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Historical option data for CRUDEOIL

25 Jun 2026 01:57 PM IST
CRUDEOIL 16-Jul-2026 (21d) 6800 CE
Delta: 0.43
Vega: 6.31
Theta: -7.29
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 6605.00 235.8 -20.7 (-8.07%) 50.06 3,733 114 3,109
24 Jun 6682.00 258.4 1.9 (0.74%) 47.32 53,636 2,486 2,997
23 Jun 6960.00 410 -3.2 (-0.77%) 46.78 5,550 244 511
22 Jun 7009.00 485 -167.7 (-25.69%) 52.31 2,960 185 364
19 Jun 7282.00 655.6 2.9 (0.44%) 47.64 1,222 -44 179
18 Jun 7105.00 534.7 7.9 (1.50%) 50.9 4,691 171 223
17 Jun 7226.00 591.1 -8.6 (-1.43%) 47.56 300 52 52
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 6800 expiring on 16JUL2026

Delta for 6800 CE is 0.43

Historical price for 6800 CE is as follows

On 25 Jun CRUDEOIL was trading at 6605.00. The strike last trading price was 235.8, which was -20.7 lower than the previous day. The implied volatity was 50.06, the open interest changed by 114 which increased total open position to 3109


On 24 Jun CRUDEOIL was trading at 6682.00. The strike last trading price was 258.4, which was 1.9 higher than the previous day. The implied volatity was 47.32, the open interest changed by 2486 which increased total open position to 2997


On 23 Jun CRUDEOIL was trading at 6960.00. The strike last trading price was 410, which was -3.2 lower than the previous day. The implied volatity was 46.78, the open interest changed by 244 which increased total open position to 511


On 22 Jun CRUDEOIL was trading at 7009.00. The strike last trading price was 485, which was -167.7 lower than the previous day. The implied volatity was 52.31, the open interest changed by 185 which increased total open position to 364


On 19 Jun CRUDEOIL was trading at 7282.00. The strike last trading price was 655.6, which was 2.9 higher than the previous day. The implied volatity was 47.64, the open interest changed by -44 which decreased total open position to 179


On 18 Jun CRUDEOIL was trading at 7105.00. The strike last trading price was 534.7, which was 7.9 higher than the previous day. The implied volatity was 50.9, the open interest changed by 171 which increased total open position to 223


On 17 Jun CRUDEOIL was trading at 7226.00. The strike last trading price was 591.1, which was -8.6 lower than the previous day. The implied volatity was 47.56, the open interest changed by 52 which increased total open position to 52


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) 6800 PE
Delta: -0.57
Vega: 6.31
Theta: -7.25
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 6605.00 433 47.1 (12.21%) 49.78 1,909 -567 1,445
24 Jun 6682.00 374.1 -11.8 (-3.06%) 46.97 54,971 551 2,012
23 Jun 6960.00 257.5 0.3 (0.12%) 47.89 18,041 437 1,460
22 Jun 7009.00 276.5 75.7 (37.70%) 52.38 16,616 -457 1,164
19 Jun 7282.00 186 -14.8 (-7.37%) 49.49 14,861 398 1,621
18 Jun 7105.00 278 -3 (-1.07%) 51.35 24,023 221 1,223
17 Jun 7226.00 251.9 -3.1 (-1.22%) 52.31 19,509 555 1,002
16 Jun 7189.00 250 -13.4 (-5.09%) 49.31 2,110 442 447
15 Jun 7627.00 140 41.5 (42.13%) 48.29 6 5 5
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 6800 expiring on 16JUL2026

Delta for 6800 PE is -0.57

Historical price for 6800 PE is as follows

On 25 Jun CRUDEOIL was trading at 6605.00. The strike last trading price was 433, which was 47.1 higher than the previous day. The implied volatity was 49.78, the open interest changed by -567 which decreased total open position to 1445


On 24 Jun CRUDEOIL was trading at 6682.00. The strike last trading price was 374.1, which was -11.8 lower than the previous day. The implied volatity was 46.97, the open interest changed by 551 which increased total open position to 2012


On 23 Jun CRUDEOIL was trading at 6960.00. The strike last trading price was 257.5, which was 0.3 higher than the previous day. The implied volatity was 47.89, the open interest changed by 437 which increased total open position to 1460


On 22 Jun CRUDEOIL was trading at 7009.00. The strike last trading price was 276.5, which was 75.7 higher than the previous day. The implied volatity was 52.38, the open interest changed by -457 which decreased total open position to 1164


On 19 Jun CRUDEOIL was trading at 7282.00. The strike last trading price was 186, which was -14.8 lower than the previous day. The implied volatity was 49.49, the open interest changed by 398 which increased total open position to 1621


On 18 Jun CRUDEOIL was trading at 7105.00. The strike last trading price was 278, which was -3 lower than the previous day. The implied volatity was 51.35, the open interest changed by 221 which increased total open position to 1223


On 17 Jun CRUDEOIL was trading at 7226.00. The strike last trading price was 251.9, which was -3.1 lower than the previous day. The implied volatity was 52.31, the open interest changed by 555 which increased total open position to 1002


On 16 Jun CRUDEOIL was trading at 7189.00. The strike last trading price was 250, which was -13.4 lower than the previous day. The implied volatity was 49.31, the open interest changed by 442 which increased total open position to 447


On 15 Jun CRUDEOIL was trading at 7627.00. The strike last trading price was 140, which was 41.5 higher than the previous day. The implied volatity was 48.29, the open interest changed by 5 which increased total open position to 5


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