CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
18 Mar 2026 11:58 PM IST
| CRUDEOIL 16-APR-2026 8600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 9.71
Theta: -16
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 8909.00 | 1122.7 | -50.1001 | 96.36 | 4,450 | 91 | 128 | |||||||||
| 17 Mar | 8900.00 | 1105.1 | 2.7 | 95.72 | 102 | 24 | 37 | |||||||||
| 16 Mar | 8724.00 | 1144.7 | -62.1001 | 111.15 | 28 | 9 | 19 | |||||||||
| 13 Mar | 9076.00 | 1323.5 | 77.1 | 105.07 | 14 | 9 | 10 | |||||||||
| 12 Mar | 8766.00 | 1291.9 | -35.7999 | 116.02 | 9 | 1 | 1 | |||||||||
| 11 Mar | 8130.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 7403.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 8600 expiring on 16APR2026
Delta for 8600 CE is 0.61
Historical price for 8600 CE is as follows
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1122.7, which was -50.1001 lower than the previous day. The implied volatity was 96.36, the open interest changed by 91 which increased total open position to 128
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1105.1, which was 2.7 higher than the previous day. The implied volatity was 95.72, the open interest changed by 24 which increased total open position to 37
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1144.7, which was -62.1001 lower than the previous day. The implied volatity was 111.15, the open interest changed by 9 which increased total open position to 19
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1323.5, which was 77.1 higher than the previous day. The implied volatity was 105.07, the open interest changed by 9 which increased total open position to 10
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1291.9, which was -35.7999 lower than the previous day. The implied volatity was 116.02, 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
| CRUDEOIL 16APR2026 8600 PE | |||||||
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Delta: -0.39
Vega: 9.71
Theta: -16.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 8909.00 | 815.3 | 11.7 | 98.37 | 5,401 | 138 | 284 |
| 17 Mar | 8900.00 | 864.2 | -3.3 | 99.88 | 480 | 90 | 146 |
| 16 Mar | 8724.00 | 1070 | -15.6 | 109.67 | 151 | 67 | 68 |
| 13 Mar | 9076.00 | 1225.8 | 0 | 131.99 | 1 | 1 | 1 |
| 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 8600 expiring on 16APR2026
Delta for 8600 PE is -0.39
Historical price for 8600 PE is as follows
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 815.3, which was 11.7 higher than the previous day. The implied volatity was 98.37, the open interest changed by 138 which increased total open position to 284
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 864.2, which was -3.3 lower than the previous day. The implied volatity was 99.88, the open interest changed by 90 which increased total open position to 146
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1070, which was -15.6 lower than the previous day. The implied volatity was 109.67, the open interest changed by 67 which increased total open position to 68
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1225.8, which was 0 lower than the previous day. The implied volatity was 131.99, 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 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
