CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
13 Mar 2026 11:58 PM IST
| CRUDEOIL 17-MAR-2026 8300 CE | ||||||||||||||||
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Delta: 0.78
Vega: 2.93
Theta: -41.44
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 9076.00 | 937.7 | 21.4 | 119.82 | 2,655 | -327 | 640 | |||||||||
| 12 Mar | 8766.00 | 897.3 | -22.7 | 156.68 | 5,633 | -887 | 967 | |||||||||
| 11 Mar | 8130.00 | 611.6 | -16.2 | 162.22 | 21,199 | 124 | 1,089 | |||||||||
| 10 Mar | 7403.00 | 345.5 | -17.2 | 164.8 | 35,985 | 721 | 965 | |||||||||
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| 9 Mar | 8790.00 | 1071 | -6.5 | 157.14 | 2,749 | -818 | 244 | |||||||||
| 6 Mar | 8310.00 | 732.3 | -56.8 | 125.4 | 36,951 | 747 | 1,062 | |||||||||
| 5 Mar | 7353.00 | 270 | 21.1 | 111.29 | 8,696 | -186 | 315 | |||||||||
| 4 Mar | 6921.00 | 146 | -12.8 | 111.08 | 9,875 | 501 | 501 | |||||||||
| 3 Mar | 6969.00 | 178.8 | 178.6 | 107.59 | 4,741 | 535 | 532 | |||||||||
| 2 Mar | 6515.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 8300 expiring on 17MAR2026
Delta for 8300 CE is 0.78
Historical price for 8300 CE is as follows
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 937.7, which was 21.4 higher than the previous day. The implied volatity was 119.82, the open interest changed by -327 which decreased total open position to 640
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 897.3, which was -22.7 lower than the previous day. The implied volatity was 156.68, the open interest changed by -887 which decreased total open position to 967
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 611.6, which was -16.2 lower than the previous day. The implied volatity was 162.22, the open interest changed by 124 which increased total open position to 1089
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 345.5, which was -17.2 lower than the previous day. The implied volatity was 164.8, the open interest changed by 721 which increased total open position to 965
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1071, which was -6.5 lower than the previous day. The implied volatity was 157.14, the open interest changed by -818 which decreased total open position to 244
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 732.3, which was -56.8 lower than the previous day. The implied volatity was 125.4, the open interest changed by 747 which increased total open position to 1062
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 270, which was 21.1 higher than the previous day. The implied volatity was 111.29, the open interest changed by -186 which decreased total open position to 315
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 146, which was -12.8 lower than the previous day. The implied volatity was 111.08, the open interest changed by 501 which increased total open position to 501
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 178.8, which was 178.6 higher than the previous day. The implied volatity was 107.59, the open interest changed by 535 which increased total open position to 532
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
| CRUDEOIL 17MAR2026 8300 PE | |||||||
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Delta: -0.21
Vega: 2.84
Theta: -37.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 9076.00 | 142 | -18.5 | 112.99 | 24,146 | 136 | 1,038 |
| 12 Mar | 8766.00 | 451.1 | 24.7 | 161.77 | 15,165 | 585 | 902 |
| 11 Mar | 8130.00 | 782.9 | -34.6 | 162.53 | 2,795 | -207 | 317 |
| 10 Mar | 7403.00 | 1268.7 | 27.5 | 167.76 | 21,814 | 126 | 524 |
| 9 Mar | 8790.00 | 575.6 | -14.7 | 156.04 | 12,230 | -337 | 398 |
| 6 Mar | 8310.00 | 720.1 | -27.8 | 125.02 | 10,129 | 735 | 735 |
| 5 Mar | 7353.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 6921.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 6969.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 6515.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 8300 expiring on 17MAR2026
Delta for 8300 PE is -0.21
Historical price for 8300 PE is as follows
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 142, which was -18.5 lower than the previous day. The implied volatity was 112.99, the open interest changed by 136 which increased total open position to 1038
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 451.1, which was 24.7 higher than the previous day. The implied volatity was 161.77, the open interest changed by 585 which increased total open position to 902
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 782.9, which was -34.6 lower than the previous day. The implied volatity was 162.53, the open interest changed by -207 which decreased total open position to 317
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 1268.7, which was 27.5 higher than the previous day. The implied volatity was 167.76, the open interest changed by 126 which increased total open position to 524
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 575.6, which was -14.7 lower than the previous day. The implied volatity was 156.04, the open interest changed by -337 which decreased total open position to 398
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 720.1, which was -27.8 lower than the previous day. The implied volatity was 125.02, the open interest changed by 735 which increased total open position to 735
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 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 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 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
