CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
10 Mar 2026 11:31 AM IST
| CRUDEOILM 17-MAR-2026 8100 CE | ||||||||||||||||
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Delta: 0.56
Vega: 4.7
Theta: -48.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 10 Mar | 8196.00 | 803.55 | -372.4 | 161.37 | 1,776 | 149 | 758 | |||||||||
| 9 Mar | 8801.00 | 1181.45 | 5.5 | 154.8 | 3,579 | -839 | 609 | |||||||||
| 6 Mar | 8311.00 | 820.85 | -53.75 | 123.96 | 1,04,009 | 957 | 1,448 | |||||||||
| 5 Mar | 7353.00 | 317.55 | 28.5 | 110.31 | 16,997 | -406 | 491 | |||||||||
| 4 Mar | 6925.00 | 195 | 7.3 | 107.49 | 13,411 | 897 | 897 | |||||||||
| 3 Mar | 6974.00 | 213.5 | 213 | 104.87 | 4,406 | 431 | 468 | |||||||||
| 2 Mar | 6524.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 8100 expiring on 17MAR2026
Delta for 8100 CE is 0.56
Historical price for 8100 CE is as follows
On 10 Mar CRUDEOILM was trading at 8196.00. The strike last trading price was 803.55, which was -372.4 lower than the previous day. The implied volatity was 161.37, the open interest changed by 149 which increased total open position to 758
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1181.45, which was 5.5 higher than the previous day. The implied volatity was 154.8, the open interest changed by -839 which decreased total open position to 609
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 820.85, which was -53.75 lower than the previous day. The implied volatity was 123.96, the open interest changed by 957 which increased total open position to 1448
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 317.55, which was 28.5 higher than the previous day. The implied volatity was 110.31, the open interest changed by -406 which decreased total open position to 491
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 195, which was 7.3 higher than the previous day. The implied volatity was 107.49, the open interest changed by 897 which increased total open position to 897
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 213.5, which was 213 higher than the previous day. The implied volatity was 104.87, the open interest changed by 431 which increased total open position to 468
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 8100 PE | |||||||
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Delta: -0.44
Vega: 4.7
Theta: -48.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 8196.00 | 721.1 | 218.25 | 161.27 | 7,603 | 871 | 1,544 |
| 9 Mar | 8801.00 | 478.4 | -24.45 | 154.36 | 19,350 | -500 | 673 |
| 6 Mar | 8311.00 | 611.8 | -22.2 | 124.31 | 30,329 | 1,173 | 1,173 |
| 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 8100 expiring on 17MAR2026
Delta for 8100 PE is -0.44
Historical price for 8100 PE is as follows
On 10 Mar CRUDEOILM was trading at 8196.00. The strike last trading price was 721.1, which was 218.25 higher than the previous day. The implied volatity was 161.27, the open interest changed by 871 which increased total open position to 1544
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 478.4, which was -24.45 lower than the previous day. The implied volatity was 154.36, the open interest changed by -500 which decreased total open position to 673
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 611.8, which was -22.2 lower than the previous day. The implied volatity was 124.31, the open interest changed by 1173 which increased total open position to 1173
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
