CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
16 Mar 2026 11:58 PM IST
| CRUDEOIL 17-MAR-2026 8500 CE | ||||||||||||||||
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Delta: 0.66
Vega: 1.85
Theta: -87.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 16 Mar | 8724.00 | 361.1 | -14 | 116.4 | 29,036 | -104 | 2,396 | |||||||||
| 13 Mar | 9076.00 | 774.4 | 12.1 | 112.94 | 27,615 | -1,407 | 2,500 | |||||||||
| 12 Mar | 8766.00 | 800 | -19.1 | 159.97 | 71,132 | -194 | 3,907 | |||||||||
| 11 Mar | 8130.00 | 557 | 0.5 | 168.13 | 65,954 | 466 | 4,101 | |||||||||
| 10 Mar | 7403.00 | 310 | -14.7 | 156.78 | 79,075 | 1,684 | 3,635 | |||||||||
| 9 Mar | 8790.00 | 977.6 | -7.8 | 159.6 | 14,467 | -2,700 | 1,951 | |||||||||
| 6 Mar | 8310.00 | 660 | -77.3 | 127.99 | 1,16,419 | 1,373 | 4,651 | |||||||||
| 5 Mar | 7353.00 | 229 | 17 | 112.19 | 41,306 | -2,377 | 3,281 | |||||||||
| 4 Mar | 6921.00 | 121.7 | -10.4 | - | 34,741 | 4,608 | 5,658 | |||||||||
| 3 Mar | 6969.00 | 149.5 | 89.7 | - | 29,008 | 3,296 | 4,551 | |||||||||
| 2 Mar | 6515.00 | 68 | 8.2 | - | 8,651 | 1,210 | 1,210 | |||||||||
For Crude Oil - strike price 8500 expiring on 17MAR2026
Delta for 8500 CE is 0.66
Historical price for 8500 CE is as follows
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 361.1, which was -14 lower than the previous day. The implied volatity was 116.4, the open interest changed by -104 which decreased total open position to 2396
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 774.4, which was 12.1 higher than the previous day. The implied volatity was 112.94, the open interest changed by -1407 which decreased total open position to 2500
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 800, which was -19.1 lower than the previous day. The implied volatity was 159.97, the open interest changed by -194 which decreased total open position to 3907
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 557, which was 0.5 higher than the previous day. The implied volatity was 168.13, the open interest changed by 466 which increased total open position to 4101
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 310, which was -14.7 lower than the previous day. The implied volatity was 156.78, the open interest changed by 1684 which increased total open position to 3635
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 977.6, which was -7.8 lower than the previous day. The implied volatity was 159.6, the open interest changed by -2700 which decreased total open position to 1951
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 660, which was -77.3 lower than the previous day. The implied volatity was 127.99, the open interest changed by 1373 which increased total open position to 4651
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 229, which was 17 higher than the previous day. The implied volatity was 112.19, the open interest changed by -2377 which decreased total open position to 3281
On 4 Mar CRUDEOIL was trading at 6921.00. The strike last trading price was 121.7, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by 4608 which increased total open position to 5658
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 149.5, which was 89.7 higher than the previous day. The implied volatity was -, the open interest changed by 3296 which increased total open position to 4551
On 2 Mar CRUDEOIL was trading at 6515.00. The strike last trading price was 68, which was 8.2 higher than the previous day. The implied volatity was -, the open interest changed by 1210 which increased total open position to 1210
| CRUDEOIL 17MAR2026 8500 PE | |||||||
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Delta: -0.35
Vega: 1.87
Theta: -95.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 8724.00 | 155 | -5.7 | 126.01 | 2,51,499 | 1,973 | 4,906 |
| 13 Mar | 9076.00 | 202.3 | -19.3 | 114.14 | 70,946 | 480 | 2,942 |
| 12 Mar | 8766.00 | 546.1 | 24.9 | 162.96 | 68,419 | 1,594 | 2,462 |
| 11 Mar | 8130.00 | 945.4 | -5.4 | 172.49 | 3,114 | 134 | 868 |
| 10 Mar | 7403.00 | 1426 | 19.7 | 155.88 | 13,947 | -772 | 734 |
| 9 Mar | 8790.00 | 686.2 | -16.4 | 159.33 | 63,219 | 782 | 1,506 |
| 6 Mar | 8310.00 | 845.2 | -7.2 | 127.17 | 4,601 | 724 | 724 |
| 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 8500 expiring on 17MAR2026
Delta for 8500 PE is -0.35
Historical price for 8500 PE is as follows
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 155, which was -5.7 lower than the previous day. The implied volatity was 126.01, the open interest changed by 1973 which increased total open position to 4906
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 202.3, which was -19.3 lower than the previous day. The implied volatity was 114.14, the open interest changed by 480 which increased total open position to 2942
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 546.1, which was 24.9 higher than the previous day. The implied volatity was 162.96, the open interest changed by 1594 which increased total open position to 2462
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 945.4, which was -5.4 lower than the previous day. The implied volatity was 172.49, the open interest changed by 134 which increased total open position to 868
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 1426, which was 19.7 higher than the previous day. The implied volatity was 155.88, the open interest changed by -772 which decreased total open position to 734
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 686.2, which was -16.4 lower than the previous day. The implied volatity was 159.33, the open interest changed by 782 which increased total open position to 1506
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 845.2, which was -7.2 lower than the previous day. The implied volatity was 127.17, the open interest changed by 724 which increased total open position to 724
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
