CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
10 Mar 2026 01:27 PM IST
| CRUDEOILM 17-MAR-2026 8050 CE | ||||||||||||||||
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Delta: 0.52
Vega: 4.59
Theta: -46.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 7955.00 | 666.65 | -563.85 | 154.55 | 2,101 | 256 | 430 | |||||||||
| 9 Mar | 8801.00 | 1230.95 | 0.45 | 158.98 | 1,270 | -475 | 174 | |||||||||
| 6 Mar | 8311.00 | 858.65 | -40.55 | 126.15 | 43,286 | 415 | 649 | |||||||||
| 5 Mar | 7353.00 | 328 | 20.95 | 109.55 | 3,222 | -87 | 234 | |||||||||
| 4 Mar | 6925.00 | 170.8 | -27.3 | 99.41 | 4,497 | 297 | 321 | |||||||||
| 3 Mar | 6974.00 | 222.75 | 137.85 | 104.95 | 2,769 | 277 | 327 | |||||||||
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| 2 Mar | 6524.00 | 90 | 5.1 | 85.86 | 53 | 24 | 24 | |||||||||
For Crude Oil Mini - strike price 8050 expiring on 17MAR2026
Delta for 8050 CE is 0.52
Historical price for 8050 CE is as follows
On 10 Mar CRUDEOILM was trading at 7955.00. The strike last trading price was 666.65, which was -563.85 lower than the previous day. The implied volatity was 154.55, the open interest changed by 256 which increased total open position to 430
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1230.95, which was 0.45 higher than the previous day. The implied volatity was 158.98, the open interest changed by -475 which decreased total open position to 174
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 858.65, which was -40.55 lower than the previous day. The implied volatity was 126.15, the open interest changed by 415 which increased total open position to 649
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 328, which was 20.95 higher than the previous day. The implied volatity was 109.55, the open interest changed by -87 which decreased total open position to 234
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 170.8, which was -27.3 lower than the previous day. The implied volatity was 99.41, the open interest changed by 297 which increased total open position to 321
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 222.75, which was 137.85 higher than the previous day. The implied volatity was 104.95, the open interest changed by 277 which increased total open position to 327
On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 90, which was 5.1 higher than the previous day. The implied volatity was 85.86, the open interest changed by 24 which increased total open position to 24
| CRUDEOILM 17MAR2026 8050 PE | |||||||
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Delta: -0.48
Vega: 4.59
Theta: -45.68
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 7955.00 | 753.5 | 262.75 | 152.56 | 4,386 | 257 | 604 |
| 9 Mar | 8801.00 | 469.2 | -21.55 | 156.67 | 7,153 | -11 | 347 |
| 6 Mar | 8311.00 | 572.65 | -32.85 | 121.71 | 12,762 | 358 | 358 |
| 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 8050 expiring on 17MAR2026
Delta for 8050 PE is -0.48
Historical price for 8050 PE is as follows
On 10 Mar CRUDEOILM was trading at 7955.00. The strike last trading price was 753.5, which was 262.75 higher than the previous day. The implied volatity was 152.56, the open interest changed by 257 which increased total open position to 604
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 469.2, which was -21.55 lower than the previous day. The implied volatity was 156.67, the open interest changed by -11 which decreased total open position to 347
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 572.65, which was -32.85 lower than the previous day. The implied volatity was 121.71, the open interest changed by 358 which increased total open position to 358
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
