CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
06 Apr 2026 11:58 PM IST
| CRUDEOIL 16-Apr-2026 (9d) 10000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 6.54
Theta: -38.44
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 10630.00 | 1179.4 | -0.4 | 120.21 | 10,789 | -1,338 | 1,709 | |||||||||
| 2 Apr | 10410.00 | 1133 | -15.8 | 113.88 | 41,675 | -608 | 3,047 | |||||||||
| 1 Apr | 9273.00 | 514.1 | 1.5 | 105.6 | 36,211 | -90 | 3,656 | |||||||||
| 31 Mar | 9623.00 | 676 | - | - | 324 | 242 | 3,988 | |||||||||
| 30 Mar | 9812.00 | 835.2 | -11.4 | 108.12 | 36,237 | -87 | 3,746 | |||||||||
| 27 Mar | 9402.00 | 691.5 | 2.8 | 105.78 | 23,824 | 195 | 3,833 | |||||||||
| 26 Mar | 9018.00 | 537.2 | -4.2 | 103.99 | 17,651 | 233 | 3,638 | |||||||||
| 25 Mar | 8511.00 | 356.2 | -2 | 100.8 | 29,473 | -896 | 3,405 | |||||||||
| 24 Mar | 8688.00 | 415 | -24 | 99 | 15,686 | -93 | 4,301 | |||||||||
| 23 Mar | 8321.00 | 358.8 | -4.9 | 102.71 | 49,505 | -542 | 4,394 | |||||||||
| 20 Mar | 9245.00 | 640 | 1.8 | 92.92 | 23,675 | 991 | 4,936 | |||||||||
| 19 Mar | 8908.00 | 615.7 | 2.3 | 99.21 | 26,115 | 241 | 3,945 | |||||||||
| 18 Mar | 8909.00 | 651.7 | -35.7 | 104.04 | 25,820 | 737 | 3,704 | |||||||||
| 17 Mar | 8900.00 | 655 | 13.3 | 104.47 | 5,642 | 1,018 | 2,967 | |||||||||
| 16 Mar | 8724.00 | 730 | -12.8 | 119.37 | 4,457 | 735 | 1,965 | |||||||||
| 13 Mar | 9076.00 | 950 | 19.1 | 121.68 | 3,142 | 166 | 1,230 | |||||||||
| 12 Mar | 8766.00 | 1012.2 | -12.8 | 137.1 | 2,840 | 215 | 1,064 | |||||||||
| 11 Mar | 8130.00 | 760 | 17.1 | 137.42 | 1,764 | 113 | 849 | |||||||||
| 10 Mar | 7403.00 | 418 | 14.1 | 123.64 | 1,839 | 162 | 736 | |||||||||
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| 9 Mar | 8790.00 | 890 | -2.8 | 126.44 | 1,635 | 558 | 574 | |||||||||
| 6 Mar | 8310.00 | 441 | 186.5 | 98.92 | 17 | 15 | 16 | |||||||||
| 5 Mar | 7353.00 | 58.3 | 0 | 64.17 | 1 | 1 | 1 | |||||||||
| 4 Mar | 6921.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Mar | 6969.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 10000 expiring on 16APR2026
Delta for 10000 CE is 0.66
Historical price for 10000 CE is as follows
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 1179.4, which was -0.4 lower than the previous day. The implied volatity was 120.21, the open interest changed by -1338 which decreased total open position to 1709
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 1133, which was -15.8 lower than the previous day. The implied volatity was 113.88, the open interest changed by -608 which decreased total open position to 3047
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 514.1, which was 1.5 higher than the previous day. The implied volatity was 105.6, the open interest changed by -90 which decreased total open position to 3656
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 676, which was - lower than the previous day. The implied volatity was -, the open interest changed by 242 which increased total open position to 3988
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 835.2, which was -11.4 lower than the previous day. The implied volatity was 108.12, the open interest changed by -87 which decreased total open position to 3746
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 691.5, which was 2.8 higher than the previous day. The implied volatity was 105.78, the open interest changed by 195 which increased total open position to 3833
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 537.2, which was -4.2 lower than the previous day. The implied volatity was 103.99, the open interest changed by 233 which increased total open position to 3638
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 356.2, which was -2 lower than the previous day. The implied volatity was 100.8, the open interest changed by -896 which decreased total open position to 3405
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 415, which was -24 lower than the previous day. The implied volatity was 99, the open interest changed by -93 which decreased total open position to 4301
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 358.8, which was -4.9 lower than the previous day. The implied volatity was 102.71, the open interest changed by -542 which decreased total open position to 4394
