[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
7136 +639.00 (9.84%)
L: 6650 H: 7215

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Historical option data for CRUDEOIL

03 Mar 2026 08:08 PM IST
CRUDEOIL 17-MAR-2026 6500 CE
Delta: 0.73
Vega: 4.66
Theta: -14.15
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
3 Mar 7141.00 851.4 452.8 87.4 15,591 -3,967 3,768
2 Mar 6515.00 412.4 13.8 76.42 1,16,764 3,284 7,735
27 Feb 6100.00 243 -0.8 73.55 44,320 2,037 4,451
26 Feb 6035.00 214 -8.9 70.63 23,538 -834 2,414
25 Feb 5990.00 193.9 2.4 67.97 20,000 -598 3,248
24 Feb 5995.00 191 3.2 65.48 24,571 850 3,846
23 Feb 6044.00 222 2.4 66.55 22,731 601 2,996
20 Feb 6042.00 225 -9.8 63.1 16,780 62 2,395
19 Feb 6001.00 224.6 -8.3 61.34 34,765 972 2,333
18 Feb 5897.00 163.8 -2.9 57.76 29,964 -288 1,361
17 Feb 5656.00 86.6 2.1 53.05 5,380 1,377 1,648
16 Feb 5790.00 105.8 -2.1 50.4 387 69 384
13 Feb 5724.00 100 -5.3 50 481 81 315
12 Feb 5687.00 110 -0.2 52.52 584 60 234
11 Feb 5902.00 172.7 8.1 52.68 278 152 174
10 Feb 5804.00 165 -8.6 55.65 20 16 22
9 Feb 5867.00 163 22 51.34 8 6 6
6 Feb 5819.00 - - - 0 0 0
5 Feb 5736.00 - - - 0 0 0
4 Feb 5892.00 0 0 - 0 0 0
3 Feb 5710.00 0 0 - 0 0 0
2 Feb 5620.00 - - - 0 0 0
1 Feb 5985.00 - - - 0 0 0
30 Jan 5933.00 - - - 0 0 0
29 Jan 6020.00 0 0 - 0 0 0
28 Jan 5808.00 0 0 - 0 0 0
27 Jan 5709.00 - - - 0 0 0
23 Jan 5616.00 - - - 0 0 0
22 Jan 5441.00 - - - 0 0 0
21 Jan 5578.00 - - - 0 0 0
9 Jan 5356.00 - - - 0 0 0
8 Jan 5169.00 - - - 0 0 0
7 Jan 5045.00 - - - 0 0 0
6 Jan 5208.00 - - - 0 0 0
5 Jan 5272.00 - - - 0 0 0
2 Jan 5161.00 - - - 0 0 0
31 Dec 5207.00 - - - 0 0 0
30 Dec 5239.00 - - - 0 0 0
29 Dec 5240.00 - - - 0 0 0
26 Dec 5180.00 - - - 0 0 0
24 Dec 5270.00 - - - 0 0 0
23 Dec 5258.00 - - - 0 0 0


For Crude Oil - strike price 6500 expiring on 17MAR2026

Delta for 6500 CE is 0.73

Historical price for 6500 CE is as follows

On 3 Mar CRUDEOIL was trading at 7141.00. The strike last trading price was 851.4, which was 452.8 higher than the previous day. The implied volatity was 87.4, the open interest changed by -3967 which decreased total open position to 3768


On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 412.4, which was 13.8 higher than the previous day. The implied volatity was 76.42, the open interest changed by 3284 which increased total open position to 7735


On 27 Feb CRUDEOIL was trading at 6100.00. The strike last trading price was 243, which was -0.8 lower than the previous day. The implied volatity was 73.55, the open interest changed by 2037 which increased total open position to 4451


On 26 Feb CRUDEOIL was trading at 6035.00. The strike last trading price was 214, which was -8.9 lower than the previous day. The implied volatity was 70.63, the open interest changed by -834 which decreased total open position to 2414


On 25 Feb CRUDEOIL was trading at 5990.00. The strike last trading price was 193.9, which was 2.4 higher than the previous day. The implied volatity was 67.97, the open interest changed by -598 which decreased total open position to 3248


On 24 Feb CRUDEOIL was trading at 5995.00. The strike last trading price was 191, which was 3.2 higher than the previous day. The implied volatity was 65.48, the open interest changed by 850 which increased total open position to 3846


On 23 Feb CRUDEOIL was trading at 6044.00. The strike last trading price was 222, which was 2.4 higher than the previous day. The implied volatity was 66.55, the open interest changed by 601 which increased total open position to 2996


On 20 Feb CRUDEOIL was trading at 6042.00. The strike last trading price was 225, which was -9.8 lower than the previous day. The implied volatity was 63.1, the open interest changed by 62 which increased total open position to 2395


On 19 Feb CRUDEOIL was trading at 6001.00. The strike last trading price was 224.6, which was -8.3 lower than the previous day. The implied volatity was 61.34, the open interest changed by 972 which increased total open position to 2333


