CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
25 Mar 2026 10:06 AM IST
| CRUDEOIL 16-APR-2026 8650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 8.34
Theta: -17.5
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 8360.00 | 674 | -208.2 | 95.77 | 161 | -12 | 159 | |||||||||
| 24 Mar | 8688.00 | 858.4 | -23.8 | 96.43 | 6,248 | 101 | 171 | |||||||||
| 23 Mar | 8321.00 | 673 | -38.2 | 95.08 | 1,581 | 55 | 70 | |||||||||
| 20 Mar | 9245.00 | 1110 | 1.4 | 79.83 | 5 | 0 | 15 | |||||||||
| 19 Mar | 8908.00 | 1189.8 | -6.6 | 103.21 | 7 | -4 | 15 | |||||||||
| 18 Mar | 8909.00 | 1095.8 | -49.1 | 96.14 | 456 | 18 | 19 | |||||||||
| 17 Mar | 8900.00 | 1100 | 24.6 | 97.66 | 5 | 1 | 1 | |||||||||
|
|
||||||||||||||||
| 16 Mar | 8724.00 | 1222.6 | 85.5 | 121.19 | 2 | 1 | 0 | |||||||||
| 13 Mar | 9076.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 8650 expiring on 16APR2026
Delta for 8650 CE is 0.49
Historical price for 8650 CE is as follows
On 25 Mar CRUDEOIL was trading at 8360.00. The strike last trading price was 674, which was -208.2 lower than the previous day. The implied volatity was 95.77, the open interest changed by -12 which decreased total open position to 159
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 858.4, which was -23.8 lower than the previous day. The implied volatity was 96.43, the open interest changed by 101 which increased total open position to 171
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 673, which was -38.2 lower than the previous day. The implied volatity was 95.08, the open interest changed by 55 which increased total open position to 70
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1110, which was 1.4 higher than the previous day. The implied volatity was 79.83, the open interest changed by 0 which decreased total open position to 15
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1189.8, which was -6.6 lower than the previous day. The implied volatity was 103.21, the open interest changed by -4 which decreased total open position to 15
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1095.8, which was -49.1 lower than the previous day. The implied volatity was 96.14, the open interest changed by 18 which increased total open position to 19
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1100, which was 24.6 higher than the previous day. The implied volatity was 97.66, the open interest changed by 1 which increased total open position to 1
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1222.6, which was 85.5 higher than the previous day. The implied volatity was 121.19, the open interest changed by 1 which increased 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 8650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 8.34
Theta: -17.54
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 8360.00 | 964.8 | 171.2 | 95.98 | 120 | -64 | 173 |
| 24 Mar | 8688.00 | 806.9 | 13.3 | 94.87 | 5,103 | 187 | 237 |
| 23 Mar | 8321.00 | 1010.8 | -3.5 | 96.11 | 2,648 | -43 | 50 |
| 20 Mar | 9245.00 | 614 | 12.1 | 90.49 | 397 | 22 | 93 |
| 19 Mar | 8908.00 | 751.5 | 5.2 | 93.7 | 312 | 10 | 71 |
| 18 Mar | 8909.00 | 838 | 7.9 | 98.11 | 1,038 | 59 | 61 |
| 17 Mar | 8900.00 | 1047.1 | 0 | 115.74 | 2 | 2 | 2 |
| 16 Mar | 8724.00 | 1050 | -85.4 | 104.87 | 4 | 2 | 2 |
| 13 Mar | 9076.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 8650 expiring on 16APR2026
Delta for 8650 PE is -0.51
Historical price for 8650 PE is as follows
On 25 Mar CRUDEOIL was trading at 8360.00. The strike last trading price was 964.8, which was 171.2 higher than the previous day. The implied volatity was 95.98, the open interest changed by -64 which decreased total open position to 173
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 806.9, which was 13.3 higher than the previous day. The implied volatity was 94.87, the open interest changed by 187 which increased total open position to 237
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1010.8, which was -3.5 lower than the previous day. The implied volatity was 96.11, the open interest changed by -43 which decreased total open position to 50
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 614, which was 12.1 higher than the previous day. The implied volatity was 90.49, the open interest changed by 22 which increased total open position to 93
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 751.5, which was 5.2 higher than the previous day. The implied volatity was 93.7, the open interest changed by 10 which increased total open position to 71
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 838, which was 7.9 higher than the previous day. The implied volatity was 98.11, the open interest changed by 59 which increased total open position to 61
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1047.1, which was 0 lower than the previous day. The implied volatity was 115.74, the open interest changed by 2 which increased total open position to 2
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1050, which was -85.4 lower than the previous day. The implied volatity was 104.87, the open interest changed by 2 which increased total open position to 2
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
