CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
15 Apr 2026 11:58 PM IST
| CRUDEOIL 16-Apr-2026 8350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 1.46
Theta: -45.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 8641.00 | 338.2 | 25.1 | 76.17 | 7,678 | 40 | 40 | |||||||||
| 14 Apr | 8590.00 | 1389.9 | 0 | - | 1 | 0 | 30 | |||||||||
| 13 Apr | 9261.00 | 1389.9 | 0 | - | 1 | 0 | 30 | |||||||||
| 10 Apr | 9122.00 | 900 | -44 | 88.24 | 10 | 30 | 30 | |||||||||
| 9 Apr | 8955.00 | 762 | -36 | - | 121 | -8 | 38 | |||||||||
| 8 Apr | 8860.00 | 762 | -36 | 89.91 | 121 | -8 | 38 | |||||||||
| 7 Apr | 10650.00 | 2428.3 | 17.4001 | - | 3 | 46 | 46 | |||||||||
| 6 Apr | 10630.00 | 1500 | 0 | - | 1 | 1 | 47 | |||||||||
| 2 Apr | 10410.00 | 1500 | 0 | - | 1 | 1 | 47 | |||||||||
| 1 Apr | 9273.00 | 1285 | -3.2 | 102.34 | 3 | -2 | 46 | |||||||||
| 31 Mar | 9623.00 | 1806.3 | - | - | 0 | 0 | 48 | |||||||||
| 30 Mar | 9812.00 | 1806.3 | 176.8 | 113.72 | 37 | 0 | 48 | |||||||||
| 27 Mar | 9402.00 | 1460 | -3.8 | 99.92 | 31 | -9 | 48 | |||||||||
| 26 Mar | 9018.00 | 1199 | 23.7 | 98.65 | 133 | -54 | 57 | |||||||||
| 25 Mar | 8511.00 | 874.6 | 15 | 95.58 | 7,961 | 97 | 111 | |||||||||
| 24 Mar | 8688.00 | 967.7 | -26 | 92.03 | 192 | -7 | 14 | |||||||||
| 23 Mar | 8321.00 | 807.5 | -31.2 | 96.18 | 865 | 19 | 21 | |||||||||
| 20 Mar | 9245.00 | 1271.8 | 0 | - | 2 | 2 | 2 | |||||||||
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| 19 Mar | 8908.00 | 1271.8 | 0 | - | 2 | 2 | 2 | |||||||||
| 18 Mar | 8909.00 | 1271.8 | 0 | 98.35 | 2 | 2 | 2 | |||||||||
| 17 Mar | 8900.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 8724.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 9076.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 8766.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 8350 expiring on 16APR2026
Delta for 8350 CE is 0.79
Historical price for 8350 CE is as follows
On 15 Apr CRUDEOIL was trading at 8641.00. The strike last trading price was 338.2, which was 25.1 higher than the previous day. The implied volatity was 76.17, the open interest changed by 40 which increased total open position to 40
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 1389.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 1389.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 900, which was -44 lower than the previous day. The implied volatity was 88.24, the open interest changed by 30 which increased total open position to 30
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 762, which was -36 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 38
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 762, which was -36 lower than the previous day. The implied volatity was 89.91, the open interest changed by -8 which decreased total open position to 38
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 2428.3, which was 17.4001 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 46
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 1500, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 47
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 1500, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 47
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 1285, which was -3.2 lower than the previous day. The implied volatity was 102.34, the open interest changed by -2 which decreased total open position to 46
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 1806.3, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1806.3, which was 176.8 higher than the previous day. The implied volatity was 113.72, the open interest changed by 0 which decreased total open position to 48
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1460, which was -3.8 lower than the previous day. The implied volatity was 99.92, the open interest changed by -9 which decreased total open position to 48
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1199, which was 23.7 higher than the previous day. The implied volatity was 98.65, the open interest changed by -54 which decreased total open position to 57
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 874.6, which was 15 higher than the previous day. The implied volatity was 95.58, the open interest changed by 97 which increased total open position to 111
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 967.7, which was -26 lower than the previous day. The implied volatity was 92.03, the open interest changed by -7 which decreased total open position to 14
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 807.5, which was -31.2 lower than the previous day. The implied volatity was 96.18, the open interest changed by 19 which increased total open position to 21
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1271.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1271.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1271.8, which was 0 lower than the previous day. The implied volatity was 98.35, the open interest changed by 2 which increased total open position to 2
On 17 Mar CRUDEOIL was trading at 8900.00. 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 16 Mar CRUDEOIL was trading at 8724.00. 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 13 Mar CRUDEOIL was trading at 9076.00. 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 Mar CRUDEOIL was trading at 8766.00. 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 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
| CRUDEOIL 16-Apr-2026 8350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 1.45
Theta: -44.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 8641.00 | 46.6 | -16 | 75.76 | 54,627 | -426 | 997 |
| 14 Apr | 8590.00 | 158.7 | -6.3 | 98.61 | 15,949 | 1,177 | 1,423 |
| 13 Apr | 9261.00 | 57.9 | -5.7 | - | 4,126 | -55 | 246 |
| 10 Apr | 9122.00 | 142.3 | -2.2 | 92.41 | 4,867 | 158 | 493 |
| 9 Apr | 8955.00 | 218 | -19.9 | 94.46 | 3,627 | 66 | 335 |
| 8 Apr | 8860.00 | 270.1 | -22.1 | 93.77 | 5,391 | 14 | 269 |