On 18 Feb CRUDEOIL was trading at 5897.00. The strike last trading price was 163.8, which was -2.9 lower than the previous day. The implied volatity was 57.76, the open interest changed by -288 which decreased total open position to 1361


On 17 Feb CRUDEOIL was trading at 5656.00. The strike last trading price was 86.6, which was 2.1 higher than the previous day. The implied volatity was 53.05, the open interest changed by 1377 which increased total open position to 1648


On 16 Feb CRUDEOIL was trading at 5790.00. The strike last trading price was 105.8, which was -2.1 lower than the previous day. The implied volatity was 50.4, the open interest changed by 69 which increased total open position to 384


On 13 Feb CRUDEOIL was trading at 5724.00. The strike last trading price was 100, which was -5.3 lower than the previous day. The implied volatity was 50, the open interest changed by 81 which increased total open position to 315


On 12 Feb CRUDEOIL was trading at 5687.00. The strike last trading price was 110, which was -0.2 lower than the previous day. The implied volatity was 52.52, the open interest changed by 60 which increased total open position to 234


On 11 Feb CRUDEOIL was trading at 5902.00. The strike last trading price was 172.7, which was 8.1 higher than the previous day. The implied volatity was 52.68, the open interest changed by 152 which increased total open position to 174


On 10 Feb CRUDEOIL was trading at 5804.00. The strike last trading price was 165, which was -8.6 lower than the previous day. The implied volatity was 55.65, the open interest changed by 16 which increased total open position to 22


On 9 Feb CRUDEOIL was trading at 5867.00. The strike last trading price was 163, which was 22 higher than the previous day. The implied volatity was 51.34, the open interest changed by 6 which increased total open position to 6


On 6 Feb CRUDEOIL was trading at 5819.00. 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 5 Feb CRUDEOIL was trading at 5736.00. 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 Feb CRUDEOIL was trading at 5892.00. 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 Feb CRUDEOIL was trading at 5710.00. 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 Feb CRUDEOIL was trading at 5620.00. 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 1 Feb CRUDEOIL was trading at 5985.00. 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 30 Jan CRUDEOIL was trading at 5933.00. 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 29 Jan CRUDEOIL was trading at 6020.00. 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 28 Jan CRUDEOIL was trading at 5808.00. 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 27 Jan CRUDEOIL was trading at 5709.00. 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 23 Jan CRUDEOIL was trading at 5616.00. 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 22 Jan CRUDEOIL was trading at 5441.00. 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 21 Jan CRUDEOIL was trading at 5578.00. 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 9 Jan CRUDEOIL was trading at 5356.00. 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 8 Jan CRUDEOIL was trading at 5169.00. 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 7 Jan CRUDEOIL was trading at 5045.00. 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 6 Jan CRUDEOIL was trading at 5208.00. 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 5 Jan CRUDEOIL was trading at 5272.00. 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 Jan CRUDEOIL was trading at 5161.00. 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 31 Dec CRUDEOIL was trading at 5207.00. 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 30 Dec CRUDEOIL was trading at 5239.00. 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 29 Dec CRUDEOIL was trading at 5240.00. 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 26 Dec CRUDEOIL was trading at 5180.00. 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 24 Dec CRUDEOIL was trading at 5270.00. 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 23 Dec CRUDEOIL was trading at 5258.00. 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 17MAR2026 6500 PE
Delta: -0.27
Vega: 4.67
Theta: -14.22
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
3 Mar 7141.00 223 -182.9 87.74 29,981 713 4,708
2 Mar 6515.00 388 -17.9 74.64 73,384 3,934 3,995
27 Feb 6100.00 646.3 -17.3 74.18 129 29 61
26 Feb 6035.00 683.3 -26.1 71.46 12 0 32
25 Feb 5990.00 720 11.8 71.09 6 3 32
24 Feb 5995.00 685.7 7.4 63.51 9 2 29
23 Feb 6044.00 671.4 9.3 65.37 39 1 27
20 Feb 6042.00 696.8 -5.4 65.41 30 9 26
19 Feb 6001.00 675 -4.5 61.41 93 16 17
18 Feb 5897.00 1111 0 - 1 0 1
17 Feb 5656.00 1111 0 - 1 0 1
16 Feb 5790.00 1111 0 - 1 0 1
13 Feb 5724.00 1111 0 - 1 0 1
12 Feb 5687.00 1111 0 - 1 0 1
11 Feb 5902.00 1111 0 - 1 0 1
10 Feb 5804.00 1111 0 - 1 0 1
9 Feb 5867.00 1111 0 - 1 0 1
6 Feb 5819.00 - - - 0 0 1
5 Feb 5736.00 - - - 0 0 1
4 Feb 5892.00 1111 0 - 1 0 1
3 Feb 5710.00 1111 0 - 1 0 1
2 Feb 5620.00 - - - 0 0 1
1 Feb 5985.00 - - - 0 0 1
30 Jan 5933.00 - - - 0 0 0
29 Jan 6020.00 1111 0 94.65 1 1 1
28 Jan 5808.00 0 0 - 0 0 0
27 Jan 5709.00 - - - 0 0 0
23 Jan 5616.00 - - - 0 0 0
22 Jan 5441.00 - - - 0 0 0
21 Jan 5578.00 - - - 0 0 0
9 Jan 5356.00 - - - 0 0 0
8 Jan 5169.00 - - - 0 0 0
7 Jan 5045.00 - - - 0 0 0
6 Jan 5208.00 - - - 0 0 0
5 Jan 5272.00 - - - 0 0 0
2 Jan 5161.00 - - - 0 0 0
31 Dec 5207.00 - - - 0 0 0
30 Dec 5239.00 - - - 0 0 0
29 Dec 5240.00 - - - 0 0 0
26 Dec 5180.00 - - - 0 0 0
24 Dec 5270.00 - - - 0 0 0
23 Dec 5258.00 - - - 0 0 0


