CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
03 Mar 2026 11:29 PM IST
| CRUDEOIL 17-MAR-2026 6600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 5.05
Theta: -15.53
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Mar | 6993.00 | 689.4 | 328.2 | 87.66 | 18,316 | -4,912 | 2,435 | |||||||||
| 2 Mar | 6515.00 | 373.9 | 12.7 | 77.74 | 1,30,795 | 6,355 | 7,347 | |||||||||
| 27 Feb | 6100.00 | 219.5 | 1.3 | 74.9 | 18,514 | 174 | 992 | |||||||||
| 26 Feb | 6035.00 | 189.2 | -12.6 | 71.25 | 9,717 | 125 | 818 | |||||||||
| 25 Feb | 5990.00 | 173.2 | -0.5 | 69.08 | 5,448 | 38 | 693 | |||||||||
| 24 Feb | 5995.00 | 169.1 | 0 | 66.32 | 9,550 | 97 | 655 | |||||||||
| 23 Feb | 6044.00 | 199.5 | -0.5 | 67.65 | 8,619 | 231 | 558 | |||||||||
| 20 Feb | 6042.00 | 208 | -6.3 | 65.09 | 5,606 | -63 | 327 | |||||||||
| 19 Feb | 6001.00 | 202.5 | -9.1 | 62.45 | 14,638 | 195 | 390 | |||||||||
| 18 Feb | 5897.00 | 149.2 | 0.4 | 59.38 | 5,652 | 194 | 195 | |||||||||
| 17 Feb | 5656.00 | 80 | 5.2 | 55.06 | 16 | 2 | 6 | |||||||||
| 16 Feb | 5790.00 | 94 | 11 | 51.7 | 2 | 2 | 3 | |||||||||
| 13 Feb | 5724.00 | 63.6 | 0 | - | 1 | 1 | 1 | |||||||||
| 12 Feb | 5687.00 | 63.6 | 0 | 46.01 | 1 | 1 | 1 | |||||||||
| 11 Feb | 5902.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 5804.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 9 Feb | 5867.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
For Crude Oil - strike price 6600 expiring on 17MAR2026
Delta for 6600 CE is 0.66
Historical price for 6600 CE is as follows
On 3 Mar CRUDEOIL was trading at 6993.00. The strike last trading price was 689.4, which was 328.2 higher than the previous day. The implied volatity was 87.66, the open interest changed by -4912 which decreased total open position to 2435
On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 373.9, which was 12.7 higher than the previous day. The implied volatity was 77.74, the open interest changed by 6355 which increased total open position to 7347
On 27 Feb CRUDEOIL was trading at 6100.00. The strike last trading price was 219.5, which was 1.3 higher than the previous day. The implied volatity was 74.9, the open interest changed by 174 which increased total open position to 992
On 26 Feb CRUDEOIL was trading at 6035.00. The strike last trading price was 189.2, which was -12.6 lower than the previous day. The implied volatity was 71.25, the open interest changed by 125 which increased total open position to 818
On 25 Feb CRUDEOIL was trading at 5990.00. The strike last trading price was 173.2, which was -0.5 lower than the previous day. The implied volatity was 69.08, the open interest changed by 38 which increased total open position to 693
On 24 Feb CRUDEOIL was trading at 5995.00. The strike last trading price was 169.1, which was 0 lower than the previous day. The implied volatity was 66.32, the open interest changed by 97 which increased total open position to 655
On 23 Feb CRUDEOIL was trading at 6044.00. The strike last trading price was 199.5, which was -0.5 lower than the previous day. The implied volatity was 67.65, the open interest changed by 231 which increased total open position to 558
On 20 Feb CRUDEOIL was trading at 6042.00. The strike last trading price was 208, which was -6.3 lower than the previous day. The implied volatity was 65.09, the open interest changed by -63 which decreased total open position to 327
On 19 Feb CRUDEOIL was trading at 6001.00. The strike last trading price was 202.5, which was -9.1 lower than the previous day. The implied volatity was 62.45, the open interest changed by 195 which increased total open position to 390
On 18 Feb CRUDEOIL was trading at 5897.00. The strike last trading price was 149.2, which was 0.4 higher than the previous day. The implied volatity was 59.38, the open interest changed by 194 which increased total open position to 195
On 17 Feb CRUDEOIL was trading at 5656.00. The strike last trading price was 80, which was 5.2 higher than the previous day. The implied volatity was 55.06, the open interest changed by 2 which increased total open position to 6
On 16 Feb CRUDEOIL was trading at 5790.00. The strike last trading price was 94, which was 11 higher than the previous day. The implied volatity was 51.7, the open interest changed by 2 which increased total open position to 3
On 13 Feb CRUDEOIL was trading at 5724.00. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Feb CRUDEOIL was trading at 5687.00. The strike last trading price was 63.6, which was 0 lower than the previous day. The implied volatity was 46.01, the open interest changed by 1 which increased total open position to 1
On 11 Feb CRUDEOIL was trading at 5902.00. 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 Feb CRUDEOIL was trading at 5804.00. 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 Feb CRUDEOIL was trading at 5867.00. 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 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
| CRUDEOIL 17MAR2026 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 5.05
Theta: -15.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Mar | 6993.00 | 299.7 | -167.8 | 87.72 | 30,063 | -934 | 1,997 |
| 2 Mar | 6515.00 | 456.5 | -11 | 77.29 | 64,315 | 2,931 | 2,931 |
| 27 Feb | 6100.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 6035.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 5990.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 5995.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Feb | 6044.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 6042.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 6001.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 5897.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 5656.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 5790.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 5724.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 5687.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 5902.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 5804.00 | - | - | - | 0 | 0 | 0 |
| 9 Feb | 5867.00 | - | - | - | 0 | 0 | 0 |
| 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 |
For Crude Oil - strike price 6600 expiring on 17MAR2026
Delta for 6600 PE is -0.34
Historical price for 6600 PE is as follows
On 3 Mar CRUDEOIL was trading at 6993.00. The strike last trading price was 299.7, which was -167.8 lower than the previous day. The implied volatity was 87.72, the open interest changed by -934 which decreased total open position to 1997
On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 456.5, which was -11 lower than the previous day. The implied volatity was 77.29, the open interest changed by 2931 which increased total open position to 2931
On 27 Feb CRUDEOIL was trading at 6100.00. 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 26 Feb CRUDEOIL was trading at 6035.00. 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 25 Feb CRUDEOIL was trading at 5990.00. 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 24 Feb CRUDEOIL was trading at 5995.00. 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 23 Feb CRUDEOIL was trading at 6044.00. 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 20 Feb CRUDEOIL was trading at 6042.00. 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 19 Feb CRUDEOIL was trading at 6001.00. 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 18 Feb CRUDEOIL was trading at 5897.00. 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 17 Feb CRUDEOIL was trading at 5656.00. 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 16 Feb CRUDEOIL was trading at 5790.00. 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 13 Feb CRUDEOIL was trading at 5724.00. 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 12 Feb CRUDEOIL was trading at 5687.00. 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 Feb CRUDEOIL was trading at 5902.00. 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 Feb CRUDEOIL was trading at 5804.00. 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 Feb CRUDEOIL was trading at 5867.00. 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 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
