CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
04 Mar 2026 08:52 PM IST
| CRUDEOILM 17-MAR-2026 6800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 5.18
Theta: -18.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 6855.00 | 534.9 | -47.35 | 97.21 | 27,254 | -1,116 | 3,989 | |||||||||
| 3 Mar | 6974.00 | 581.5 | 278.25 | 90.32 | 21,907 | -2,974 | 2,081 | |||||||||
| 2 Mar | 6524.00 | 315.6 | 12.35 | 81.13 | 61,520 | 4,697 | 5,105 | |||||||||
| 27 Feb | 6101.00 | 183 | -1 | 78.16 | 8,303 | -48 | 408 | |||||||||
| 26 Feb | 6040.00 | 161 | -7.75 | 75.13 | 3,941 | -198 | 456 | |||||||||
| 25 Feb | 5995.00 | 146.85 | 0.65 | 72.78 | 3,831 | 19 | 654 | |||||||||
| 24 Feb | 6027.00 | 146.05 | 3.8 | 69.11 | 3,461 | 175 | 635 | |||||||||
| 23 Feb | 6050.00 | 169.75 | -1.45 | 71.07 | 4,652 | 99 | 460 | |||||||||
| 20 Feb | 6040.00 | 174.95 | -8.95 | 68.2 | 2,768 | 21 | 361 | |||||||||
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| 19 Feb | 6012.00 | 171.1 | -9.25 | 65.42 | 7,755 | 17 | 341 | |||||||||
| 18 Feb | 5901.00 | 123.2 | -0.8 | 62.15 | 8,380 | 323 | 324 | |||||||||
| 17 Feb | 5655.00 | 35 | 10.45 | 48.72 | 2 | 1 | 1 | |||||||||
| 16 Feb | 5794.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 5723.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 5691.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 5905.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5806.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 5861.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 5828.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 5738.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 5897.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 5714.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 5632.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 5986.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 5933.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 6021.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 5811.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 5705.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 5616.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 5447.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 5575.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 6800 expiring on 17MAR2026
Delta for 6800 CE is 0.55
Historical price for 6800 CE is as follows
On 4 Mar CRUDEOILM was trading at 6855.00. The strike last trading price was 534.9, which was -47.35 lower than the previous day. The implied volatity was 97.21, the open interest changed by -1116 which decreased total open position to 3989
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 581.5, which was 278.25 higher than the previous day. The implied volatity was 90.32, the open interest changed by -2974 which decreased total open position to 2081
On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 315.6, which was 12.35 higher than the previous day. The implied volatity was 81.13, the open interest changed by 4697 which increased total open position to 5105
On 27 Feb CRUDEOILM was trading at 6101.00. The strike last trading price was 183, which was -1 lower than the previous day. The implied volatity was 78.16, the open interest changed by -48 which decreased total open position to 408
On 26 Feb CRUDEOILM was trading at 6040.00. The strike last trading price was 161, which was -7.75 lower than the previous day. The implied volatity was 75.13, the open interest changed by -198 which decreased total open position to 456
On 25 Feb CRUDEOILM was trading at 5995.00. The strike last trading price was 146.85, which was 0.65 higher than the previous day. The implied volatity was 72.78, the open interest changed by 19 which increased total open position to 654
On 24 Feb CRUDEOILM was trading at 6027.00. The strike last trading price was 146.05, which was 3.8 higher than the previous day. The implied volatity was 69.11, the open interest changed by 175 which increased total open position to 635
On 23 Feb CRUDEOILM was trading at 6050.00. The strike last trading price was 169.75, which was -1.45 lower than the previous day. The implied volatity was 71.07, the open interest changed by 99 which increased total open position to 460
On 20 Feb CRUDEOILM was trading at 6040.00. The strike last trading price was 174.95, which was -8.95 lower than the previous day. The implied volatity was 68.2, the open interest changed by 21 which increased total open position to 361
On 19 Feb CRUDEOILM was trading at 6012.00. The strike last trading price was 171.1, which was -9.25 lower than the previous day. The implied volatity was 65.42, the open interest changed by 17 which increased total open position to 341
On 18 Feb CRUDEOILM was trading at 5901.00. The strike last trading price was 123.2, which was -0.8 lower than the previous day. The implied volatity was 62.15, the open interest changed by 323 which increased total open position to 324
On 17 Feb CRUDEOILM was trading at 5655.00. The strike last trading price was 35, which was 10.45 higher than the previous day. The implied volatity was 48.72, the open interest changed by 1 which increased total open position to 1
