CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
10 Mar 2026 11:58 PM IST
| CRUDEOIL 17-MAR-2026 7300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 4.1
Theta: -40.57
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 7403.00 | 643 | -21.4 | 143.19 | 5,116 | -48 | 2,055 | |||||||||
| 9 Mar | 8790.00 | 1676.2 | -0.1001 | - | 1,492 | -131 | 2,103 | |||||||||
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| 6 Mar | 8310.00 | 1263.2 | -96.3 | 116.51 | 26,015 | -2,050 | 2,234 | |||||||||
| 5 Mar | 7353.00 | 558.6 | 29.7 | 99.51 | 61,761 | -688 | 4,454 | |||||||||
| 4 Mar | 6921.00 | 342 | -17.2 | 94.44 | 35,266 | 374 | 5,145 | |||||||||
| 3 Mar | 6969.00 | 393 | 207.1 | 96.56 | 58,337 | 554 | 5,229 | |||||||||
| 2 Mar | 6515.00 | 198.3 | 12.4 | 88.13 | 53,592 | -404 | 4,771 | |||||||||
| 27 Feb | 6100.00 | 115 | -1 | 84.72 | 25,200 | 1,608 | 5,175 | |||||||||
| 26 Feb | 6035.00 | 103 | -5.3 | 82.38 | 15,617 | 304 | 3,567 | |||||||||
| 25 Feb | 5990.00 | 93.4 | 1.1 | 79.84 | 8,342 | 776 | 3,273 | |||||||||
| 24 Feb | 5995.00 | 93.6 | 6.3 | 75.49 | 13,185 | 1,551 | 2,497 | |||||||||
| 23 Feb | 6044.00 | 112.4 | -0.9 | 78.56 | 12,922 | 879 | 949 | |||||||||
| 20 Feb | 6042.00 | - | - | - | 0 | 0 | 70 | |||||||||
For Crude Oil - strike price 7300 expiring on 17MAR2026
Delta for 7300 CE is 0.57
Historical price for 7300 CE is as follows
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 643, which was -21.4 lower than the previous day. The implied volatity was 143.19, the open interest changed by -48 which decreased total open position to 2055
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1676.2, which was -0.1001 lower than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 2103
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 1263.2, which was -96.3 lower than the previous day. The implied volatity was 116.51, the open interest changed by -2050 which decreased total open position to 2234
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 558.6, which was 29.7 higher than the previous day. The implied volatity was 99.51, the open interest changed by -688 which decreased total open position to 4454
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 342, which was -17.2 lower than the previous day. The implied volatity was 94.44, the open interest changed by 374 which increased total open position to 5145
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 393, which was 207.1 higher than the previous day. The implied volatity was 96.56, the open interest changed by 554 which increased total open position to 5229
On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 198.3, which was 12.4 higher than the previous day. The implied volatity was 88.13, the open interest changed by -404 which decreased total open position to 4771
On 27 Feb CRUDEOIL was trading at 6100.00. The strike last trading price was 115, which was -1 lower than the previous day. The implied volatity was 84.72, the open interest changed by 1608 which increased total open position to 5175
On 26 Feb CRUDEOIL was trading at 6035.00. The strike last trading price was 103, which was -5.3 lower than the previous day. The implied volatity was 82.38, the open interest changed by 304 which increased total open position to 3567
On 25 Feb CRUDEOIL was trading at 5990.00. The strike last trading price was 93.4, which was 1.1 higher than the previous day. The implied volatity was 79.84, the open interest changed by 776 which increased total open position to 3273
On 24 Feb CRUDEOIL was trading at 5995.00. The strike last trading price was 93.6, which was 6.3 higher than the previous day. The implied volatity was 75.49, the open interest changed by 1551 which increased total open position to 2497
On 23 Feb CRUDEOIL was trading at 6044.00. The strike last trading price was 112.4, which was -0.9 lower than the previous day. The implied volatity was 78.56, the open interest changed by 879 which increased total open position to 949
On 20 Feb CRUDEOIL was trading at 6042.00. 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 70
| CRUDEOIL 17MAR2026 7300 PE | |||||||
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Delta: -0.43
Vega: 4.1
Theta: -40.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 7403.00 | 544.7 | -16 | 144.34 | 24,803 | 111 | 1,107 |
| 9 Mar | 8790.00 | 190.1 | -18.4 | - | 14,009 | -443 | 996 |
| 6 Mar | 8310.00 | 250 | -17.9 | 115.79 | 46,930 | -1,534 | 1,439 |
| 5 Mar | 7353.00 | 485 | -13.8 | 95.64 | 23,777 | 2,769 | 2,973 |
| 4 Mar | 6921.00 | 727.6 | 4.9 | 95.72 | 974 | 204 | 204 |
| 3 Mar | 6969.00 | 727.8 | -91.6 | 97.44 | 1,503 | 182 | 210 |
| 2 Mar | 6515.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Crude Oil - strike price 7300 expiring on 17MAR2026
Delta for 7300 PE is -0.43
Historical price for 7300 PE is as follows
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 544.7, which was -16 lower than the previous day. The implied volatity was 144.34, the open interest changed by 111 which increased total open position to 1107
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 190.1, which was -18.4 lower than the previous day. The implied volatity was -, the open interest changed by -443 which decreased total open position to 996
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 250, which was -17.9 lower than the previous day. The implied volatity was 115.79, the open interest changed by -1534 which decreased total open position to 1439
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 485, which was -13.8 lower than the previous day. The implied volatity was 95.64, the open interest changed by 2769 which increased total open position to 2973
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 727.6, which was 4.9 higher than the previous day. The implied volatity was 95.72, the open interest changed by 204 which increased total open position to 204
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 727.8, which was -91.6 lower than the previous day. The implied volatity was 97.44, the open interest changed by 182 which increased total open position to 210
On 2 Mar CRUDEOIL was trading at 6515.00. 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 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
