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Historical option data for CRUDEOIL

17 Jun 2026 11:58 PM IST
CRUDEOIL 16-Jul-2026 (28d) 8500 CE
Delta: 0.17
Vega: 5.16
Theta: -5.13
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Jun 7226.00 100.5 0.5 (0.50%) 58.1 30,538 -1,406 3,072
16 Jun 7189.00 88 -0.5 (-0.56%) 56.03 7,541 -2,894 174
15 Jun 7627.00 146.1 -1.5 (-1.02%) 52.06 6,805 -43 1,041
12 Jun 8091.00 355 5.8 (1.66%) 57.86 3,242 335 1,084
11 Jun 8358.00 490 -23.6 (-4.60%) 58.64 1,277 160 749
10 Jun 8675.00 671.8 -30 (-4.27%) 60.43 920 113 589
9 Jun 8428.00 560 8.1 (1.47%) 60.43 867 337 476
8 Jun 8720.00 685.1 -29.6 (-4.14%) 58.78 94 32 139
5 Jun 8613.00 645.7 8.9 (1.40%) 60.26 91 68 107
4 Jun 8851.00 930.6 -22.9 (-2.40%) - 8 2 39
3 Jun 9239.00 930.6 -22.9 (-2.40%) 56.21 8 2 39
2 Jun 8970.00 804 65.1 (8.81%) 59.07 11 0 37
1 Jun 8758.00 763 -28.2 (-3.56%) 61.97 39 29 37
29 May 8311.00 563.3 -33 (-5.53%) 59.78 10 7 8
28 May 8542.00 812.4 0 (0.00%) - 1 1 1
27 May 8604.00 812.4 0 (0.00%) - 1 -1 1
26 May 9014.00 812.4 0 (0.00%) 52.42 1 -1 1
25 May 8630.00 956.5 104.3 (12.24%) 77.65 3 2 2
22 May 9218.00 - - - 0 0 0
21 May 9258.00 0 0 (0.00%) - 0 0 0
20 May 9514.00 0 0 (0.00%) - 0 0 0
19 May 10020.00 0 0 (0.00%) - 0 0 0
18 May 10349.00 0 0 (0.00%) - 0 0 0
15 May 10085.00 - - - 0 0 0
14 May 9738.00 - - - 0 0 0
13 May 9700.00 - - - 0 0 0
12 May 9733.00 - - - 0 0 0
11 May 9380.00 - - - 0 0 0
8 May 9022.00 - - - 0 0 0
7 May 8946.00 - - - 0 0 0
6 May 9018.00 - - - 0 0 0
5 May 9720.00 - - - 0 0 0
4 May 10064.00 - - - 0 0 0
1 May 9652.00 - - - 0 0 0
30 Apr 9858.00 - - - 0 0 0
29 Apr 10110.00 - - - 0 0 0
28 Apr 9500.00 - - - 0 0 0
27 Apr 9110.00 - - - 0 0 0
24 Apr 8840.00 - - - 0 0 0
23 Apr 9082.00 - - - 0 0 0
22 Apr 8709.00 - - - 0 0 0
21 Apr 8407.00 - - - 0 0 0


For Crude Oil - strike price 8500 expiring on 16JUL2026

Delta for 8500 CE is 0.17

Historical price for 8500 CE is as follows

On 17 Jun CRUDEOIL was trading at 7226.00. The strike last trading price was 100.5, which was 0.5 higher than the previous day. The implied volatity was 58.1, the open interest changed by -1406 which decreased total open position to 3072


On 16 Jun CRUDEOIL was trading at 7189.00. The strike last trading price was 88, which was -0.5 lower than the previous day. The implied volatity was 56.03, the open interest changed by -2894 which decreased total open position to 174


On 15 Jun CRUDEOIL was trading at 7627.00. The strike last trading price was 146.1, which was -1.5 lower than the previous day. The implied volatity was 52.06, the open interest changed by -43 which decreased total open position to 1041