On 16 Feb CRUDEOILM was trading at 5794.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb CRUDEOILM was trading at 5723.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb CRUDEOILM was trading at 5691.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb CRUDEOILM was trading at 5905.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb CRUDEOILM was trading at 5806.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb CRUDEOILM was trading at 5861.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb CRUDEOILM was trading at 5828.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb CRUDEOILM was trading at 5738.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb CRUDEOILM was trading at 5897.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb CRUDEOILM was trading at 5714.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb CRUDEOILM was trading at 5632.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CRUDEOILM was trading at 5986.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan CRUDEOILM was trading at 5933.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan CRUDEOILM was trading at 6021.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CRUDEOILM was trading at 5811.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan CRUDEOILM was trading at 5705.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan CRUDEOILM was trading at 5616.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan CRUDEOILM was trading at 5447.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan CRUDEOILM was trading at 5575.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CRUDEOILM 17MAR2026 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 5.18
Theta: -18.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 6855.00 | 480.35 | 68.9 | 97.68 | 72,386 | 5,306 | 5,408 |
| 3 Mar | 6974.00 | 414.6 | -197.35 | 91.64 | 41,104 | 1,367 | 1,224 |
| 2 Mar | 6524.00 | 600 | -11.95 | 82.73 | 3,315 | 102 | 102 |
| 27 Feb | 6101.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 6040.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 5995.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 6027.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 6050.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 6040.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 6012.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 5901.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 5655.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 5794.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 5723.00 | - | - | - | 0 | 0 | 0 |
| 12 Feb | 5691.00 | - | - | - | 0 | 0 | 0 |
| 11 Feb | 5905.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 5806.00 | - | - | - | 0 | 0 | 0 |
| 9 Feb | 5861.00 | - | - | - | 0 | 0 | 0 |
| 6 Feb | 5828.00 | - | - | - | 0 | 0 | 0 |
| 5 Feb | 5738.00 | - | - | - | 0 | 0 | 0 |
| 4 Feb | 5897.00 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 5714.00 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 5632.00 | - | - | - | 0 | 0 | 0 |
| 1 Feb | 5986.00 | - | - | - | 0 | 0 | 0 |
| 30 Jan | 5933.00 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 6021.00 | - | - | - | 0 | 0 | 0 |
| 28 Jan | 5811.00 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 5705.00 | - | - | - | 0 | 0 | 0 |
| 23 Jan | 5616.00 | - | - | - | 0 | 0 | 0 |
| 22 Jan | 5447.00 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 5575.00 | - | - | - | 0 | 0 | 0 |
For Crude Oil Mini - strike price 6800 expiring on 17MAR2026
Delta for 6800 PE is -0.45
Historical price for 6800 PE is as follows
On 4 Mar CRUDEOILM was trading at 6855.00. The strike last trading price was 480.35, which was 68.9 higher than the previous day. The implied volatity was 97.68, the open interest changed by 5306 which increased total open position to 5408
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 414.6, which was -197.35 lower than the previous day. The implied volatity was 91.64, the open interest changed by 1367 which increased total open position to 1224
On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 600, which was -11.95 lower than the previous day. The implied volatity was 82.73, the open interest changed by 102 which increased total open position to 102
On 27 Feb CRUDEOILM was trading at 6101.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb CRUDEOILM was trading at 6040.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb CRUDEOILM was trading at 5995.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb CRUDEOILM was trading at 6027.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb CRUDEOILM was trading at 6050.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb CRUDEOILM was trading at 6040.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb CRUDEOILM was trading at 6012.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb CRUDEOILM was trading at 5901.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb CRUDEOILM was trading at 5655.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb CRUDEOILM was trading at 5794.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb CRUDEOILM was trading at 5723.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb CRUDEOILM was trading at 5691.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb CRUDEOILM was trading at 5905.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb CRUDEOILM was trading at 5806.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb CRUDEOILM was trading at 5861.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb CRUDEOILM was trading at 5828.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb CRUDEOILM was trading at 5738.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb CRUDEOILM was trading at 5897.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb CRUDEOILM was trading at 5714.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb CRUDEOILM was trading at 5632.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb CRUDEOILM was trading at 5986.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan CRUDEOILM was trading at 5933.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan CRUDEOILM was trading at 6021.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan CRUDEOILM was trading at 5811.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Jan CRUDEOILM was trading at 5705.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan CRUDEOILM was trading at 5616.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan CRUDEOILM was trading at 5447.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan CRUDEOILM was trading at 5575.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
