CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
26 Mar 2026 11:34 PM IST
| CRUDEOIL 16-APR-2026 8750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 8.42
Theta: -19.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Mar | 9018.00 | 977.9 | -9.1 | 98.13 | 1,475 | -23 | 64 | |||||||||
| 25 Mar | 8511.00 | 703 | 6.6 | 96.38 | 979 | -22 | 87 | |||||||||
| 24 Mar | 8688.00 | 799.9 | -43.2 | 94.87 | 3,531 | 0 | 109 | |||||||||
| 23 Mar | 8321.00 | 641.7 | -32.2 | 95.87 | 2,353 | 77 | 109 | |||||||||
| 20 Mar | 9245.00 | 1114.3 | -33.5 | 86.29 | 634 | 10 | 32 | |||||||||
| 19 Mar | 8908.00 | 1186 | -35.4 | 107.87 | 83 | -11 | 22 | |||||||||
| 18 Mar | 8909.00 | 1021 | -72.4 | 93.46 | 2,426 | 28 | 33 | |||||||||
| 17 Mar | 8900.00 | 985.9 | -52.6 | 91 | 12 | 4 | 5 | |||||||||
| 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 8750 expiring on 16APR2026
Delta for 8750 CE is 0.6
Historical price for 8750 CE is as follows
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 977.9, which was -9.1 lower than the previous day. The implied volatity was 98.13, the open interest changed by -23 which decreased total open position to 64
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 703, which was 6.6 higher than the previous day. The implied volatity was 96.38, the open interest changed by -22 which decreased total open position to 87
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 799.9, which was -43.2 lower than the previous day. The implied volatity was 94.87, the open interest changed by 0 which decreased total open position to 109
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 641.7, which was -32.2 lower than the previous day. The implied volatity was 95.87, the open interest changed by 77 which increased total open position to 109
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1114.3, which was -33.5 lower than the previous day. The implied volatity was 86.29, the open interest changed by 10 which increased total open position to 32
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1186, which was -35.4 lower than the previous day. The implied volatity was 107.87, the open interest changed by -11 which decreased total open position to 22
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1021, which was -72.4 lower than the previous day. The implied volatity was 93.46, the open interest changed by 28 which increased total open position to 33
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 985.9, which was -52.6 lower than the previous day. The implied volatity was 91, the open interest changed by 4 which increased total open position to 5
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 8750 PE | |||||||
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Delta: -0.4
Vega: 8.42
Theta: -20.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Mar | 9018.00 | 735.8 | -2.3 | 101.2 | 1,541 | 42 | 89 |
| 25 Mar | 8511.00 | 933.6 | -16 | 95.37 | 179 | -62 | 47 |
| 24 Mar | 8688.00 | 880 | 30.5 | 96.95 | 2,011 | 30 | 109 |
| 23 Mar | 8321.00 | 1094.8 | 6 | 98.7 | 2,186 | -26 | 79 |
| 20 Mar | 9245.00 | 653.6 | 9.5 | 89.9 | 1,614 | 29 | 105 |
| 19 Mar | 8908.00 | 800.6 | -4.6 | 93.6 | 351 | -4 | 76 |
| 18 Mar | 8909.00 | 884.2 | 1.3 | 97.54 | 2,709 | 78 | 80 |
| 17 Mar | 8900.00 | 923.7 | -55.8 | 97.97 | 4 | 2 | 2 |
| 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 |
| 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 8750 expiring on 16APR2026
Delta for 8750 PE is -0.4
Historical price for 8750 PE is as follows
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 735.8, which was -2.3 lower than the previous day. The implied volatity was 101.2, the open interest changed by 42 which increased total open position to 89
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 933.6, which was -16 lower than the previous day. The implied volatity was 95.37, the open interest changed by -62 which decreased total open position to 47
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 880, which was 30.5 higher than the previous day. The implied volatity was 96.95, the open interest changed by 30 which increased total open position to 109
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1094.8, which was 6 higher than the previous day. The implied volatity was 98.7, the open interest changed by -26 which decreased total open position to 79
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 653.6, which was 9.5 higher than the previous day. The implied volatity was 89.9, the open interest changed by 29 which increased total open position to 105
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 800.6, which was -4.6 lower than the previous day. The implied volatity was 93.6, the open interest changed by -4 which decreased total open position to 76
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 884.2, which was 1.3 higher than the previous day. The implied volatity was 97.54, the open interest changed by 78 which increased total open position to 80
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 923.7, which was -55.8 lower than the previous day. The implied volatity was 97.97, 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 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