On 12 Jun CRUDEOIL was trading at 8091.00. The strike last trading price was 355, which was 5.8 higher than the previous day. The implied volatity was 57.86, the open interest changed by 335 which increased total open position to 1084


On 11 Jun CRUDEOIL was trading at 8358.00. The strike last trading price was 490, which was -23.6 lower than the previous day. The implied volatity was 58.64, the open interest changed by 160 which increased total open position to 749


On 10 Jun CRUDEOIL was trading at 8675.00. The strike last trading price was 671.8, which was -30 lower than the previous day. The implied volatity was 60.43, the open interest changed by 113 which increased total open position to 589


On 9 Jun CRUDEOIL was trading at 8428.00. The strike last trading price was 560, which was 8.1 higher than the previous day. The implied volatity was 60.43, the open interest changed by 337 which increased total open position to 476


On 8 Jun CRUDEOIL was trading at 8720.00. The strike last trading price was 685.1, which was -29.6 lower than the previous day. The implied volatity was 58.78, the open interest changed by 32 which increased total open position to 139


On 5 Jun CRUDEOIL was trading at 8613.00. The strike last trading price was 645.7, which was 8.9 higher than the previous day. The implied volatity was 60.26, the open interest changed by 68 which increased total open position to 107


On 4 Jun CRUDEOIL was trading at 8851.00. The strike last trading price was 930.6, which was -22.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 39


On 3 Jun CRUDEOIL was trading at 9239.00. The strike last trading price was 930.6, which was -22.9 lower than the previous day. The implied volatity was 56.21, the open interest changed by 2 which increased total open position to 39


On 2 Jun CRUDEOIL was trading at 8970.00. The strike last trading price was 804, which was 65.1 higher than the previous day. The implied volatity was 59.07, the open interest changed by 0 which decreased total open position to 37


On 1 Jun CRUDEOIL was trading at 8758.00. The strike last trading price was 763, which was -28.2 lower than the previous day. The implied volatity was 61.97, the open interest changed by 29 which increased total open position to 37


On 29 May CRUDEOIL was trading at 8311.00. The strike last trading price was 563.3, which was -33 lower than the previous day. The implied volatity was 59.78, the open interest changed by 7 which increased total open position to 8


On 28 May CRUDEOIL was trading at 8542.00. The strike last trading price was 812.4, 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 27 May CRUDEOIL was trading at 8604.00. The strike last trading price was 812.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1


On 26 May CRUDEOIL was trading at 9014.00. The strike last trading price was 812.4, which was 0 lower than the previous day. The implied volatity was 52.42, the open interest changed by -1 which decreased total open position to 1


On 25 May CRUDEOIL was trading at 8630.00. The strike last trading price was 956.5, which was 104.3 higher than the previous day. The implied volatity was 77.65, the open interest changed by 2 which increased total open position to 2