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 640, which was 1.8 higher than the previous day. The implied volatity was 92.92, the open interest changed by 991 which increased total open position to 4936
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 615.7, which was 2.3 higher than the previous day. The implied volatity was 99.21, the open interest changed by 241 which increased total open position to 3945
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 651.7, which was -35.7 lower than the previous day. The implied volatity was 104.04, the open interest changed by 737 which increased total open position to 3704
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 655, which was 13.3 higher than the previous day. The implied volatity was 104.47, the open interest changed by 1018 which increased total open position to 2967
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 730, which was -12.8 lower than the previous day. The implied volatity was 119.37, the open interest changed by 735 which increased total open position to 1965
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 950, which was 19.1 higher than the previous day. The implied volatity was 121.68, the open interest changed by 166 which increased total open position to 1230
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1012.2, which was -12.8 lower than the previous day. The implied volatity was 137.1, the open interest changed by 215 which increased total open position to 1064
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 760, which was 17.1 higher than the previous day. The implied volatity was 137.42, the open interest changed by 113 which increased total open position to 849
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 418, which was 14.1 higher than the previous day. The implied volatity was 123.64, the open interest changed by 162 which increased total open position to 736
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 890, which was -2.8 lower than the previous day. The implied volatity was 126.44, the open interest changed by 558 which increased total open position to 574
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 441, which was 186.5 higher than the previous day. The implied volatity was 98.92, the open interest changed by 15 which increased total open position to 16
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 58.3, which was 0 lower than the previous day. The implied volatity was 64.17, the open interest changed by 1 which increased total open position to 1
On 4 Mar CRUDEOIL was trading at 6921.00. 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 CRUDEOIL was trading at 6969.00. 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
| CRUDEOIL 16-Apr-2026 (9d) 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 6.55
Theta: -38.92
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 10630.00 | 558.5 | -26.8 | 121.6 | 33,350 | 1,108 | 4,478 |
| 2 Apr | 10410.00 | 715 | -28.2 | 112.86 | 46,231 | 2,921 | 3,370 |
| 1 Apr | 9273.00 | 1250 | -11.1 | 106.81 | 1,400 | -164 | 449 |
| 31 Mar | 9623.00 | 1060 | - | - | 42 | -105 | 508 |
| 30 Mar | 9812.00 | 1025.1 | -19.1 | 108.34 | 1,782 | 308 | 613 |
| 27 Mar | 9402.00 | 1296.3 | 1.9 | 106.56 | 364 | 112 | 305 |
| 26 Mar | 9018.00 | 1520 | -13.4 | 104.08 | 130 | 45 | 193 |
| 25 Mar | 8511.00 | 1873.9 | 22.5 | 104.7 | 176 | -37 | 148 |
| 24 Mar | 8688.00 | 1730 | 82.6 | 99.37 | 149 | -69 | 185 |
| 23 Mar | 8321.00 | 1999.4 | -7.5 | 103.48 | 810 | 81 | 254 |
| 20 Mar | 9245.00 | 1400 | 26.8 | 93.42 | 150 | -8 | 173 |
| 19 Mar | 8908.00 | 1616 | -5.8 | 98.93 | 246 | 9 | 181 |
| 18 Mar | 8909.00 | 1722.8 | 15.9 | 103.85 | 338 | 105 | 172 |
| 17 Mar | 8900.00 | 1825 | 1.6 | 109.71 | 68 | 33 | 67 |
| 16 Mar | 8724.00 | 2060.6 | 30.4001 | 118.41 | 56 | 13 | 32 |
| 13 Mar | 9076.00 | 2004.5 | -61.5 | 124.84 | 27 | 4 | 19 |
| 12 Mar | 8766.00 | 2292.8 | -10.7 | 135.95 | 19 | 14 | 15 |
| 11 Mar | 8130.00 | 2655 | 77.5 | - | 2 | 0 | 1 |
| 10 Mar | 7403.00 | 2655 | 77.5 | 46.53 | 2 | 0 | 1 |
| 9 Mar | 8790.00 | 2548.2 | 0 | 146.36 | 1 | 1 | 1 |
| 6 Mar | 8310.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 7353.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 6921.00 | - | - | - | 0 | 0 | 0 |
| 3 Mar | 6969.00 | - | - | - | 0 | 0 | 0 |
For Crude Oil - strike price 10000 expiring on 16APR2026
Delta for 10000 PE is -0.34
Historical price for 10000 PE is as follows
