CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
13 Mar 2026 11:58 PM IST
| CRUDEOILM 17-MAR-2026 8500 CE | ||||||||||||||||
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Delta: 0.73
Vega: 3.25
Theta: -43.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 9078.00 | 775.4 | -0.4 | 112.8 | 35,510 | -2,502 | 3,606 | |||||||||
| 12 Mar | 8775.00 | 807.3 | -16.45 | 160.44 | 1,48,655 | -1,698 | 6,108 | |||||||||
| 11 Mar | 8120.00 | 566.7 | 0.3 | 171.53 | 1,28,428 | 2,416 | 7,806 | |||||||||
| 10 Mar | 7393.00 | 317 | -11.7 | 159.23 | 1,01,573 | 2,890 | 5,390 | |||||||||
| 9 Mar | 8801.00 | 979 | -23.8 | 158.57 | 31,157 | -3,843 | 2,500 | |||||||||
| 6 Mar | 8311.00 | 662.05 | -81.15 | 128.26 | 1,69,058 | 3,253 | 6,343 | |||||||||
| 5 Mar | 7353.00 | 235.95 | 20.95 | 113.74 | 40,902 | -785 | 3,090 | |||||||||
| 4 Mar | 6925.00 | 125.85 | -10.3 | - | 23,953 | 3,482 | 3,875 | |||||||||
| 3 Mar | 6974.00 | 155.05 | 94.35 | - | 25,916 | 3,679 | 4,197 | |||||||||
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| 2 Mar | 6524.00 | 61.65 | 0.95 | - | 1,689 | 393 | 393 | |||||||||
For Crude Oil Mini - strike price 8500 expiring on 17MAR2026
Delta for 8500 CE is 0.73
Historical price for 8500 CE is as follows
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 775.4, which was -0.4 lower than the previous day. The implied volatity was 112.8, the open interest changed by -2502 which decreased total open position to 3606
On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 807.3, which was -16.45 lower than the previous day. The implied volatity was 160.44, the open interest changed by -1698 which decreased total open position to 6108
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 566.7, which was 0.3 higher than the previous day. The implied volatity was 171.53, the open interest changed by 2416 which increased total open position to 7806
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 317, which was -11.7 lower than the previous day. The implied volatity was 159.23, the open interest changed by 2890 which increased total open position to 5390
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 979, which was -23.8 lower than the previous day. The implied volatity was 158.57, the open interest changed by -3843 which decreased total open position to 2500
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 662.05, which was -81.15 lower than the previous day. The implied volatity was 128.26, the open interest changed by 3253 which increased total open position to 6343
On 5 Mar CRUDEOILM was trading at 7353.00. The strike last trading price was 235.95, which was 20.95 higher than the previous day. The implied volatity was 113.74, the open interest changed by -785 which decreased total open position to 3090
On 4 Mar CRUDEOILM was trading at 6925.00. The strike last trading price was 125.85, which was -10.3 lower than the previous day. The implied volatity was -, the open interest changed by 3482 which increased total open position to 3875
On 3 Mar CRUDEOILM was trading at 6974.00. The strike last trading price was 155.05, which was 94.35 higher than the previous day. The implied volatity was -, the open interest changed by 3679 which increased total open position to 4197
On 2 Mar CRUDEOILM was trading at 6524.00. The strike last trading price was 61.65, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 393 which increased total open position to 393
| CRUDEOILM 17MAR2026 8500 PE | |||||||
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Delta: -0.28
Vega: 3.28
Theta: -45.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 9078.00 | 209 | -21.75 | 116.36 | 1,14,059 | 1,080 | 3,910 |
| 12 Mar | 8775.00 | 555.2 | 27.2 | 166.09 | 1,08,177 | 1,653 | 2,830 |
| 11 Mar | 8120.00 | 955.9 | -2.05 | 173.71 | 3,738 | 252 | 1,177 |
| 10 Mar | 7393.00 | 1404.65 | -4.6 | 157.13 | 16,496 | -1,272 | 925 |
| 9 Mar | 8801.00 | 688.3 | -18.65 | 160.59 | 94,415 | 1,242 | 2,197 |
| 6 Mar | 8311.00 | 830 | -40.55 | 124.64 | 10,657 | 955 | 955 |
| 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 8500 expiring on 17MAR2026
Delta for 8500 PE is -0.28
Historical price for 8500 PE is as follows
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 209, which was -21.75 lower than the previous day. The implied volatity was 116.36, the open interest changed by 1080 which increased total open position to 3910
On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 555.2, which was 27.2 higher than the previous day. The implied volatity was 166.09, the open interest changed by 1653 which increased total open position to 2830
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 955.9, which was -2.05 lower than the previous day. The implied volatity was 173.71, the open interest changed by 252 which increased total open position to 1177
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 1404.65, which was -4.6 lower than the previous day. The implied volatity was 157.13, the open interest changed by -1272 which decreased total open position to 925
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 688.3, which was -18.65 lower than the previous day. The implied volatity was 160.59, the open interest changed by 1242 which increased total open position to 2197
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 830, which was -40.55 lower than the previous day. The implied volatity was 124.64, the open interest changed by 955 which increased total open position to 955
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
