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Historical option data for CRUDEOIL

24 Jun 2026 11:58 PM IST
CRUDEOIL 16-Jul-2026 (21d) 6750 CE
Delta: 0.49
Vega: 6.58
Theta: -6.95
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 6682.00 277.9 1.2 (0.43%) 47.02 11,613 674 678
23 Jun 6960.00 449.2 -6.6 (-1.45%) 48.41 5 1 4
22 Jun 7009.00 579.7 37.4 (6.90%) - 9 3 0
19 Jun 7282.00 579.7 37.4 (6.90%) - 9 3 0
18 Jun 7105.00 579.7 37.4 (6.90%) 53.05 9 3 3
17 Jun 7226.00 0 0 (0.00%) - 0 0 0
16 Jun 7189.00 0 0 (0.00%) - 0 0 0
15 Jun 7627.00 0 0 (0.00%) - 0 0 0
12 Jun 8091.00 0 0 (0.00%) - 0 0 0
11 Jun 8358.00 0 0 (0.00%) - 0 0 0
10 Jun 8675.00 0 0 (0.00%) - 0 0 0
9 Jun 8428.00 0 0 (0.00%) - 0 0 0
8 Jun 8720.00 0 0 (0.00%) - 0 0 0
5 Jun 8613.00 0 0 (0.00%) - 0 0 0
4 Jun 8851.00 0 0 (0.00%) - 0 0 0
3 Jun 9239.00 0 0 (0.00%) - 0 0 0
2 Jun 8970.00 0 0 (0.00%) - 0 0 0
1 Jun 8758.00 0 0 (0.00%) - 0 0 0
29 May 8311.00 0 0 (0.00%) - 0 0 0
28 May 8542.00 0 0 (0.00%) - 0 0 0
27 May 8604.00 0 0 (0.00%) - 0 0 0
26 May 9014.00 0 0 (0.00%) - 0 0 0
25 May 8630.00 0 0 (0.00%) - 0 0 0
22 May 9218.00 - - - 0 0 0
21 May 9258.00 0 0 (0.00%) - 0 0 0
19 May 10020.00 0 0 (0.00%) - 0 0 0
18 May 10349.00 - - - 0 0 0
15 May 10085.00 - - - 0 0 0
14 May 9738.00 - - - 0 0 0
13 May 9700.00 - - - 0 0 0
12 May 9733.00 - - - 0 0 0
11 May 9380.00 - - - 0 0 0
8 May 9022.00 - - - 0 0 0
7 May 8946.00 - - - 0 0 0
6 May 9018.00 - - - 0 0 0
5 May 9720.00 - - - 0 0 0
4 May 10064.00 - - - 0 0 0
1 May 9652.00 - - - 0 0 0
30 Apr 9858.00 - - - 0 0 0
29 Apr 10110.00 - - - 0 0 0
28 Apr 9500.00 - - - 0 0 0
27 Apr 9110.00 - - - 0 0 0
24 Apr 8840.00 - - - 0 0 0
23 Apr 9082.00 - - - 0 0 0
22 Apr 8709.00 - - - 0 0 0
21 Apr 8407.00 - - - 0 0 0


For Crude Oil - strike price 6750 expiring on 16JUL2026

Delta for 6750 CE is 0.49

Historical price for 6750 CE is as follows

On 24 Jun CRUDEOIL was trading at 6682.00. The strike last trading price was 277.9, which was 1.2 higher than the previous day. The implied volatity was 47.02, the open interest changed by 674 which increased total open position to 678


On 23 Jun CRUDEOIL was trading at 6960.00. The strike last trading price was 449.2, which was -6.6 lower than the previous day. The implied volatity was 48.41, the open interest changed by 1 which increased total open position to 4


On 22 Jun CRUDEOIL was trading at 7009.00. The strike last trading price was 579.7, which was 37.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 19 Jun CRUDEOIL was trading at 7282.00. The strike last trading price was 579.7, which was 37.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 18 Jun CRUDEOIL was trading at 7105.00. The strike last trading price was 579.7, which was 37.4 higher than the previous day. The implied volatity was 53.05, the open interest changed by 3 which increased total open position to 3


