CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Mar 2026 11:58 PM IST
| CRUDEOIL 16-APR-2026 8500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 9.76
Theta: -15.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 8900.00 | 1140 | -0.3 | 94.17 | 1,755 | 503 | 794 | |||||||||
| 16 Mar | 8724.00 | 1156.6 | -30.9 | 107.79 | 892 | 102 | 356 | |||||||||
| 13 Mar | 9076.00 | 1504.1 | 44.6 | 117.68 | 532 | 81 | 254 | |||||||||
| 12 Mar | 8766.00 | 1529.6 | 15.1 | 134.49 | 635 | 33 | 173 | |||||||||
| 11 Mar | 8130.00 | 1136.6 | 23.9 | 130.45 | 389 | 42 | 140 | |||||||||
| 10 Mar | 7403.00 | 739 | 39.5 | 124.38 | 272 | 84 | 98 | |||||||||
| 9 Mar | 8790.00 | 1486.3 | -446.7999 | 133.24 | 22 | -6 | 14 | |||||||||
| 6 Mar | 8310.00 | 959.3 | -11.7 | 108.68 | 36 | 20 | 20 | |||||||||
| 5 Mar | 7353.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 6921.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 3 Mar | 6969.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 8500 expiring on 16APR2026
Delta for 8500 CE is 0.62
Historical price for 8500 CE is as follows
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1140, which was -0.3 lower than the previous day. The implied volatity was 94.17, the open interest changed by 503 which increased total open position to 794
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1156.6, which was -30.9 lower than the previous day. The implied volatity was 107.79, the open interest changed by 102 which increased total open position to 356
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1504.1, which was 44.6 higher than the previous day. The implied volatity was 117.68, the open interest changed by 81 which increased total open position to 254
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1529.6, which was 15.1 higher than the previous day. The implied volatity was 134.49, the open interest changed by 33 which increased total open position to 173
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 1136.6, which was 23.9 higher than the previous day. The implied volatity was 130.45, the open interest changed by 42 which increased total open position to 140
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 739, which was 39.5 higher than the previous day. The implied volatity was 124.38, the open interest changed by 84 which increased total open position to 98
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1486.3, which was -446.7999 lower than the previous day. The implied volatity was 133.24, the open interest changed by -6 which decreased total open position to 14
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 959.3, which was -11.7 lower than the previous day. The implied volatity was 108.68, the open interest changed by 20 which increased total open position to 20
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 16APR2026 8500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 9.76
Theta: -15.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 8900.00 | 780 | -37.1 | 96.42 | 3,078 | 494 | 867 |
| 16 Mar | 8724.00 | 1020 | -1.2 | 110.16 | 1,905 | 148 | 401 |
| 13 Mar | 9076.00 | 1040 | 3.9 | 119.21 | 676 | 151 | 253 |
| 12 Mar | 8766.00 | 1363.5 | 72.9 | 138.42 | 315 | 92 | 102 |
| 11 Mar | 8130.00 | 1593.5 | -25.2 | 131.63 | 10 | 0 | 10 |
| 10 Mar | 7403.00 | 1687.9 | 26 | 98.25 | 30 | 9 | 10 |
| 9 Mar | 8790.00 | 590 | 130 | 56.33 | 2 | 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 8500 expiring on 16APR2026
Delta for 8500 PE is -0.38
Historical price for 8500 PE is as follows
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 780, which was -37.1 lower than the previous day. The implied volatity was 96.42, the open interest changed by 494 which increased total open position to 867
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1020, which was -1.2 lower than the previous day. The implied volatity was 110.16, the open interest changed by 148 which increased total open position to 401
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1040, which was 3.9 higher than the previous day. The implied volatity was 119.21, the open interest changed by 151 which increased total open position to 253
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1363.5, which was 72.9 higher than the previous day. The implied volatity was 138.42, the open interest changed by 92 which increased total open position to 102
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 1593.5, which was -25.2 lower than the previous day. The implied volatity was 131.63, the open interest changed by 0 which decreased total open position to 10
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 1687.9, which was 26 higher than the previous day. The implied volatity was 98.25, the open interest changed by 9 which increased total open position to 10
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 590, which was 130 higher than the previous day. The implied volatity was 56.33, 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