For Crude Oil - strike price 6500 expiring on 17MAR2026

Delta for 6500 PE is -0.27

Historical price for 6500 PE is as follows

On 3 Mar CRUDEOIL was trading at 7141.00. The strike last trading price was 223, which was -182.9 lower than the previous day. The implied volatity was 87.74, the open interest changed by 713 which increased total open position to 4708


On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 388, which was -17.9 lower than the previous day. The implied volatity was 74.64, the open interest changed by 3934 which increased total open position to 3995


On 27 Feb CRUDEOIL was trading at 6100.00. The strike last trading price was 646.3, which was -17.3 lower than the previous day. The implied volatity was 74.18, the open interest changed by 29 which increased total open position to 61


On 26 Feb CRUDEOIL was trading at 6035.00. The strike last trading price was 683.3, which was -26.1 lower than the previous day. The implied volatity was 71.46, the open interest changed by 0 which decreased total open position to 32


On 25 Feb CRUDEOIL was trading at 5990.00. The strike last trading price was 720, which was 11.8 higher than the previous day. The implied volatity was 71.09, the open interest changed by 3 which increased total open position to 32


On 24 Feb CRUDEOIL was trading at 5995.00. The strike last trading price was 685.7, which was 7.4 higher than the previous day. The implied volatity was 63.51, the open interest changed by 2 which increased total open position to 29


On 23 Feb CRUDEOIL was trading at 6044.00. The strike last trading price was 671.4, which was 9.3 higher than the previous day. The implied volatity was 65.37, the open interest changed by 1 which increased total open position to 27


On 20 Feb CRUDEOIL was trading at 6042.00. The strike last trading price was 696.8, which was -5.4 lower than the previous day. The implied volatity was 65.41, the open interest changed by 9 which increased total open position to 26


On 19 Feb CRUDEOIL was trading at 6001.00. The strike last trading price was 675, which was -4.5 lower than the previous day. The implied volatity was 61.41, the open interest changed by 16 which increased total open position to 17


On 18 Feb CRUDEOIL was trading at 5897.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Feb CRUDEOIL was trading at 5656.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Feb CRUDEOIL was trading at 5790.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Feb CRUDEOIL was trading at 5724.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Feb CRUDEOIL was trading at 5687.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Feb CRUDEOIL was trading at 5902.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Feb CRUDEOIL was trading at 5804.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Feb CRUDEOIL was trading at 5867.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Feb CRUDEOIL was trading at 5819.00. 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 1


On 5 Feb CRUDEOIL was trading at 5736.00. 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 1


On 4 Feb CRUDEOIL was trading at 5892.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 3 Feb CRUDEOIL was trading at 5710.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Feb CRUDEOIL was trading at 5620.00. 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 1


On 1 Feb CRUDEOIL was trading at 5985.00. 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 1


On 30 Jan CRUDEOIL was trading at 5933.00. 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 29 Jan CRUDEOIL was trading at 6020.00. The strike last trading price was 1111, which was 0 lower than the previous day. The implied volatity was 94.65, the open interest changed by 1 which increased total open position to 1


On 28 Jan CRUDEOIL was trading at 5808.00. 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 27 Jan CRUDEOIL was trading at 5709.00. 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 23 Jan CRUDEOIL was trading at 5616.00. 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 22 Jan CRUDEOIL was trading at 5441.00. 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 21 Jan CRUDEOIL was trading at 5578.00. 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 9 Jan CRUDEOIL was trading at 5356.00. 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 8 Jan CRUDEOIL was trading at 5169.00. 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 7 Jan CRUDEOIL was trading at 5045.00. 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 6 Jan CRUDEOIL was trading at 5208.00. 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 5 Jan CRUDEOIL was trading at 5272.00. 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 Jan CRUDEOIL was trading at 5161.00. 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 31 Dec CRUDEOIL was trading at 5207.00. 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 30 Dec CRUDEOIL was trading at 5239.00. 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 29 Dec CRUDEOIL was trading at 5240.00. 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 26 Dec CRUDEOIL was trading at 5180.00. 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 24 Dec CRUDEOIL was trading at 5270.00. 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 23 Dec CRUDEOIL was trading at 5258.00. 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