On 17 Jun CRUDEOIL was trading at 7226.00. 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 Jun CRUDEOIL was trading at 7189.00. 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 15 Jun CRUDEOIL was trading at 7627.00. 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 Jun CRUDEOIL was trading at 8091.00. 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 Jun CRUDEOIL was trading at 8358.00. 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 Jun CRUDEOIL was trading at 8675.00. 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 Jun CRUDEOIL was trading at 8428.00. 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 8 Jun CRUDEOIL was trading at 8720.00. 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 Jun CRUDEOIL was trading at 8613.00. 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 Jun CRUDEOIL was trading at 8851.00. 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 Jun CRUDEOIL was trading at 9239.00. 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 Jun CRUDEOIL was trading at 8970.00. 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 1 Jun CRUDEOIL was trading at 8758.00. 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 29 May CRUDEOIL 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 28 May CRUDEOIL was trading at 8542.00. 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 May CRUDEOIL was trading at 8604.00. 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 May CRUDEOIL was trading at 9014.00. 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 May CRUDEOIL was trading at 8630.00. 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 22 May CRUDEOIL was trading at 9218.00. 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 May CRUDEOIL was trading at 9258.00. 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 May CRUDEOIL was trading at 10020.00. 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 May CRUDEOIL was trading at 10349.00. 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 15 May CRUDEOIL was trading at 10085.00. 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 14 May CRUDEOIL was trading at 9738.00. 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 13 May CRUDEOIL was trading at 9700.00. 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 12 May CRUDEOIL was trading at 9733.00. 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 11 May CRUDEOIL was trading at 9380.00. 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 May CRUDEOIL was trading at 9022.00. 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 May CRUDEOIL was trading at 8946.00. 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 May CRUDEOIL was trading at 9018.00. 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 May CRUDEOIL was trading at 9720.00. 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 May CRUDEOIL was trading at 10064.00. 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 May CRUDEOIL was trading at 9652.00. 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 Apr CRUDEOIL was trading at 9858.00. 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 Apr CRUDEOIL was trading at 10110.00. 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 28 Apr CRUDEOIL was trading at 9500.00. 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 27 Apr CRUDEOIL was trading at 9110.00. 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 Apr CRUDEOIL was trading at 8840.00. 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 Apr CRUDEOIL was trading at 9082.00. 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 Apr CRUDEOIL was trading at 8709.00. 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 Apr CRUDEOIL was trading at 8407.00. 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-Jul-2026 (21d) 6750 PE
Delta: -0.51
Vega: 6.58
Theta: -6.9
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
24 Jun 6682.00 343.3 -17.3 (-4.80%) 46.62 20,272 -14 212
23 Jun 6960.00 235 -0.7 (-0.30%) 47.78 3,428 -13 226
22 Jun 7009.00 255 71.4 (38.89%) 52.36 2,524 121 267
19 Jun 7282.00 173.8 -9.8 (-5.34%) 50.08 1,468 16 146
18 Jun 7105.00 253.5 -6.3 (-2.42%) 50.83 1,731 120 130
17 Jun 7226.00 232.4 -5 (-2.11%) 52.23 99 10 10
16 Jun 7189.00 0 0 (0.00%) - 0 0 0
15 Jun 7627.00 0 0 (0.00%) - 0 0 0
12 Jun 8091.00 0 0 (0.00%) - 0 0 0
11 Jun 8358.00 0 0 (0.00%) - 0 0 0
10 Jun 8675.00 0 0 (0.00%) - 0 0 0
9 Jun 8428.00 0 0 (0.00%) - 0 0 0
8 Jun 8720.00 0 0 (0.00%) - 0 0 0
5 Jun 8613.00 0 0 (0.00%) - 0 0 0
4 Jun 8851.00 0 0 (0.00%) - 0 0 0
3 Jun 9239.00 0 0 (0.00%) - 0 0 0
2 Jun 8970.00 0 0 (0.00%) - 0 0 0
1 Jun 8758.00 0 0 (0.00%) - 0 0 0
29 May 8311.00 0 0 (0.00%) - 0 0 0
28 May 8542.00 0 0 (0.00%) - 0 0 0
27 May 8604.00 0 0 (0.00%) - 0 0 0
26 May 9014.00 0 0 (0.00%) - 0 0 0
25 May 8630.00 0 0 (0.00%) - 0 0 0
22 May 9218.00 - - - 0 0 0
21 May 9258.00 0 0 (0.00%) - 0 0 0
19 May 10020.00 0 0 (0.00%) - 0 0 0
18 May 10349.00 - - - 0 0 0
15 May 10085.00 - - - 0 0 0
14 May 9738.00 - - - 0 0 0
13 May 9700.00 - - - 0 0 0
12 May 9733.00 - - - 0 0 0
11 May 9380.00 - - - 0 0 0
8 May 9022.00 - - - 0 0 0
7 May 8946.00 - - - 0 0 0
6 May 9018.00 - - - 0 0 0
5 May 9720.00 - - - 0 0 0
4 May 10064.00 - - - 0 0 0
1 May 9652.00 - - - 0 0 0
30 Apr 9858.00 - - - 0 0 0
29 Apr 10110.00 - - - 0 0 0
28 Apr 9500.00 - - - 0 0 0
27 Apr 9110.00 - - - 0 0 0
24 Apr 8840.00 - - - 0 0 0
23 Apr 9082.00 - - - 0 0 0
22 Apr 8709.00 - - - 0 0 0
21 Apr 8407.00 - - - 0 0 0


