CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
13 Mar 2026 11:50 PM IST
| CRUDEOILM 17-MAR-2026 8650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 3.53
Theta: -48.2
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 9078.00 | 687.4 | 3.9 | 115.79 | 40,943 | -421 | 699 | |||||||||
|
|
||||||||||||||||
| 12 Mar | 8775.00 | 725.2 | -30.55 | 159.06 | 53,337 | 817 | 1,120 | |||||||||
| 11 Mar | 8120.00 | 427 | -94.6 | 150.93 | 9,755 | 80 | 310 | |||||||||
| 10 Mar | 7393.00 | 316.55 | 12.75 | 159.88 | 5,779 | 113 | 230 | |||||||||
| 9 Mar | 8801.00 | 935.75 | 1.35 | 164.59 | 713 | 117 | 117 | |||||||||
| 6 Mar | 8311.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 8650 expiring on 17MAR2026
Delta for 8650 CE is 0.67
Historical price for 8650 CE is as follows
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 687.4, which was 3.9 higher than the previous day. The implied volatity was 115.79, the open interest changed by -421 which decreased total open position to 699
On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 725.2, which was -30.55 lower than the previous day. The implied volatity was 159.06, the open interest changed by 817 which increased total open position to 1120
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 427, which was -94.6 lower than the previous day. The implied volatity was 150.93, the open interest changed by 80 which increased total open position to 310
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 316.55, which was 12.75 higher than the previous day. The implied volatity was 159.88, the open interest changed by 113 which increased total open position to 230
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 935.75, which was 1.35 higher than the previous day. The implied volatity was 164.59, the open interest changed by 117 which increased total open position to 117
On 6 Mar CRUDEOILM was trading at 8311.00. 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 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
| CRUDEOILM 17MAR2026 8650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 3.53
Theta: -48.29
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 9078.00 | 260.05 | -31.65 | 115.98 | 80,157 | 763 | 1,397 |
| 12 Mar | 8775.00 | 633.9 | 21.35 | 167.23 | 30,946 | 579 | 634 |
| 11 Mar | 8120.00 | 1183.05 | -26.3999 | 205.04 | 25 | 3 | 55 |
| 10 Mar | 7393.00 | 1513 | -22.45 | 155.94 | 1,186 | -331 | 52 |
| 9 Mar | 8801.00 | 790.25 | -10.6 | 165.65 | 3,969 | 383 | 383 |
| 6 Mar | 8311.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 8650 expiring on 17MAR2026
Delta for 8650 PE is -0.33
Historical price for 8650 PE is as follows
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 260.05, which was -31.65 lower than the previous day. The implied volatity was 115.98, the open interest changed by 763 which increased total open position to 1397
On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 633.9, which was 21.35 higher than the previous day. The implied volatity was 167.23, the open interest changed by 579 which increased total open position to 634
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 1183.05, which was -26.3999 lower than the previous day. The implied volatity was 205.04, the open interest changed by 3 which increased total open position to 55
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 1513, which was -22.45 lower than the previous day. The implied volatity was 155.94, the open interest changed by -331 which decreased total open position to 52
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 790.25, which was -10.6 lower than the previous day. The implied volatity was 165.65, the open interest changed by 383 which increased total open position to 383
On 6 Mar CRUDEOILM was trading at 8311.00. 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 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
