CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
15 Apr 2026 11:58 PM IST
| CRUDEOIL 16-Apr-2026 8100 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.28
Theta: -6.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 8641.00 | 543.5 | 24.2 | 56.44 | 2,618 | 28 | 85 | |||||||||
| 14 Apr | 8590.00 | 580.2 | 23.4 | 102.11 | 568 | 28 | 57 | |||||||||
| 13 Apr | 9261.00 | 1206.1 | 19.7999 | - | 590 | -9 | 29 | |||||||||
| 10 Apr | 9122.00 | 1130 | 27.5 | 87.34 | 24 | -2 | 38 | |||||||||
| 9 Apr | 8955.00 | 980 | -21.4 | 88.18 | 52 | -9 | 40 | |||||||||
| 8 Apr | 8860.00 | 882.8 | -54.5 | 77.01 | 684 | 7 | 49 | |||||||||
| 7 Apr | 10650.00 | 2873.9 | 50.5 | - | 7 | 1 | 42 | |||||||||
| 6 Apr | 10630.00 | 2482.9 | 50.3999 | - | 14 | 7 | 41 | |||||||||
| 2 Apr | 10410.00 | 2418.3 | 298.9001 | 49.47 | 13 | -5 | 34 | |||||||||
| 1 Apr | 9273.00 | 1445.3 | -5.6 | 100.62 | 19 | -12 | 39 | |||||||||
| 31 Mar | 9623.00 | 1697.4 | - | - | 0 | -5 | 46 | |||||||||
| 30 Mar | 9812.00 | 1803.2 | -9.9 | 76.51 | 10 | 0 | 51 | |||||||||
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| 27 Mar | 9402.00 | 1643.8 | 25.1001 | 102.21 | 36 | -7 | 51 | |||||||||
| 26 Mar | 9018.00 | 1349.1 | 3.2 | 98.47 | 131 | -53 | 58 | |||||||||
| 25 Mar | 8511.00 | 958 | -19.6 | 90 | 2,274 | 18 | 111 | |||||||||
| 24 Mar | 8688.00 | 1116.1 | -57.6 | 93.46 | 113 | -54 | 93 | |||||||||
| 23 Mar | 8321.00 | 918 | -24.4 | 95.35 | 2,018 | 122 | 147 | |||||||||
| 20 Mar | 9245.00 | 1425.3 | 13.2001 | 75.47 | 13 | 8 | 25 | |||||||||
| 19 Mar | 8908.00 | 1551.5 | 2.8 | 110.41 | 6 | -2 | 17 | |||||||||
| 18 Mar | 8909.00 | 1527.7 | 17.5 | 111.19 | 40 | 16 | 19 | |||||||||
| 17 Mar | 8900.00 | 1302 | 0 | 87.97 | 1 | 0 | 3 | |||||||||
| 16 Mar | 8724.00 | 1365.4 | -0.2999 | 109.1 | 2 | 0 | 3 | |||||||||
| 13 Mar | 9076.00 | 1172.7 | 97.2 | - | 3 | 2 | 3 | |||||||||
| 12 Mar | 8766.00 | 1172.7 | 97.2 | - | 3 | 2 | 3 | |||||||||
| 11 Mar | 8130.00 | 1172.7 | 97.2 | 118.39 | 3 | 2 | 3 | |||||||||
| 10 Mar | 7403.00 | 755 | -121.2 | 113.06 | 9 | 1 | 1 | |||||||||
| 9 Mar | 8790.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 8310.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 7353.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 6921.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Mar | 6969.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 8100 expiring on 16APR2026
Delta for 8100 CE is 0.98
Historical price for 8100 CE is as follows
On 15 Apr CRUDEOIL was trading at 8641.00. The strike last trading price was 543.5, which was 24.2 higher than the previous day. The implied volatity was 56.44, the open interest changed by 28 which increased total open position to 85
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 580.2, which was 23.4 higher than the previous day. The implied volatity was 102.11, the open interest changed by 28 which increased total open position to 57
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 1206.1, which was 19.7999 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 29
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 1130, which was 27.5 higher than the previous day. The implied volatity was 87.34, the open interest changed by -2 which decreased total open position to 38
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 980, which was -21.4 lower than the previous day. The implied volatity was 88.18, the open interest changed by -9 which decreased total open position to 40
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 882.8, which was -54.5 lower than the previous day. The implied volatity was 77.01, the open interest changed by 7 which increased total open position to 49
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 2873.9, which was 50.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 42
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 2482.9, which was 50.3999 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 41
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 2418.3, which was 298.9001 higher than the previous day. The implied volatity was 49.47, the open interest changed by -5 which decreased total open position to 34
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 1445.3, which was -5.6 lower than the previous day. The implied volatity was 100.62, the open interest changed by -12 which decreased total open position to 39
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 1697.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1803.2, which was -9.9 lower than the previous day. The implied volatity was 76.51, the open interest changed by 0 which decreased total open position to 51
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1643.8, which was 25.1001 higher than the previous day. The implied volatity was 102.21, the open interest changed by -7 which decreased total open position to 51
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1349.1, which was 3.2 higher than the previous day. The implied volatity was 98.47, the open interest changed by -53 which decreased total open position to 58