For Crude Oil - strike price 6750 expiring on 16JUL2026

Delta for 6750 PE is -0.51

Historical price for 6750 PE is as follows

On 24 Jun CRUDEOIL was trading at 6682.00. The strike last trading price was 343.3, which was -17.3 lower than the previous day. The implied volatity was 46.62, the open interest changed by -14 which decreased total open position to 212


On 23 Jun CRUDEOIL was trading at 6960.00. The strike last trading price was 235, which was -0.7 lower than the previous day. The implied volatity was 47.78, the open interest changed by -13 which decreased total open position to 226


On 22 Jun CRUDEOIL was trading at 7009.00. The strike last trading price was 255, which was 71.4 higher than the previous day. The implied volatity was 52.36, the open interest changed by 121 which increased total open position to 267


On 19 Jun CRUDEOIL was trading at 7282.00. The strike last trading price was 173.8, which was -9.8 lower than the previous day. The implied volatity was 50.08, the open interest changed by 16 which increased total open position to 146


On 18 Jun CRUDEOIL was trading at 7105.00. The strike last trading price was 253.5, which was -6.3 lower than the previous day. The implied volatity was 50.83, the open interest changed by 120 which increased total open position to 130


On 17 Jun CRUDEOIL was trading at 7226.00. The strike last trading price was 232.4, which was -5 lower than the previous day. The implied volatity was 52.23, the open interest changed by 10 which increased total open position to 10


On 16 Jun CRUDEOIL was trading at 7189.00. 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 15 Jun CRUDEOIL was trading at 7627.00. 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 Jun CRUDEOIL was trading at 8091.00. 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 Jun CRUDEOIL was trading at 8358.00. 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 Jun CRUDEOIL was trading at 8675.00. 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 Jun CRUDEOIL was trading at 8428.00. 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 8 Jun CRUDEOIL was trading at 8720.00. 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 Jun CRUDEOIL was trading at 8613.00. 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 Jun CRUDEOIL was trading at 8851.00. 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 Jun CRUDEOIL was trading at 9239.00. 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 Jun CRUDEOIL was trading at 8970.00. 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 1 Jun CRUDEOIL was trading at 8758.00. 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 29 May CRUDEOIL 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 28 May CRUDEOIL was trading at 8542.00. 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 May CRUDEOIL was trading at 8604.00. 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 May CRUDEOIL was trading at 9014.00. 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 May CRUDEOIL was trading at 8630.00. 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 22 May CRUDEOIL was trading at 9218.00. 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 May CRUDEOIL was trading at 9258.00. 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 May CRUDEOIL was trading at 10020.00. 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 May CRUDEOIL was trading at 10349.00. 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 15 May CRUDEOIL was trading at 10085.00. 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 14 May CRUDEOIL was trading at 9738.00. 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 13 May CRUDEOIL was trading at 9700.00. 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 12 May CRUDEOIL was trading at 9733.00. 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 11 May CRUDEOIL was trading at 9380.00. 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 May CRUDEOIL was trading at 9022.00. 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 May CRUDEOIL was trading at 8946.00. 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 May CRUDEOIL was trading at 9018.00. 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 May CRUDEOIL was trading at 9720.00. 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 May CRUDEOIL was trading at 10064.00. 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 May CRUDEOIL was trading at 9652.00. 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 Apr CRUDEOIL was trading at 9858.00. 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 Apr CRUDEOIL was trading at 10110.00. 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 28 Apr CRUDEOIL was trading at 9500.00. 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 27 Apr CRUDEOIL was trading at 9110.00. 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 Apr CRUDEOIL was trading at 8840.00. 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 Apr CRUDEOIL was trading at 9082.00. 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 Apr CRUDEOIL was trading at 8709.00. 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 Apr CRUDEOIL was trading at 8407.00. 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