On 22 May CRUDEOIL was trading at 9218.00. 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 21 May CRUDEOIL was trading at 9258.00. 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 20 May CRUDEOIL was trading at 9514.00. 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 19 May CRUDEOIL was trading at 10020.00. 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 18 May CRUDEOIL was trading at 10349.00. 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 15 May CRUDEOIL was trading at 10085.00. 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 14 May CRUDEOIL was trading at 9738.00. 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 13 May CRUDEOIL was trading at 9700.00. 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 12 May CRUDEOIL was trading at 9733.00. 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 11 May CRUDEOIL was trading at 9380.00. 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 8 May CRUDEOIL was trading at 9022.00. 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 7 May CRUDEOIL was trading at 8946.00. 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 6 May CRUDEOIL was trading at 9018.00. 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 5 May CRUDEOIL was trading at 9720.00. 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 4 May CRUDEOIL was trading at 10064.00. 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 1 May CRUDEOIL was trading at 9652.00. 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 30 Apr CRUDEOIL was trading at 9858.00. 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 29 Apr CRUDEOIL was trading at 10110.00. 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 28 Apr CRUDEOIL was trading at 9500.00. 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 27 Apr CRUDEOIL was trading at 9110.00. 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 24 Apr CRUDEOIL was trading at 8840.00. 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 23 Apr CRUDEOIL was trading at 9082.00. 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 22 Apr CRUDEOIL was trading at 8709.00. 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 21 Apr CRUDEOIL was trading at 8407.00. 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-Jul-2026 (28d) 8500 PE
Delta: -0.83
Vega: 5.05
Theta: -4.92
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
17 Jun 7226.00 1420.6 62.9 (4.63%) 56.95 58 -8 378
16 Jun 7189.00 1453.3 -6 (-0.41%) 55.48 406 78 387
15 Jun 7627.00 1115 -3.6 (-0.32%) 51.15 230 -23 309
12 Jun 8091.00 879 4.4 (0.50%) 57.43 535 -49 332
11 Jun 8358.00 750.8 -12.8 (-1.68%) 59.5 729 80 381
10 Jun 8675.00 654.2 43.5 (7.12%) 63.47 398 45 301
9 Jun 8428.00 717.8 -3.6 (-0.50%) 58.24 692 159 256
8 Jun 8720.00 629 6.5 (1.04%) 60.5 150 65 97
5 Jun 8613.00 683.6 -15.1 (-2.16%) 56.97 26 16 32
4 Jun 8851.00 601.8 41.3 (7.37%) 57.29 4 2 16
3 Jun 9239.00 510 -16 (-3.04%) 60.06 11 4 14
2 Jun 8970.00 610 0 (0.00%) 58.9 1 1 10
1 Jun 8758.00 692.9 5.7 (0.83%) 59.86 11 8 9
29 May 8311.00 1000 0 (0.00%) - 1 1 1
28 May 8542.00 1000 0 (0.00%) - 1 1 1
27 May 8604.00 1000 0 (0.00%) - 1 1 1
26 May 9014.00 1000 0 (0.00%) - 1 1 1
25 May 8630.00 1000 0 (0.00%) 75.95 1 1 1
22 May 9218.00 - - - 0 0 0
21 May 9258.00 0 0 (0.00%) - 0 0 0
20 May 9514.00 0 0 (0.00%) - 0 0 0
19 May 10020.00 0 0 (0.00%) - 0 0 0
18 May 10349.00 0 0 (0.00%) - 0 0 0
15 May 10085.00 - - - 0 0 0
14 May 9738.00 - - - 0 0 0
13 May 9700.00 - - - 0 0 0
12 May 9733.00 - - - 0 0 0
11 May 9380.00 - - - 0 0 0
8 May 9022.00 - - - 0 0 0
7 May 8946.00 - - - 0 0 0
6 May 9018.00 - - - 0 0 0
5 May 9720.00 - - - 0 0 0
4 May 10064.00 - - - 0 0 0
1 May 9652.00 - - - 0 0 0
30 Apr 9858.00 - - - 0 0 0
29 Apr 10110.00 - - - 0 0 0
28 Apr 9500.00 - - - 0 0 0
27 Apr 9110.00 - - - 0 0 0
24 Apr 8840.00 - - - 0 0 0
23 Apr 9082.00 - - - 0 0 0
22 Apr 8709.00 - - - 0 0 0
21 Apr 8407.00 - - - 0 0 0


For Crude Oil - strike price 8500 expiring on 16JUL2026

Delta for 8500 PE is -0.83

Historical price for 8500 PE is as follows

On 17 Jun CRUDEOIL was trading at 7226.00. The strike last trading price was 1420.6, which was 62.9 higher than the previous day. The implied volatity was 56.95, the open interest changed by -8 which decreased total open position to 378


On 16 Jun CRUDEOIL was trading at 7189.00. The strike last trading price was 1453.3, which was -6 lower than the previous day. The implied volatity was 55.48, the open interest changed by 78 which increased total open position to 387


On 15 Jun CRUDEOIL was trading at 7627.00. The strike last trading price was 1115, which was -3.6 lower than the previous day. The implied volatity was 51.15, the open interest changed by -23 which decreased total open position to 309


On 12 Jun CRUDEOIL was trading at 8091.00. The strike last trading price was 879, which was 4.4 higher than the previous day. The implied volatity was 57.43, the open interest changed by -49 which decreased total open position to 332


