CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
12 Mar 2026 08:43 PM IST
| CRUDEOILM 17-MAR-2026 8200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.7
Vega: 3.74
Theta: -56.02
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 8940.00 | 1095 | 421.8 | 160.71 | 16,992 | -3,991 | 909 | |||||||||
| 11 Mar | 8120.00 | 667.8 | -5.4 | 166.58 | 1,03,202 | 1,428 | 4,900 | |||||||||
| 10 Mar | 7393.00 | 385 | -18.75 | 164.4 | 1,23,406 | 2,904 | 3,472 | |||||||||
| 9 Mar | 8801.00 | 1141.7 | 0.5 | 158.67 | 7,305 | -1,482 | 568 | |||||||||
| 6 Mar | 8311.00 | 773.85 | -64 | 124.36 | 1,36,578 | 1,345 | 2,050 | |||||||||
|
|
||||||||||||||||
| 5 Mar | 7353.00 | 293.25 | 20.25 | 110.88 | 16,933 | -1,031 | 705 | |||||||||
| 4 Mar | 6925.00 | 165.65 | -12.95 | 112.66 | 16,454 | 1,736 | 1,736 | |||||||||
| 3 Mar | 6974.00 | 200.85 | 200.55 | 106.45 | 4,579 | 657 | 712 | |||||||||
| 2 Mar | 6524.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 8200 expiring on 17MAR2026
Delta for 8200 CE is 0.7
Historical price for 8200 CE is as follows
On 12 Mar CRUDEOILM was trading at 8940.00. The strike last trading price was 1095, which was 421.8 higher than the previous day. The implied volatity was 160.71, the open interest changed by -3991 which decreased total open position to 909
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 667.8, which was -5.4 lower than the previous day. The implied volatity was 166.58, the open interest changed by 1428 which increased total open position to 4900
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 385, which was -18.75 lower than the previous day. The implied volatity was 164.4, the open interest changed by 2904 which increased total open position to 3472
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1141.7, which was 0.5 higher than the previous day. The implied volatity was 158.67, the open interest changed by -1482 which decreased total open position to 568
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 773.85, which was -64 lower than the previous day. The implied volatity was 124.36, the open interest changed by 1345 which increased total open position to 2050
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 293.25, which was 20.25 higher than the previous day. The implied volatity was 110.88, the open interest changed by -1031 which decreased total open position to 705
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 165.65, which was -12.95 lower than the previous day. The implied volatity was 112.66, the open interest changed by 1736 which increased total open position to 1736
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 200.85, which was 200.55 higher than the previous day. The implied volatity was 106.45, the open interest changed by 657 which increased total open position to 712
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 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 3.75
Theta: -56.57
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 8940.00 | 366.05 | -394.8 | 162.06 | 14,560 | 414 | 1,149 |
| 11 Mar | 8120.00 | 739.25 | -21.6 | 164.56 | 20,741 | 69 | 735 |
| 10 Mar | 7393.00 | 1198 | 16.55 | 165.92 | 72,144 | -56 | 666 |
| 9 Mar | 8801.00 | 528 | -29.5 | 156.05 | 23,823 | -705 | 722 |
| 6 Mar | 8311.00 | 672.25 | -25.05 | 126 | 30,735 | 1,427 | 1,427 |
| 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 8200 expiring on 17MAR2026
Delta for 8200 PE is -0.3
Historical price for 8200 PE is as follows
On 12 Mar CRUDEOILM was trading at 8940.00. The strike last trading price was 366.05, which was -394.8 lower than the previous day. The implied volatity was 162.06, the open interest changed by 414 which increased total open position to 1149
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 739.25, which was -21.6 lower than the previous day. The implied volatity was 164.56, the open interest changed by 69 which increased total open position to 735
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 1198, which was 16.55 higher than the previous day. The implied volatity was 165.92, the open interest changed by -56 which decreased total open position to 666
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 528, which was -29.5 lower than the previous day. The implied volatity was 156.05, the open interest changed by -705 which decreased total open position to 722
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 672.25, which was -25.05 lower than the previous day. The implied volatity was 126, the open interest changed by 1427 which increased total open position to 1427
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
