CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
15 Apr 2026 11:58 PM IST
| CRUDEOIL 16-Apr-2026 8700 CE | ||||||||||||||||
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Delta: 0.45
Vega: 1.99
Theta: -63.27
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 8641.00 | 129.7 | 6.7 | 78.41 | 2,44,874 | 667 | 3,367 | |||||||||
| 14 Apr | 8590.00 | 215.5 | 4.2 | 98.66 | 70,132 | 2,452 | 2,700 | |||||||||
| 13 Apr | 9261.00 | 682 | -3.6 | 97.37 | 1,427 | -324 | 248 | |||||||||
| 10 Apr | 9122.00 | 695.2 | -20.1 | 97.68 | 2,365 | -85 | 572 | |||||||||
| 9 Apr | 8955.00 | 620 | 6.6 | 97.29 | 4,245 | -506 | 657 | |||||||||
| 8 Apr | 8860.00 | 596 | -16.1 | 97.44 | 35,125 | 1,011 | 1,163 | |||||||||
| 7 Apr | 10650.00 | 2105.2 | -145.3 | - | 9 | 2 | 152 | |||||||||
| 6 Apr | 10630.00 | 2086 | 60.8 | 43.97 | 19 | 4 | 150 | |||||||||
| 2 Apr | 10410.00 | 1961.9 | 6.5 | 113.28 | 72 | -21 | 146 | |||||||||
| 1 Apr | 9273.00 | 1036.2 | -36.1001 | 97.61 | 216 | -72 | 167 | |||||||||
| 31 Mar | 9623.00 | 1297.1 | - | - | 1 | 0 | 239 | |||||||||
| 30 Mar | 9812.00 | 1512.3 | -12.1 | 105.31 | 261 | -78 | 239 | |||||||||
| 27 Mar | 9402.00 | 1262.6 | 1 | 102.26 | 1,347 | -16 | 317 | |||||||||
| 26 Mar | 9018.00 | 1018 | 2.8 | 99.88 | 1,886 | -113 | 333 | |||||||||
| 25 Mar | 8511.00 | 697.7 | -15.5 | 93.29 | 5,965 | -103 | 446 | |||||||||
| 24 Mar | 8688.00 | 834.8 | -29.8 | 96.33 | 14,735 | -91 | 549 | |||||||||
| 23 Mar | 8321.00 | 669 | -24 | 96.86 | 13,991 | 464 | 643 | |||||||||
| 20 Mar | 9245.00 | 1164.9 | -11.1 | 88.74 | 2,415 | -41 | 179 | |||||||||
| 19 Mar | 8908.00 | 1057.4 | -4.9 | 92.05 | 303 | -19 | 220 | |||||||||
| 18 Mar | 8909.00 | 1094.6 | -23.5 | 98.5 | 6,440 | 133 | 239 | |||||||||
| 17 Mar | 8900.00 | 1072 | 13.4 | 97.25 | 336 | 101 | 106 | |||||||||
| 16 Mar | 8724.00 | 1131 | -20.6 | 114.15 | 32 | 21 | 21 | |||||||||
| 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 8700 expiring on 16APR2026
Delta for 8700 CE is 0.45
Historical price for 8700 CE is as follows
On 15 Apr CRUDEOIL was trading at 8641.00. The strike last trading price was 129.7, which was 6.7 higher than the previous day. The implied volatity was 78.41, the open interest changed by 667 which increased total open position to 3367
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 215.5, which was 4.2 higher than the previous day. The implied volatity was 98.66, the open interest changed by 2452 which increased total open position to 2700
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 682, which was -3.6 lower than the previous day. The implied volatity was 97.37, the open interest changed by -324 which decreased total open position to 248
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 695.2, which was -20.1 lower than the previous day. The implied volatity was 97.68, the open interest changed by -85 which decreased total open position to 572
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 620, which was 6.6 higher than the previous day. The implied volatity was 97.29, the open interest changed by -506 which decreased total open position to 657
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 596, which was -16.1 lower than the previous day. The implied volatity was 97.44, the open interest changed by 1011 which increased total open position to 1163
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 2105.2, which was -145.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 152
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 2086, which was 60.8 higher than the previous day. The implied volatity was 43.97, the open interest changed by 4 which increased total open position to 150
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 1961.9, which was 6.5 higher than the previous day. The implied volatity was 113.28, the open interest changed by -21 which decreased total open position to 146
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 1036.2, which was -36.1001 lower than the previous day. The implied volatity was 97.61, the open interest changed by -72 which decreased total open position to 167
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 1297.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 239
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1512.3, which was -12.1 lower than the previous day. The implied volatity was 105.31, the open interest changed by -78 which decreased total open position to 239
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1262.6, which was 1 higher than the previous day. The implied volatity was 102.26, the open interest changed by -16 which decreased total open position to 317
