CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
16 Mar 2026 11:58 PM IST
| CRUDEOILM 17-MAR-2026 8700 CE | ||||||||||||||||
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Delta: 0.53
Vega: 2.02
Theta: -97.75
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 8722.00 | 252 | -14.2 | 119.38 | 1,77,726 | 2,203 | 4,461 | |||||||||
| 13 Mar | 9078.00 | 668 | 16.25 | 119.07 | 1,18,903 | -849 | 2,260 | |||||||||
| 12 Mar | 8775.00 | 717 | -16.25 | 162.95 | 98,609 | 1,423 | 3,109 | |||||||||
| 11 Mar | 8120.00 | 504.2 | -2.8 | 173.64 | 16,036 | 251 | 1,686 | |||||||||
| 10 Mar | 7393.00 | 276.25 | -17.6 | 161.37 | 20,240 | -156 | 1,435 | |||||||||
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| 9 Mar | 8801.00 | 901.9 | -15.7 | 162.64 | 18,753 | 571 | 1,591 | |||||||||
| 6 Mar | 8311.00 | 585 | -87.05 | 128.62 | 6,775 | 1,020 | 1,020 | |||||||||
| 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 8700 expiring on 17MAR2026
Delta for 8700 CE is 0.53
Historical price for 8700 CE is as follows
On 16 Mar CRUDEOILM was trading at 8722.00. The strike last trading price was 252, which was -14.2 lower than the previous day. The implied volatity was 119.38, the open interest changed by 2203 which increased total open position to 4461
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 668, which was 16.25 higher than the previous day. The implied volatity was 119.07, the open interest changed by -849 which decreased total open position to 2260
On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 717, which was -16.25 lower than the previous day. The implied volatity was 162.95, the open interest changed by 1423 which increased total open position to 3109
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 504.2, which was -2.8 lower than the previous day. The implied volatity was 173.64, the open interest changed by 251 which increased total open position to 1686
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 276.25, which was -17.6 lower than the previous day. The implied volatity was 161.37, the open interest changed by -156 which decreased total open position to 1435
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 901.9, which was -15.7 lower than the previous day. The implied volatity was 162.64, the open interest changed by 571 which increased total open position to 1591
On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 585, which was -87.05 lower than the previous day. The implied volatity was 128.62, the open interest changed by 1020 which increased total open position to 1020
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 8700 PE | |||||||
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Delta: -0.47
Vega: 2.02
Theta: -85.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 8722.00 | 200.05 | -49.55 | 104.52 | 4,33,301 | 4,249 | 7,311 |
| 13 Mar | 9078.00 | 290 | -21.45 | 119.07 | 1,44,932 | 1,464 | 3,062 |
| 12 Mar | 8775.00 | 650 | 10.55 | 164.87 | 53,614 | 1,160 | 1,598 |
| 11 Mar | 8120.00 | 1089.1 | -9.6 | 174.82 | 236 | -47 | 438 |
| 10 Mar | 7393.00 | 1509.7 | -62 | 148.99 | 4,744 | -1,078 | 485 |
| 9 Mar | 8801.00 | 808.35 | -24.25 | 164.07 | 36,740 | 1,563 | 1,563 |
| 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 8700 expiring on 17MAR2026
Delta for 8700 PE is -0.47
Historical price for 8700 PE is as follows
On 16 Mar CRUDEOILM was trading at 8722.00. The strike last trading price was 200.05, which was -49.55 lower than the previous day. The implied volatity was 104.52, the open interest changed by 4249 which increased total open position to 7311
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 290, which was -21.45 lower than the previous day. The implied volatity was 119.07, the open interest changed by 1464 which increased total open position to 3062
On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 650, which was 10.55 higher than the previous day. The implied volatity was 164.87, the open interest changed by 1160 which increased total open position to 1598
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 1089.1, which was -9.6 lower than the previous day. The implied volatity was 174.82, the open interest changed by -47 which decreased total open position to 438
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 1509.7, which was -62 lower than the previous day. The implied volatity was 148.99, the open interest changed by -1078 which decreased total open position to 485
On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 808.35, which was -24.25 lower than the previous day. The implied volatity was 164.07, the open interest changed by 1563 which increased total open position to 1563
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
