CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
14 Mar 2025 11:29 PM IST
| CRUDEOILM 17MAR2025 6400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.08
Theta: -0.49
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.78
Theta: -7.98
Gamma: 0.00
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| 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