| 7 Apr | 10650.00 | 137 | -3.3 | - | 941 | -49 | 255 |
| 6 Apr | 10630.00 | 142.3 | -5.4 | - | 1,234 | -32 | 304 |
| 2 Apr | 10410.00 | 190.6 | -7.5 | 105.29 | 1,591 | 19 | 336 |
| 1 Apr | 9273.00 | 360.5 | -14.9 | 102.11 | 1,187 | -43 | 317 |
| 31 Mar | 9623.00 | 287.1 | - | - | 9 | -32 | 328 |
| 30 Mar | 9812.00 | 301 | -7.5 | 106.74 | 855 | 105 | 360 |
| 27 Mar | 9402.00 | 424.2 | -7.8 | 102.14 | 839 | 12 | 255 |
| 26 Mar | 9018.00 | 523.5 | -20.3 | 97.69 | 541 | -31 | 243 |
| 25 Mar | 8511.00 | 707.7 | -9.5 | 94.86 | 7,734 | 206 | 274 |
| 24 Mar | 8688.00 | 665.3 | 31.3 | 96.27 | 548 | -39 | 68 |
| 23 Mar | 8321.00 | 811.8 | -30.4 | 93.27 | 4,458 | 68 | 107 |
| 20 Mar | 9245.00 | 473.4 | -0.1 | 88.62 | 27 | 5 | 39 |
| 19 Mar | 8908.00 | 594.8 | 2.8 | 91.82 | 59 | -1 | 34 |
| 18 Mar | 8909.00 | 670.2 | 0.1 | 95.72 | 290 | 34 | 35 |
| 17 Mar | 8900.00 | 1247.7 | 0 | - | 1 | 1 | 1 |
| 16 Mar | 8724.00 | 1247.7 | 0 | - | 1 | 1 | 1 |
| 13 Mar | 9076.00 | 1247.7 | 0 | - | 1 | 1 | 1 |
| 12 Mar | 8766.00 | 1247.7 | 0 | - | 1 | 1 | 1 |
| 11 Mar | 8130.00 | 1247.7 | 0 | - | 1 | 1 | 1 |
| 10 Mar | 7403.00 | 1247.7 | 0 | - | 1 | 1 | 1 |
| 9 Mar | 8790.00 | 1247.7 | 0 | 124.52 | 1 | 1 | 1 |
| 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 8350 expiring on 16APR2026
Delta for 8350 PE is -0.21
Historical price for 8350 PE is as follows
On 15 Apr CRUDEOIL was trading at 8641.00. The strike last trading price was 46.6, which was -16 lower than the previous day. The implied volatity was 75.76, the open interest changed by -426 which decreased total open position to 997
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 158.7, which was -6.3 lower than the previous day. The implied volatity was 98.61, the open interest changed by 1177 which increased total open position to 1423
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 57.9, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by -55 which decreased total open position to 246
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 142.3, which was -2.2 lower than the previous day. The implied volatity was 92.41, the open interest changed by 158 which increased total open position to 493
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 218, which was -19.9 lower than the previous day. The implied volatity was 94.46, the open interest changed by 66 which increased total open position to 335
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 270.1, which was -22.1 lower than the previous day. The implied volatity was 93.77, the open interest changed by 14 which increased total open position to 269
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 137, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 255
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 142.3, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 304
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 190.6, which was -7.5 lower than the previous day. The implied volatity was 105.29, the open interest changed by 19 which increased total open position to 336
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 360.5, which was -14.9 lower than the previous day. The implied volatity was 102.11, the open interest changed by -43 which decreased total open position to 317
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 287.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 328
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 301, which was -7.5 lower than the previous day. The implied volatity was 106.74, the open interest changed by 105 which increased total open position to 360
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 424.2, which was -7.8 lower than the previous day. The implied volatity was 102.14, the open interest changed by 12 which increased total open position to 255
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 523.5, which was -20.3 lower than the previous day. The implied volatity was 97.69, the open interest changed by -31 which decreased total open position to 243
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 707.7, which was -9.5 lower than the previous day. The implied volatity was 94.86, the open interest changed by 206 which increased total open position to 274
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 665.3, which was 31.3 higher than the previous day. The implied volatity was 96.27, the open interest changed by -39 which decreased total open position to 68
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 811.8, which was -30.4 lower than the previous day. The implied volatity was 93.27, the open interest changed by 68 which increased total open position to 107
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 473.4, which was -0.1 lower than the previous day. The implied volatity was 88.62, the open interest changed by 5 which increased total open position to 39
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 594.8, which was 2.8 higher than the previous day. The implied volatity was 91.82, the open interest changed by -1 which decreased total open position to 34
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 670.2, which was 0.1 higher than the previous day. The implied volatity was 95.72, the open interest changed by 34 which increased total open position to 35
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1247.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1247.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1247.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1247.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 1247.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 1247.7, which was 0 lower than the previous day. The implied volatity was -, 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 1247.7, which was 0 lower than the previous day. The implied volatity was 124.52, the open interest changed by 1 which increased total open position to 1
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
