CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
11 Mar 2026 09:22 PM IST
| CRUDEOILM 17-MAR-2026 7800 CE | ||||||||||||||||
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Delta: 0.6
Vega: 4.1
Theta: -52.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 11 Mar | 8048.00 | 807.15 | 294.55 | 163.31 | 69,094 | 345 | 2,729 | |||||||||
| 10 Mar | 7393.00 | 486.9 | -25.7 | 157.63 | 53,033 | 2,062 | 2,384 | |||||||||
| 9 Mar | 8801.00 | 1351.1 | 0.2999 | 159.88 | 1,771 | -560 | 322 | |||||||||
| 6 Mar | 8311.00 | 966.9 | -60.5499 | 121.1 | 1,17,991 | 118 | 882 | |||||||||
| 5 Mar | 7353.00 | 398 | 25.45 | 107.74 | 13,801 | -101 | 764 | |||||||||
| 4 Mar | 6925.00 | 229.55 | -12.25 | 100.77 | 21,577 | 865 | 865 | |||||||||
| 3 Mar | 6974.00 | 269.6 | 267.45 | 102.2 | 4,891 | 680 | 743 | |||||||||
| 2 Mar | 6524.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 7800 expiring on 17MAR2026
Delta for 7800 CE is 0.6
Historical price for 7800 CE is as follows
On 11 Mar CRUDEOILM was trading at 8048.00. The strike last trading price was 807.15, which was 294.55 higher than the previous day. The implied volatity was 163.31, the open interest changed by 345 which increased total open position to 2729
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 486.9, which was -25.7 lower than the previous day. The implied volatity was 157.63, the open interest changed by 2062 which increased total open position to 2384
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1351.1, which was 0.2999 higher than the previous day. The implied volatity was 159.88, the open interest changed by -560 which decreased total open position to 322
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 966.9, which was -60.5499 lower than the previous day. The implied volatity was 121.1, the open interest changed by 118 which increased total open position to 882
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 398, which was 25.45 higher than the previous day. The implied volatity was 107.74, the open interest changed by -101 which decreased total open position to 764
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 229.55, which was -12.25 lower than the previous day. The implied volatity was 100.77, the open interest changed by 865 which increased total open position to 865
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 269.6, which was 267.45 higher than the previous day. The implied volatity was 102.2, the open interest changed by 680 which increased total open position to 743
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
| CRUDEOILM 17MAR2026 7800 PE | |||||||
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Delta: -0.4
Vega: 4.1
Theta: -53.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 8048.00 | 576 | -309.95 | 166.2 | 66,438 | 1,463 | 2,840 |
| 10 Mar | 7393.00 | 870.05 | -15.9 | 151.84 | 75,903 | 624 | 1,377 |
| 9 Mar | 8801.00 | 347.2 | -19.45 | 156.92 | 20,541 | -506 | 753 |
| 6 Mar | 8311.00 | 450 | -33.3 | 119.99 | 46,060 | 1,259 | 1,259 |
| 5 Mar | 7353.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 7800 expiring on 17MAR2026
Delta for 7800 PE is -0.4
Historical price for 7800 PE is as follows
On 11 Mar CRUDEOILM was trading at 8048.00. The strike last trading price was 576, which was -309.95 lower than the previous day. The implied volatity was 166.2, the open interest changed by 1463 which increased total open position to 2840
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 870.05, which was -15.9 lower than the previous day. The implied volatity was 151.84, the open interest changed by 624 which increased total open position to 1377
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 347.2, which was -19.45 lower than the previous day. The implied volatity was 156.92, the open interest changed by -506 which decreased total open position to 753
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 450, which was -33.3 lower than the previous day. The implied volatity was 119.99, the open interest changed by 1259 which increased total open position to 1259
On 5 Mar CRUDEOILM was trading at 7353.00. 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 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
