CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
11 Mar 2026 07:45 PM IST
| CRUDEOILM 17-MAR-2026 7850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 4.14
Theta: -56.08
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 7909.00 | 755.1 | 265.85 | 173.73 | 46,877 | 1,902 | 2,707 | |||||||||
|
|
||||||||||||||||
| 10 Mar | 7393.00 | 475 | -14.25 | 159.08 | 27,903 | 674 | 805 | |||||||||
| 9 Mar | 8801.00 | 1294.2 | -19.3501 | 145.03 | 699 | -201 | 131 | |||||||||
| 6 Mar | 8311.00 | 915.05 | -97 | 116.79 | 55,437 | 314 | 332 | |||||||||
| 5 Mar | 7353.00 | 380 | 18.3 | 107.54 | 529 | 18 | 18 | |||||||||
| 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 7850 expiring on 17MAR2026
Delta for 7850 CE is 0.56
Historical price for 7850 CE is as follows
On 11 Mar CRUDEOILM was trading at 7909.00. The strike last trading price was 755.1, which was 265.85 higher than the previous day. The implied volatity was 173.73, the open interest changed by 1902 which increased total open position to 2707
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 475, which was -14.25 lower than the previous day. The implied volatity was 159.08, the open interest changed by 674 which increased total open position to 805
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1294.2, which was -19.3501 lower than the previous day. The implied volatity was 145.03, the open interest changed by -201 which decreased total open position to 131
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 915.05, which was -97 lower than the previous day. The implied volatity was 116.79, the open interest changed by 314 which increased total open position to 332
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 380, which was 18.3 higher than the previous day. The implied volatity was 107.54, the open interest changed by 18 which increased total open position to 18
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
| CRUDEOILM 17MAR2026 7850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 4.14
Theta: -56.03
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 7909.00 | 689.5 | -227 | 173.58 | 50,102 | 2,164 | 2,516 |
| 10 Mar | 7393.00 | 900.05 | -16.45 | 151.28 | 39,525 | 18 | 352 |
| 9 Mar | 8801.00 | 387.9 | -5.15 | 153.75 | 7,635 | 85 | 334 |
| 6 Mar | 8311.00 | 450.05 | -47.05 | 116.05 | 15,355 | 249 | 249 |
| 5 Mar | 7353.00 | 1187 | 42 | - | 24 | 7 | 0 |
| 4 Mar | 6925.00 | 1187 | 42 | - | 24 | 7 | 0 |
| 3 Mar | 6974.00 | 1187 | -164.4 | 112.93 | 10 | 5 | 0 |
| 2 Mar | 6524.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil Mini - strike price 7850 expiring on 17MAR2026
Delta for 7850 PE is -0.44
Historical price for 7850 PE is as follows
On 11 Mar CRUDEOILM was trading at 7909.00. The strike last trading price was 689.5, which was -227 lower than the previous day. The implied volatity was 173.58, the open interest changed by 2164 which increased total open position to 2516
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 900.05, which was -16.45 lower than the previous day. The implied volatity was 151.28, the open interest changed by 18 which increased total open position to 352
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 387.9, which was -5.15 lower than the previous day. The implied volatity was 153.75, the open interest changed by 85 which increased total open position to 334
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 450.05, which was -47.05 lower than the previous day. The implied volatity was 116.05, the open interest changed by 249 which increased total open position to 249
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 1187, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 1187, which was 42 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 1187, which was -164.4 lower than the previous day. The implied volatity was 112.93, the open interest changed by 5 which increased 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
