CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
23 Mar 2026 11:58 PM IST
| CRUDEOIL 16-APR-2026 8550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 8.55
Theta: -16.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 8321.00 | 708.5 | -33.4 | 94.57 | 2,865 | 59 | 76 | |||||||||
| 20 Mar | 9245.00 | 1206 | 22.7 | 83.94 | 7 | -3 | 17 | |||||||||
| 19 Mar | 8908.00 | 1189.6 | -83.1 | - | 146 | 20 | 20 | |||||||||
| 18 Mar | 8909.00 | 1189.6 | -83.1 | 100.67 | 146 | 20 | 20 | |||||||||
| 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 | |||||||||
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| 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 8550 expiring on 16APR2026
Delta for 8550 CE is 0.5
Historical price for 8550 CE is as follows
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 708.5, which was -33.4 lower than the previous day. The implied volatity was 94.57, the open interest changed by 59 which increased total open position to 76
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1206, which was 22.7 higher than the previous day. The implied volatity was 83.94, the open interest changed by -3 which decreased total open position to 17
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1189.6, which was -83.1 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1189.6, which was -83.1 lower than the previous day. The implied volatity was 100.67, the open interest changed by 20 which increased total open position to 20
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 16APR2026 8550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 8.55
Theta: -16.91
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 8321.00 | 948.1 | -11.4 | 95.81 | 3,703 | -12 | 55 |
| 20 Mar | 9245.00 | 574.2 | 10.8 | 90.87 | 314 | 4 | 67 |
| 19 Mar | 8908.00 | 450 | -245.1 | 66.8 | 214 | 25 | 63 |
| 18 Mar | 8909.00 | 801 | 31.2 | 99.47 | 723 | 35 | 38 |
| 17 Mar | 8900.00 | 1066.9 | 82.6 | - | 4 | 2 | 3 |
| 16 Mar | 8724.00 | 1066.9 | 82.6 | 112.14 | 4 | 2 | 3 |
| 13 Mar | 9076.00 | 930.5 | -319.6 | - | 2 | 1 | 1 |
| 12 Mar | 8766.00 | 930.5 | -319.6 | 94.51 | 2 | 1 | 1 |
| 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 8550 expiring on 16APR2026
Delta for 8550 PE is -0.49
Historical price for 8550 PE is as follows
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 948.1, which was -11.4 lower than the previous day. The implied volatity was 95.81, the open interest changed by -12 which decreased total open position to 55
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 574.2, which was 10.8 higher than the previous day. The implied volatity was 90.87, the open interest changed by 4 which increased total open position to 67
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 450, which was -245.1 lower than the previous day. The implied volatity was 66.8, the open interest changed by 25 which increased total open position to 63
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 801, which was 31.2 higher than the previous day. The implied volatity was 99.47, the open interest changed by 35 which increased total open position to 38
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1066.9, which was 82.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1066.9, which was 82.6 higher than the previous day. The implied volatity was 112.14, the open interest changed by 2 which increased total open position to 3
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 930.5, which was -319.6 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 930.5, which was -319.6 lower than the previous day. The implied volatity was 94.51, 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 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