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 558.5, which was -26.8 lower than the previous day. The implied volatity was 121.6, the open interest changed by 1108 which increased total open position to 4478
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 715, which was -28.2 lower than the previous day. The implied volatity was 112.86, the open interest changed by 2921 which increased total open position to 3370
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 1250, which was -11.1 lower than the previous day. The implied volatity was 106.81, the open interest changed by -164 which decreased total open position to 449
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 1060, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 508
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1025.1, which was -19.1 lower than the previous day. The implied volatity was 108.34, the open interest changed by 308 which increased total open position to 613
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1296.3, which was 1.9 higher than the previous day. The implied volatity was 106.56, the open interest changed by 112 which increased total open position to 305
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1520, which was -13.4 lower than the previous day. The implied volatity was 104.08, the open interest changed by 45 which increased total open position to 193
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 1873.9, which was 22.5 higher than the previous day. The implied volatity was 104.7, the open interest changed by -37 which decreased total open position to 148
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1730, which was 82.6 higher than the previous day. The implied volatity was 99.37, the open interest changed by -69 which decreased total open position to 185
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1999.4, which was -7.5 lower than the previous day. The implied volatity was 103.48, the open interest changed by 81 which increased total open position to 254
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1400, which was 26.8 higher than the previous day. The implied volatity was 93.42, the open interest changed by -8 which decreased total open position to 173
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1616, which was -5.8 lower than the previous day. The implied volatity was 98.93, the open interest changed by 9 which increased total open position to 181
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1722.8, which was 15.9 higher than the previous day. The implied volatity was 103.85, the open interest changed by 105 which increased total open position to 172
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1825, which was 1.6 higher than the previous day. The implied volatity was 109.71, the open interest changed by 33 which increased total open position to 67
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 2060.6, which was 30.4001 higher than the previous day. The implied volatity was 118.41, the open interest changed by 13 which increased total open position to 32
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 2004.5, which was -61.5 lower than the previous day. The implied volatity was 124.84, the open interest changed by 4 which increased total open position to 19
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 2292.8, which was -10.7 lower than the previous day. The implied volatity was 135.95, the open interest changed by 14 which increased total open position to 15
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 2655, which was 77.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 2655, which was 77.5 higher than the previous day. The implied volatity was 46.53, the open interest changed by 0 which decreased total open position to 1
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 2548.2, which was 0 lower than the previous day. The implied volatity was 146.36, the open interest changed by 1 which increased total open position to 1
On 6 Mar CRUDEOIL was trading at 8310.00. 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 CRUDEOIL 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 CRUDEOIL was trading at 6921.00. 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 CRUDEOIL was trading at 6969.00. 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