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 958, which was -19.6 lower than the previous day. The implied volatity was 90, the open interest changed by 18 which increased total open position to 111
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1116.1, which was -57.6 lower than the previous day. The implied volatity was 93.46, the open interest changed by -54 which decreased total open position to 93
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 918, which was -24.4 lower than the previous day. The implied volatity was 95.35, the open interest changed by 122 which increased total open position to 147
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1425.3, which was 13.2001 higher than the previous day. The implied volatity was 75.47, the open interest changed by 8 which increased total open position to 25
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1551.5, which was 2.8 higher than the previous day. The implied volatity was 110.41, the open interest changed by -2 which decreased total open position to 17
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1527.7, which was 17.5 higher than the previous day. The implied volatity was 111.19, the open interest changed by 16 which increased total open position to 19
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1302, which was 0 lower than the previous day. The implied volatity was 87.97, the open interest changed by 0 which decreased total open position to 3
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1365.4, which was -0.2999 lower than the previous day. The implied volatity was 109.1, the open interest changed by 0 which decreased total open position to 3
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1172.7, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1172.7, which was 97.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 1172.7, which was 97.2 higher than the previous day. The implied volatity was 118.39, the open interest changed by 2 which increased total open position to 3
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 755, which was -121.2 lower than the previous day. The implied volatity was 113.06, the open interest changed by 1 which increased total open position to 1
On 9 Mar CRUDEOIL was trading at 8790.00. 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 6 Mar CRUDEOIL was trading at 8310.00. 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 Mar CRUDEOIL was trading at 7353.00. 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 Mar CRUDEOIL was trading at 6921.00. 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 3 Mar CRUDEOIL was trading at 6969.00. 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 Mar CRUDEOIL was trading at 6515.00. 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-Apr-2026 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.92
Theta: -31.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 8641.00 | 19.8 | -3.4 | 84.83 | 81,403 | 107 | 1,405 |
| 14 Apr | 8590.00 | 86.2 | -5.7 | 100.1 | 33,023 | 743 | 1,298 |
| 13 Apr | 9261.00 | 36 | -2.8 | - | 8,690 | -388 | 555 |
| 10 Apr | 9122.00 | 94.3 | -1.1 | 94.32 | 18,127 | -114 | 943 |
| 9 Apr | 8955.00 | 144.3 | -15.2 | 93.68 | 17,780 | -604 | 1,057 |
| 8 Apr | 8860.00 | 186.3 | -10.7 | 93.08 | 28,506 | 1,281 | 1,661 |
| 7 Apr | 10650.00 | 106.5 | -2.9 | - | 2,683 | -149 | 380 |
| 6 Apr | 10630.00 | 112.4 | -4.1 | - | 3,372 | 69 | 529 |
| 2 Apr | 10410.00 | 154.1 | -2.1 | - | 3,361 | 159 | 460 |
| 1 Apr | 9273.00 | 289.9 | -8.3 | 103.71 | 5,605 | -144 | 300 |
| 31 Mar | 9623.00 | 230 | - | - | 40 | 126 | 571 |
| 30 Mar | 9812.00 | 238 | -9.2 | 107.85 | 2,054 | 50 | 445 |
| 27 Mar | 9402.00 | 337.3 | -8.6 | 101.54 | 1,815 | 139 | 395 |
| 26 Mar | 9018.00 | 430 | -8.2 | 98.32 | 1,109 | -29 | 256 |
| 25 Mar | 8511.00 | 536.3 | -49.4 | 88.65 | 4,614 | 6 | 285 |
| 24 Mar | 8688.00 | 537.4 | 14.9 | 94.62 | 1,461 | -62 | 279 |
| 23 Mar | 8321.00 | 696.1 | -5.5 | 95.25 | 7,150 | 197 | 341 |
| 20 Mar | 9245.00 | 387.2 | -2.5 | 89.05 | 824 | 37 | 144 |
| 19 Mar | 8908.00 | 495.8 | 0.5 | 92.26 | 564 | 12 | 107 |
| 18 Mar | 8909.00 | 570.5 | 15 | 96.7 | 1,295 | 93 | 95 |
| 17 Mar | 8900.00 | 701.5 | 30.1 | 107.84 | 5 | -4 | 2 |
| 16 Mar | 8724.00 | 689.7 | 32.2 | 96.83 | 6 | 4 | 6 |
| 13 Mar | 9076.00 | 1271.3 | 6.3 | - | 2 | 2 | 2 |
| 12 Mar | 8766.00 | 1271.3 | 6.3 | 150.83 | 2 | 2 | 2 |
| 11 Mar | 8130.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 7403.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 8790.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 8310.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 7353.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 6921.00 | - | - | - | 0 | 0 | 0 |
| 3 Mar | 6969.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 |
For Crude Oil - strike price 8100 expiring on 16APR2026
Delta for 8100 PE is -0.11
Historical price for 8100 PE is as follows
On 15 Apr CRUDEOIL was trading at 8641.00. The strike last trading price was 19.8, which was -3.4 lower than the previous day. The implied volatity was 84.83, the open interest changed by 107 which increased total open position to 1405
