CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
11 Mar 2026 11:35 PM IST
| CRUDEOILM 17-MAR-2026 7900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 4.12
Theta: -52.38
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 8120.00 | 778.35 | -6.5 | 158.79 | 1,31,482 | 921 | 2,518 | |||||||||
| 10 Mar | 7393.00 | 440.3 | -34.65 | 154.83 | 41,288 | 1,316 | 1,597 | |||||||||
| 9 Mar | 8801.00 | 1285.5 | -21 | 150.5 | 2,129 | -442 | 289 | |||||||||
| 6 Mar | 8311.00 | 895.45 | -64.7 | 118.36 | 1,01,247 | 202 | 731 | |||||||||
|
|
||||||||||||||||
| 5 Mar | 7353.00 | 366 | 28.75 | 108 | 9,398 | -286 | 529 | |||||||||
| 4 Mar | 6925.00 | 209.5 | -14.05 | 101.37 | 10,063 | 809 | 815 | |||||||||
| 3 Mar | 6974.00 | 251.55 | 119.1 | 103.56 | 5,905 | 544 | 515 | |||||||||
| 2 Mar | 6524.00 | 135 | 2.55 | 93.91 | 13 | 6 | 6 | |||||||||
For Crude Oil Mini - strike price 7900 expiring on 17MAR2026
Delta for 7900 CE is 0.59
Historical price for 7900 CE is as follows
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 778.35, which was -6.5 lower than the previous day. The implied volatity was 158.79, the open interest changed by 921 which increased total open position to 2518
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 440.3, which was -34.65 lower than the previous day. The implied volatity was 154.83, the open interest changed by 1316 which increased total open position to 1597
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1285.5, which was -21 lower than the previous day. The implied volatity was 150.5, the open interest changed by -442 which decreased total open position to 289
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 895.45, which was -64.7 lower than the previous day. The implied volatity was 118.36, the open interest changed by 202 which increased total open position to 731
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 366, which was 28.75 higher than the previous day. The implied volatity was 108, the open interest changed by -286 which decreased total open position to 529
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 209.5, which was -14.05 lower than the previous day. The implied volatity was 101.37, the open interest changed by 809 which increased total open position to 815
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 251.55, which was 119.1 higher than the previous day. The implied volatity was 103.56, the open interest changed by 544 which increased total open position to 515
On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 135, which was 2.55 higher than the previous day. The implied volatity was 93.91, the open interest changed by 6 which increased total open position to 6
| CRUDEOILM 17MAR2026 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 4.12
Theta: -52.43
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 8120.00 | 559 | -27.2 | 158.94 | 1,09,904 | 1,341 | 2,132 |
| 10 Mar | 7393.00 | 958.75 | 6.45 | 157.64 | 45,733 | 124 | 791 |
| 9 Mar | 8801.00 | 404.5 | -10.9 | 155 | 16,280 | -554 | 667 |
| 6 Mar | 8311.00 | 500 | -26 | 121.2 | 43,112 | 1,221 | 1,221 |
| 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 7900 expiring on 17MAR2026
Delta for 7900 PE is -0.41
Historical price for 7900 PE is as follows
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 559, which was -27.2 lower than the previous day. The implied volatity was 158.94, the open interest changed by 1341 which increased total open position to 2132
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 958.75, which was 6.45 higher than the previous day. The implied volatity was 157.64, the open interest changed by 124 which increased total open position to 791
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 404.5, which was -10.9 lower than the previous day. The implied volatity was 155, the open interest changed by -554 which decreased total open position to 667
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 500, which was -26 lower than the previous day. The implied volatity was 121.2, the open interest changed by 1221 which increased total open position to 1221
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
