[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
8988 +50.00 (0.56%)
L: 8801 H: 9427

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Historical option data for CRUDEOILM

19 Mar 2026 11:58 PM IST
CRUDEOILM 16-APR-2026 9000 CE
Delta: 0.55
Vega: 9.9
Theta: -16.76
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Mar 8988.00 952.8 3.3 95.59 79,365 884 6,226
18 Mar 8900.00 972 -53.6 100.22 64,633 1,181 5,342
17 Mar 8906.00 970 15.4 101.07 14,885 1,507 4,161
16 Mar 8722.00 1011.9 -22.65 113.56 10,218 871 2,628
13 Mar 9078.00 1355 31.05 124.67 5,238 727 1,757
12 Mar 8775.00 1399 17.9 141.27 3,166 575 1,030
11 Mar 8120.00 1020 6.65 136.09 1,141 170 455
10 Mar 7393.00 660 2.55 129.04 623 242 285
9 Mar 8801.00 1294 14.7 134.6 124 38 43
6 Mar 8311.00 707.5 63.8 100.31 8 5 5
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 9000 expiring on 16APR2026

Delta for 9000 CE is 0.55

Historical price for 9000 CE is as follows

On 19 Mar CRUDEOILM was trading at 8988.00. The strike last trading price was 952.8, which was 3.3 higher than the previous day. The implied volatity was 95.59, the open interest changed by 884 which increased total open position to 6226


On 18 Mar CRUDEOILM was trading at 8900.00. The strike last trading price was 972, which was -53.6 lower than the previous day. The implied volatity was 100.22, the open interest changed by 1181 which increased total open position to 5342


On 17 Mar CRUDEOILM was trading at 8906.00. The strike last trading price was 970, which was 15.4 higher than the previous day. The implied volatity was 101.07, the open interest changed by 1507 which increased total open position to 4161


On 16 Mar CRUDEOILM was trading at 8722.00. The strike last trading price was 1011.9, which was -22.65 lower than the previous day. The implied volatity was 113.56, the open interest changed by 871 which increased total open position to 2628


On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 1355, which was 31.05 higher than the previous day. The implied volatity was 124.67, the open interest changed by 727 which increased total open position to 1757


On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 1399, which was 17.9 higher than the previous day. The implied volatity was 141.27, the open interest changed by 575 which increased total open position to 1030


On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 1020, which was 6.65 higher than the previous day. The implied volatity was 136.09, the open interest changed by 170 which increased total open position to 455


On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 660, which was 2.55 higher than the previous day. The implied volatity was 129.04, the open interest changed by 242 which increased total open position to 285


On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1294, which was 14.7 higher than the previous day. The implied volatity was 134.6, the open interest changed by 38 which increased total open position to 43


On 6 Mar CRUDEOILM was trading at 8311.00. The strike last trading price was 707.5, which was 63.8 higher than the previous day. The implied volatity was 100.31, the open interest changed by 5 which increased total open position to 5


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 9000 PE
Delta: -0.45
Vega: 9.9
Theta: -16.84
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
19 Mar 8988.00 955.3 0.05 96.04 46,724 754 2,826
18 Mar 8900.00 1066 29.3 101.82 22,695 783 2,074
17 Mar 8906.00 1100 -20.45 101.17 7,511 491 1,292
16 Mar 8722.00 1355 -0.4 115.65 5,252 507 891
13 Mar 9078.00 1370 23.5 124.85 898 191 385
12 Mar 8775.00 1654.65 6.8 138.34 473 145 194
11 Mar 8120.00 1895.7 1.7 128.73 55 8 49
10 Mar 7393.00 2309 46.1499 126.85 49 -28 41
9 Mar 8801.00 1699.95 -58.75 129.86 116 69 69
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 9000 expiring on 16APR2026

Delta for 9000 PE is -0.45

Historical price for 9000 PE is as follows

On 19 Mar CRUDEOILM was trading at 8988.00. The strike last trading price was 955.3, which was 0.05 higher than the previous day. The implied volatity was 96.04, the open interest changed by 754 which increased total open position to 2826


On 18 Mar CRUDEOILM was trading at 8900.00. The strike last trading price was 1066, which was 29.3 higher than the previous day. The implied volatity was 101.82, the open interest changed by 783 which increased total open position to 2074


On 17 Mar CRUDEOILM was trading at 8906.00. The strike last trading price was 1100, which was -20.45 lower than the previous day. The implied volatity was 101.17, the open interest changed by 491 which increased total open position to 1292


On 16 Mar CRUDEOILM was trading at 8722.00. The strike last trading price was 1355, which was -0.4 lower than the previous day. The implied volatity was 115.65, the open interest changed by 507 which increased total open position to 891


On 13 Mar CRUDEOILM was trading at 9078.00. The strike last trading price was 1370, which was 23.5 higher than the previous day. The implied volatity was 124.85, the open interest changed by 191 which increased total open position to 385


On 12 Mar CRUDEOILM was trading at 8775.00. The strike last trading price was 1654.65, which was 6.8 higher than the previous day. The implied volatity was 138.34, the open interest changed by 145 which increased total open position to 194


On 11 Mar CRUDEOILM was trading at 8120.00. The strike last trading price was 1895.7, which was 1.7 higher than the previous day. The implied volatity was 128.73, the open interest changed by 8 which increased total open position to 49


On 10 Mar CRUDEOILM was trading at 7393.00. The strike last trading price was 2309, which was 46.1499 higher than the previous day. The implied volatity was 126.85, the open interest changed by -28 which decreased total open position to 41


On 9 Mar CRUDEOILM was trading at 8801.00. The strike last trading price was 1699.95, which was -58.75 lower than the previous day. The implied volatity was 129.86, the open interest changed by 69 which increased total open position to 69


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