volatity was 28.21, the open interest changed by -3 which decreased total open position to 45


On 24 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 327.8, which was 9.85 higher than the previous day. The implied volatity was 28.45, the open interest changed by 3 which increased total open position to 48


On 21 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 310.3, which was 94.45 higher than the previous day. The implied volatity was 26.14, the open interest changed by -45 which decreased total open position to 45


On 20 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 213.65, which was -16.5 lower than the previous day. The implied volatity was 25.24, the open interest changed by 56 which increased total open position to 128


On 19 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 228, which was -43.65 lower than the previous day. The implied volatity was 25.45, the open interest changed by 95 which increased total open position to 112


On 18 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 268.2, which was -42.8 lower than the previous day. The implied volatity was 24.58, the open interest changed by 8 which increased total open position to 17


On 17 Feb CRUDEOILM was trading at 0.00. The strike last trading price was 330, which was 58.6 higher than the previous day. The implied volatity was 32.23, the open interest changed by 9 which increased total open position to 9


On 14 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 13 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 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