On 11 Jun CRUDEOIL was trading at 8358.00. The strike last trading price was 750.8, which was -12.8 lower than the previous day. The implied volatity was 59.5, the open interest changed by 80 which increased total open position to 381


On 10 Jun CRUDEOIL was trading at 8675.00. The strike last trading price was 654.2, which was 43.5 higher than the previous day. The implied volatity was 63.47, the open interest changed by 45 which increased total open position to 301


On 9 Jun CRUDEOIL was trading at 8428.00. The strike last trading price was 717.8, which was -3.6 lower than the previous day. The implied volatity was 58.24, the open interest changed by 159 which increased total open position to 256


On 8 Jun CRUDEOIL was trading at 8720.00. The strike last trading price was 629, which was 6.5 higher than the previous day. The implied volatity was 60.5, the open interest changed by 65 which increased total open position to 97


On 5 Jun CRUDEOIL was trading at 8613.00. The strike last trading price was 683.6, which was -15.1 lower than the previous day. The implied volatity was 56.97, the open interest changed by 16 which increased total open position to 32


On 4 Jun CRUDEOIL was trading at 8851.00. The strike last trading price was 601.8, which was 41.3 higher than the previous day. The implied volatity was 57.29, the open interest changed by 2 which increased total open position to 16


On 3 Jun CRUDEOIL was trading at 9239.00. The strike last trading price was 510, which was -16 lower than the previous day. The implied volatity was 60.06, the open interest changed by 4 which increased total open position to 14


On 2 Jun CRUDEOIL was trading at 8970.00. The strike last trading price was 610, which was 0 lower than the previous day. The implied volatity was 58.9, the open interest changed by 1 which increased total open position to 10


On 1 Jun CRUDEOIL was trading at 8758.00. The strike last trading price was 692.9, which was 5.7 higher than the previous day. The implied volatity was 59.86, the open interest changed by 8 which increased total open position to 9


On 29 May CRUDEOIL was trading at 8311.00. The strike last trading price was 1000, 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 28 May CRUDEOIL was trading at 8542.00. The strike last trading price was 1000, 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 27 May CRUDEOIL was trading at 8604.00. The strike last trading price was 1000, 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 26 May CRUDEOIL was trading at 9014.00. The strike last trading price was 1000, 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 25 May CRUDEOIL was trading at 8630.00. The strike last trading price was 1000, which was 0 lower than the previous day. The implied volatity was 75.95, the open interest changed by 1 which increased total open position to 1


On 22 May CRUDEOIL was trading at 9218.00. 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 21 May CRUDEOIL was trading at 9258.00. 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 20 May CRUDEOIL was trading at 9514.00. 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 19 May CRUDEOIL was trading at 10020.00. 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 18 May CRUDEOIL was trading at 10349.00. 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 15 May CRUDEOIL was trading at 10085.00. 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 14 May CRUDEOIL was trading at 9738.00. 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 13 May CRUDEOIL was trading at 9700.00. 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 12 May CRUDEOIL was trading at 9733.00. 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 11 May CRUDEOIL was trading at 9380.00. 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 8 May CRUDEOIL was trading at 9022.00. 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 7 May CRUDEOIL was trading at 8946.00. 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 6 May CRUDEOIL was trading at 9018.00. 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 5 May CRUDEOIL was trading at 9720.00. 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 4 May CRUDEOIL was trading at 10064.00. 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 1 May CRUDEOIL was trading at 9652.00. 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 30 Apr CRUDEOIL was trading at 9858.00. 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 29 Apr CRUDEOIL was trading at 10110.00. 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 28 Apr CRUDEOIL was trading at 9500.00. 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 27 Apr CRUDEOIL was trading at 9110.00. 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 24 Apr CRUDEOIL was trading at 8840.00. 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 23 Apr CRUDEOIL was trading at 9082.00. 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 22 Apr CRUDEOIL was trading at 8709.00. 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 21 Apr CRUDEOIL was trading at 8407.00. 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