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 86.2, which was -5.7 lower than the previous day. The implied volatity was 100.1, the open interest changed by 743 which increased total open position to 1298
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 36, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by -388 which decreased total open position to 555
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 94.3, which was -1.1 lower than the previous day. The implied volatity was 94.32, the open interest changed by -114 which decreased total open position to 943
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 144.3, which was -15.2 lower than the previous day. The implied volatity was 93.68, the open interest changed by -604 which decreased total open position to 1057
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 186.3, which was -10.7 lower than the previous day. The implied volatity was 93.08, the open interest changed by 1281 which increased total open position to 1661
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 106.5, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by -149 which decreased total open position to 380
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 112.4, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 529
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 154.1, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 460
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 289.9, which was -8.3 lower than the previous day. The implied volatity was 103.71, the open interest changed by -144 which decreased total open position to 300
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 230, which was - lower than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 571
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 238, which was -9.2 lower than the previous day. The implied volatity was 107.85, the open interest changed by 50 which increased total open position to 445
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 337.3, which was -8.6 lower than the previous day. The implied volatity was 101.54, the open interest changed by 139 which increased total open position to 395
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 430, which was -8.2 lower than the previous day. The implied volatity was 98.32, the open interest changed by -29 which decreased total open position to 256
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 536.3, which was -49.4 lower than the previous day. The implied volatity was 88.65, the open interest changed by 6 which increased total open position to 285
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 537.4, which was 14.9 higher than the previous day. The implied volatity was 94.62, the open interest changed by -62 which decreased total open position to 279
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 696.1, which was -5.5 lower than the previous day. The implied volatity was 95.25, the open interest changed by 197 which increased total open position to 341
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 387.2, which was -2.5 lower than the previous day. The implied volatity was 89.05, the open interest changed by 37 which increased total open position to 144
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 495.8, which was 0.5 higher than the previous day. The implied volatity was 92.26, the open interest changed by 12 which increased total open position to 107
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 570.5, which was 15 higher than the previous day. The implied volatity was 96.7, the open interest changed by 93 which increased total open position to 95
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 701.5, which was 30.1 higher than the previous day. The implied volatity was 107.84, the open interest changed by -4 which decreased total open position to 2
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 689.7, which was 32.2 higher than the previous day. The implied volatity was 96.83, the open interest changed by 4 which increased total open position to 6
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1271.3, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1271.3, which was 6.3 higher than the previous day. The implied volatity was 150.83, the open interest changed by 2 which increased total open position to 2
On 11 Mar CRUDEOIL was trading at 8130.00. 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 Mar CRUDEOIL was trading at 7403.00. 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 Mar CRUDEOIL was trading at 8790.00. 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 6 Mar CRUDEOIL was trading at 8310.00. 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 Mar CRUDEOIL was trading at 7353.00. 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 Mar CRUDEOIL was trading at 6921.00. 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 3 Mar CRUDEOIL was trading at 6969.00. 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 Mar CRUDEOIL was trading at 6515.00. 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