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1018, which was 2.8 higher than the previous day. The implied volatity was 99.88, the open interest changed by -113 which decreased total open position to 333
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 697.7, which was -15.5 lower than the previous day. The implied volatity was 93.29, the open interest changed by -103 which decreased total open position to 446
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 834.8, which was -29.8 lower than the previous day. The implied volatity was 96.33, the open interest changed by -91 which decreased total open position to 549
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 669, which was -24 lower than the previous day. The implied volatity was 96.86, the open interest changed by 464 which increased total open position to 643
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1164.9, which was -11.1 lower than the previous day. The implied volatity was 88.74, the open interest changed by -41 which decreased total open position to 179
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1057.4, which was -4.9 lower than the previous day. The implied volatity was 92.05, the open interest changed by -19 which decreased total open position to 220
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1094.6, which was -23.5 lower than the previous day. The implied volatity was 98.5, the open interest changed by 133 which increased total open position to 239
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1072, which was 13.4 higher than the previous day. The implied volatity was 97.25, the open interest changed by 101 which increased total open position to 106
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1131, which was -20.6 lower than the previous day. The implied volatity was 114.15, the open interest changed by 21 which increased total open position to 21
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 16-Apr-2026 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 1.98
Theta: -57.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 8641.00 | 176 | -41.8 | 72.01 | 1,34,240 | -625 | 1,405 |
| 14 Apr | 8590.00 | 328.7 | -9.2 | 99.86 | 1,03,392 | 1,101 | 2,030 |
| 13 Apr | 9261.00 | 122.9 | -10.5 | 98.09 | 27,227 | -474 | 929 |
| 10 Apr | 9122.00 | 264.5 | 9.7 | 95.67 | 20,387 | -149 | 1,403 |
| 9 Apr | 8955.00 | 362.8 | -22 | 96.83 | 20,267 | -533 | 1,549 |
| 8 Apr | 8860.00 | 430 | -23 | 96.28 | 48,273 | 1,244 | 2,082 |
| 7 Apr | 10650.00 | 191.2 | -2.3 | - | 4,385 | -11 | 838 |
| 6 Apr | 10630.00 | 192.5 | -7.1 | - | 3,541 | -78 | 849 |
| 2 Apr | 10410.00 | 260 | -9.1 | 114.02 | 5,865 | 424 | 927 |
| 1 Apr | 9273.00 | 488.1 | -19.7 | 101.2 | 6,289 | -384 | 503 |
| 31 Mar | 9623.00 | 401 | - | - | 54 | -408 | 480 |
| 30 Mar | 9812.00 | 406.9 | -8.2 | 106.27 | 3,472 | 162 | 887 |
| 27 Mar | 9402.00 | 567 | -4 | 103.06 | 2,948 | 266 | 725 |
| 26 Mar | 9018.00 | 697 | -15.1 | 99.52 | 3,631 | 160 | 459 |
| 25 Mar | 8511.00 | 891.1 | -30.3 | 93.81 | 1,605 | -230 | 299 |
| 24 Mar | 8688.00 | 843.3 | 19.7 | 95.92 | 8,454 | 249 | 529 |
| 23 Mar | 8321.00 | 1064.5 | 17.2 | 98.8 | 11,795 | 18 | 280 |
| 20 Mar | 9245.00 | 625 | 0.2 | 89.28 | 3,540 | -12 | 262 |
| 19 Mar | 8908.00 | 776.2 | -0.4 | 93.69 | 1,401 | -17 | 273 |
| 18 Mar | 8909.00 | 866.5 | 10.5 | 98.39 | 7,238 | 172 | 290 |
| 17 Mar | 8900.00 | 925.2 | 4.7 | 100.78 | 508 | 92 | 118 |
| 16 Mar | 8724.00 | 1152.5 | 6.8 | 112.3 | 87 | 33 | 38 |
| 13 Mar | 9076.00 | 1424 | 0 | 145.66 | 2 | 2 | 5 |
| 12 Mar | 8766.00 | 1679.5 | 0 | 157.58 | 1 | 1 | 3 |
| 11 Mar | 8130.00 | 1539.6 | 0 | - | 2 | 2 | 2 |
| 10 Mar | 7403.00 | 1539.6 | 0 | - | 2 | 2 | 2 |
| 9 Mar | 8790.00 | 1539.6 | 0 | 132.82 | 2 | 2 | 2 |
| 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 8700 expiring on 16APR2026
Delta for 8700 PE is -0.56
Historical price for 8700 PE is as follows
On 15 Apr CRUDEOIL was trading at 8641.00. The strike last trading price was 176, which was -41.8 lower than the previous day. The implied volatity was 72.01, the open interest changed by -625 which decreased total open position to 1405
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 328.7, which was -9.2 lower than the previous day. The implied volatity was 99.86, the open interest changed by 1101 which increased total open position to 2030
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 122.9, which was -10.5 lower than the previous day. The implied volatity was 98.09, the open interest changed by -474 which decreased total open position to 929
