CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
06 Mar 2026 11:58 PM IST
| CRUDEOILM 17-MAR-2026 7400 CE | ||||||||||||||||
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Delta: 0.76
Vega: 4.55
Theta: -22.25
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 6 Mar | 8311.00 | 1163.7 | -102.2001 | 109.74 | 50,145 | -1,548 | 632 | |||||||||
| 5 Mar | 7353.00 | 516.75 | 16.6 | 100.37 | 32,434 | 394 | 2,182 | |||||||||
| 4 Mar | 6925.00 | 302.85 | -27.1 | 93.02 | 16,614 | 1,455 | 1,788 | |||||||||
| 3 Mar | 6974.00 | 370 | 194.9 | 98.56 | 18,373 | 1,540 | 1,832 | |||||||||
| 2 Mar | 6524.00 | 186.2 | 11.1 | 89.9 | 2,678 | 333 | 333 | |||||||||
For Crude Oil Mini - strike price 7400 expiring on 17MAR2026
Delta for 7400 CE is 0.76
Historical price for 7400 CE is as follows
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 1163.7, which was -102.2001 lower than the previous day. The implied volatity was 109.74, the open interest changed by -1548 which decreased total open position to 632
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 516.75, which was 16.6 higher than the previous day. The implied volatity was 100.37, the open interest changed by 394 which increased total open position to 2182
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 302.85, which was -27.1 lower than the previous day. The implied volatity was 93.02, the open interest changed by 1455 which increased total open position to 1788
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 370, which was 194.9 higher than the previous day. The implied volatity was 98.56, the open interest changed by 1540 which increased total open position to 1832
On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 186.2, which was 11.1 higher than the previous day. The implied volatity was 89.9, the open interest changed by 333 which increased total open position to 333
| CRUDEOILM 17MAR2026 7400 PE | |||||||
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Delta: -0.25
Vega: 4.67
Theta: -24.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 8311.00 | 292 | -11.8 | 118.26 | 32,986 | 1,089 | 1,236 |
| 5 Mar | 7353.00 | 570.3 | -9.95 | 101.59 | 1,762 | 147 | 147 |
| 4 Mar | 6925.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 6974.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 6524.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil Mini - strike price 7400 expiring on 17MAR2026
Delta for 7400 PE is -0.25
Historical price for 7400 PE is as follows
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 292, which was -11.8 lower than the previous day. The implied volatity was 118.26, the open interest changed by 1089 which increased total open position to 1236
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 570.3, which was -9.95 lower than the previous day. The implied volatity was 101.59, the open interest changed by 147 which increased total open position to 147
On 4 Mar CRUDEOILM was trading at 6925.00. 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 3 Mar CRUDEOILM was trading at 6974.00. 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 2 Mar CRUDEOILM was trading at 6524.00. 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
