CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
11 Mar 2026 07:41 PM IST
| CRUDEOIL 17-MAR-2026 7500 CE | ||||||||||||||||
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Delta: 0.64
Vega: 3.92
Theta: -49.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 7905.00 | 887.3 | 280.8 | 160.32 | 12,987 | -1,030 | 1,656 | |||||||||
| 10 Mar | 7403.00 | 562.1 | -44.4 | 145.9 | 25,104 | 1,714 | 2,686 | |||||||||
| 9 Mar | 8790.00 | 1524.3 | -24.2 | - | 3,055 | -610 | 972 | |||||||||
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| 6 Mar | 8310.00 | 1121.7 | -51.1001 | 115.34 | 50,594 | -2,639 | 1,582 | |||||||||
| 5 Mar | 7353.00 | 486.8 | 28.4 | 102.9 | 64,796 | -872 | 4,219 | |||||||||
| 4 Mar | 6921.00 | 289 | -17.7 | 96.75 | 70,485 | 3,048 | 5,091 | |||||||||
| 3 Mar | 6969.00 | 335.8 | 183.6 | 98.66 | 63,361 | 3,901 | 6,199 | |||||||||
| 2 Mar | 6515.00 | 164.4 | 12.2 | 90.19 | 26,149 | 2,084 | 2,084 | |||||||||
For Crude Oil - strike price 7500 expiring on 17MAR2026
Delta for 7500 CE is 0.64
Historical price for 7500 CE is as follows
On 11 Mar CRUDEOIL was trading at 7905.00. The strike last trading price was 887.3, which was 280.8 higher than the previous day. The implied volatity was 160.32, the open interest changed by -1030 which decreased total open position to 1656
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 562.1, which was -44.4 lower than the previous day. The implied volatity was 145.9, the open interest changed by 1714 which increased total open position to 2686
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1524.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by -610 which decreased total open position to 972
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 1121.7, which was -51.1001 lower than the previous day. The implied volatity was 115.34, the open interest changed by -2639 which decreased total open position to 1582
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 486.8, which was 28.4 higher than the previous day. The implied volatity was 102.9, the open interest changed by -872 which decreased total open position to 4219
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 289, which was -17.7 lower than the previous day. The implied volatity was 96.75, the open interest changed by 3048 which increased total open position to 5091
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 335.8, which was 183.6 higher than the previous day. The implied volatity was 98.66, the open interest changed by 3901 which increased total open position to 6199
On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 164.4, which was 12.2 higher than the previous day. The implied volatity was 90.19, the open interest changed by 2084 which increased total open position to 2084
| CRUDEOIL 17MAR2026 7500 PE | |||||||
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Delta: -0.36
Vega: 3.92
Theta: -50.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 7905.00 | 480.8 | -194.1 | 165.3 | 51,136 | 484 | 3,440 |
| 10 Mar | 7403.00 | 665 | -9.9 | 147.32 | 99,471 | 87 | 2,956 |
| 9 Mar | 8790.00 | 252.6 | -18.6 | - | 68,652 | 235 | 2,869 |
| 6 Mar | 8310.00 | 326.7 | -15.8 | 118.43 | 54,040 | 2,319 | 2,634 |
| 5 Mar | 7353.00 | 604.5 | -17.8 | 97.44 | 2,191 | 252 | 315 |
| 4 Mar | 6921.00 | 866.6 | -6.8 | 96.47 | 740 | 63 | 63 |
| 3 Mar | 6969.00 | 868 | -140.9 | 99.07 | 702 | 92 | 82 |
| 2 Mar | 6515.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 7500 expiring on 17MAR2026
Delta for 7500 PE is -0.36
Historical price for 7500 PE is as follows
On 11 Mar CRUDEOIL was trading at 7905.00. The strike last trading price was 480.8, which was -194.1 lower than the previous day. The implied volatity was 165.3, the open interest changed by 484 which increased total open position to 3440
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 665, which was -9.9 lower than the previous day. The implied volatity was 147.32, the open interest changed by 87 which increased total open position to 2956
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 252.6, which was -18.6 lower than the previous day. The implied volatity was -, the open interest changed by 235 which increased total open position to 2869
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 326.7, which was -15.8 lower than the previous day. The implied volatity was 118.43, the open interest changed by 2319 which increased total open position to 2634
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 604.5, which was -17.8 lower than the previous day. The implied volatity was 97.44, the open interest changed by 252 which increased total open position to 315
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 866.6, which was -6.8 lower than the previous day. The implied volatity was 96.47, the open interest changed by 63 which increased total open position to 63
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 868, which was -140.9 lower than the previous day. The implied volatity was 99.07, the open interest changed by 92 which increased total open position to 82
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