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 264.5, which was 9.7 higher than the previous day. The implied volatity was 95.67, the open interest changed by -149 which decreased total open position to 1403
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 362.8, which was -22 lower than the previous day. The implied volatity was 96.83, the open interest changed by -533 which decreased total open position to 1549
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 430, which was -23 lower than the previous day. The implied volatity was 96.28, the open interest changed by 1244 which increased total open position to 2082
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 191.2, which was -2.3 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 838
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 192.5, which was -7.1 lower than the previous day. The implied volatity was -, the open interest changed by -78 which decreased total open position to 849
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 260, which was -9.1 lower than the previous day. The implied volatity was 114.02, the open interest changed by 424 which increased total open position to 927
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 488.1, which was -19.7 lower than the previous day. The implied volatity was 101.2, the open interest changed by -384 which decreased total open position to 503
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 401, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 480
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 406.9, which was -8.2 lower than the previous day. The implied volatity was 106.27, the open interest changed by 162 which increased total open position to 887
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 567, which was -4 lower than the previous day. The implied volatity was 103.06, the open interest changed by 266 which increased total open position to 725
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 697, which was -15.1 lower than the previous day. The implied volatity was 99.52, the open interest changed by 160 which increased total open position to 459
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 891.1, which was -30.3 lower than the previous day. The implied volatity was 93.81, the open interest changed by -230 which decreased total open position to 299
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 843.3, which was 19.7 higher than the previous day. The implied volatity was 95.92, the open interest changed by 249 which increased total open position to 529
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1064.5, which was 17.2 higher than the previous day. The implied volatity was 98.8, the open interest changed by 18 which increased total open position to 280
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 625, which was 0.2 higher than the previous day. The implied volatity was 89.28, the open interest changed by -12 which decreased total open position to 262
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 776.2, which was -0.4 lower than the previous day. The implied volatity was 93.69, the open interest changed by -17 which decreased total open position to 273
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 866.5, which was 10.5 higher than the previous day. The implied volatity was 98.39, the open interest changed by 172 which increased total open position to 290
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 925.2, which was 4.7 higher than the previous day. The implied volatity was 100.78, the open interest changed by 92 which increased total open position to 118
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1152.5, which was 6.8 higher than the previous day. The implied volatity was 112.3, the open interest changed by 33 which increased total open position to 38
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1424, which was 0 lower than the previous day. The implied volatity was 145.66, the open interest changed by 2 which increased total open position to 5
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1679.5, which was 0 lower than the previous day. The implied volatity was 157.58, the open interest changed by 1 which increased total open position to 3
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 1539.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 1539.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1539.6, which was 0 lower than the previous day. The implied volatity was 132.82, the open interest changed by 2 which increased total open position to 2
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
