CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
17 Mar 2026 11:58 PM IST
| CRUDEOILM 16-APR-2026 8800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 10.04
Theta: -16.65
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 8906.00 | 1050 | 18.8 | 100.32 | 3,580 | 728 | 785 | |||||||||
| 16 Mar | 8722.00 | 1110 | 1.5 | 115.27 | 112 | 37 | 57 | |||||||||
| 13 Mar | 9078.00 | 1398 | 20.2 | 120.55 | 63 | 10 | 20 | |||||||||
| 12 Mar | 8775.00 | 1280 | 57 | 122.64 | 5 | 2 | 10 | |||||||||
| 11 Mar | 8120.00 | 800 | 23 | 107.85 | 11 | 0 | 8 | |||||||||
| 10 Mar | 7393.00 | 362.2 | 0 | 89.09 | 8 | 8 | 8 | |||||||||
| 9 Mar | 8801.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 8311.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 7353.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 6925.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 3 Mar | 6974.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 6524.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 8800 expiring on 16APR2026
Delta for 8800 CE is 0.57
Historical price for 8800 CE is as follows
On 17 Mar CRUDEOILM was trading at 8906.00. The strike last trading price was 1050, which was 18.8 higher than the previous day. The implied volatity was 100.32, the open interest changed by 728 which increased total open position to 785
On 16 Mar CRUDEOILM was trading at 8722.00. The strike last trading price was 1110, which was 1.5 higher than the previous day. The implied volatity was 115.27, the open interest changed by 37 which increased total open position to 57
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 1398, which was 20.2 higher than the previous day. The implied volatity was 120.55, the open interest changed by 10 which increased total open position to 20
On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 1280, which was 57 higher than the previous day. The implied volatity was 122.64, the open interest changed by 2 which increased total open position to 10
On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 800, which was 23 higher than the previous day. The implied volatity was 107.85, the open interest changed by 0 which decreased total open position to 8
On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 362.2, which was 0 lower than the previous day. The implied volatity was 89.09, the open interest changed by 8 which increased total open position to 8
On 9 Mar CRUDEOILM was trading at 8801.00. 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 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CRUDEOILM 16APR2026 8800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 10.04
Theta: -16.52
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 8906.00 | 970.7 | -31.8 | 99.49 | 2,465 | 490 | 515 |
| 16 Mar | 8722.00 | 1165.45 | -160.75 | 108.65 | 29 | 22 | 25 |
| 13 Mar | 9078.00 | 1300 | -19.65 | 128.91 | 3 | 3 | 3 |
| 12 Mar | 8775.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 8120.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 7393.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 8801.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 8311.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 7353.00 | - | - | - | 0 | 0 | 0 |
| 4 Mar | 6925.00 | - | - | - | 0 | 0 | 0 |
| 3 Mar | 6974.00 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 6524.00 | - | - | - | 0 | 0 | 0 |
For Crude Oil Mini - strike price 8800 expiring on 16APR2026
Delta for 8800 PE is -0.43
Historical price for 8800 PE is as follows
On 17 Mar CRUDEOILM was trading at 8906.00. The strike last trading price was 970.7, which was -31.8 lower than the previous day. The implied volatity was 99.49, the open interest changed by 490 which increased total open position to 515
On 16 Mar CRUDEOILM was trading at 8722.00. The strike last trading price was 1165.45, which was -160.75 lower than the previous day. The implied volatity was 108.65, the open interest changed by 22 which increased total open position to 25
On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 1300, which was -19.65 lower than the previous day. The implied volatity was 128.91, the open interest changed by 3 which increased total open position to 3
On 12 Mar CRUDEOILM was trading at 8775.00. 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 11 Mar CRUDEOILM was trading at 8120.00. 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 10 Mar CRUDEOILM was trading at 7393.00. 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 9 Mar CRUDEOILM was trading at 8801.00. 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 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
