CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
15 Apr 2026 11:46 AM IST
| CRUDEOIL 16-Apr-2026 (1d) 8800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 2.07
Theta: -61.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 8470.00 | 117.9 | -58.1 | 104.11 | 9,389 | 805 | 3,112 | |||||||||
| 14 Apr | 8590.00 | 181.3 | 5.3 | 100.55 | 62,012 | 1,133 | 2,307 | |||||||||
| 13 Apr | 9261.00 | 615 | -1 | 98.99 | 4,135 | -520 | 1,173 | |||||||||
| 10 Apr | 9122.00 | 603.6 | -37.5 | 90.68 | 4,562 | -40 | 1,693 | |||||||||
| 9 Apr | 8955.00 | 569.9 | 14.5 | 98.08 | 10,525 | -606 | 1,733 | |||||||||
| 8 Apr | 8860.00 | 548.1 | -18.4 | 97.93 | 65,783 | 2,124 | 2,339 | |||||||||
| 7 Apr | 10650.00 | 2025.4 | -124.9999 | - | 47 | -10 | 247 | |||||||||
| 6 Apr | 10630.00 | 2001.1 | 4.5 | - | 87 | -15 | 257 | |||||||||
| 2 Apr | 10410.00 | 1886.6 | 3.2999 | 116.78 | 191 | -25 | 272 | |||||||||
| 1 Apr | 9273.00 | 1001 | -42.4 | 100.77 | 142 | -4 | 297 | |||||||||
| 31 Mar | 9623.00 | 1241 | - | - | 1 | 1 | 302 | |||||||||
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| 30 Mar | 9812.00 | 1435.1 | -22.9 | 103.61 | 333 | -138 | 301 | |||||||||
| 27 Mar | 9402.00 | 1207 | 7.1 | 102.44 | 2,432 | -104 | 439 | |||||||||
| 26 Mar | 9018.00 | 959 | -5.7 | 98.84 | 12,323 | -7 | 543 | |||||||||
| 25 Mar | 8511.00 | 685.2 | 5.8 | 96.65 | 4,364 | -94 | 550 | |||||||||
| 24 Mar | 8688.00 | 792.4 | -32.1 | 96.51 | 6,992 | 54 | 644 | |||||||||
| 23 Mar | 8321.00 | 638.8 | -23.1 | 97.69 | 7,190 | 88 | 590 | |||||||||
| 20 Mar | 9245.00 | 1117.3 | -6.1 | 89.43 | 7,426 | 200 | 502 | |||||||||
| 19 Mar | 8908.00 | 1029.7 | 8.7999 | 94.26 | 2,505 | -17 | 302 | |||||||||
| 18 Mar | 8909.00 | 1034.8 | -47.8999 | 97.24 | 12,029 | -53 | 319 | |||||||||
| 17 Mar | 8900.00 | 1050 | 36.6 | 99.69 | 1,443 | 305 | 372 | |||||||||
| 16 Mar | 8724.00 | 1089 | -52.5 | 114.17 | 65 | 22 | 22 | |||||||||
| 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 8800 expiring on 16APR2026
Delta for 8800 CE is 0.31
Historical price for 8800 CE is as follows
On 15 Apr CRUDEOIL was trading at 8470.00. The strike last trading price was 117.9, which was -58.1 lower than the previous day. The implied volatity was 104.11, the open interest changed by 805 which increased total open position to 3112
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 181.3, which was 5.3 higher than the previous day. The implied volatity was 100.55, the open interest changed by 1133 which increased total open position to 2307
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 615, which was -1 lower than the previous day. The implied volatity was 98.99, the open interest changed by -520 which decreased total open position to 1173
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 603.6, which was -37.5 lower than the previous day. The implied volatity was 90.68, the open interest changed by -40 which decreased total open position to 1693
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 569.9, which was 14.5 higher than the previous day. The implied volatity was 98.08, the open interest changed by -606 which decreased total open position to 1733
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 548.1, which was -18.4 lower than the previous day. The implied volatity was 97.93, the open interest changed by 2124 which increased total open position to 2339
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 2025.4, which was -124.9999 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 247
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 2001.1, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 257
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 1886.6, which was 3.2999 higher than the previous day. The implied volatity was 116.78, the open interest changed by -25 which decreased total open position to 272
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 1001, which was -42.4 lower than the previous day. The implied volatity was 100.77, the open interest changed by -4 which decreased total open position to 297
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 1241, which was - lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 302
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1435.1, which was -22.9 lower than the previous day. The implied volatity was 103.61, the open interest changed by -138 which decreased total open position to 301
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1207, which was 7.1 higher than the previous day. The implied volatity was 102.44, the open interest changed by -104 which decreased total open position to 439
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 959, which was -5.7 lower than the previous day. The implied volatity was 98.84, the open interest changed by -7 which decreased total open position to 543
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 685.2, which was 5.8 higher than the previous day. The implied volatity was 96.65, the open interest changed by -94 which decreased total open position to 550
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 792.4, which was -32.1 lower than the previous day. The implied volatity was 96.51, the open interest changed by 54 which increased total open position to 644
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 638.8, which was -23.1 lower than the previous day. The implied volatity was 97.69, the open interest changed by 88 which increased total open position to 590
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1117.3, which was -6.1 lower than the previous day. The implied volatity was 89.43, the open interest changed by 200 which increased total open position to 502
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1029.7, which was 8.7999 higher than the previous day. The implied volatity was 94.26, the open interest changed by -17 which decreased total open position to 302
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1034.8, which was -47.8999 lower than the previous day. The implied volatity was 97.24, the open interest changed by -53 which decreased total open position to 319
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1050, which was 36.6 higher than the previous day. The implied volatity was 99.69, the open interest changed by 305 which increased total open position to 372
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1089, which was -52.5 lower than the previous day. The implied volatity was 114.17, the open interest changed by 22 which increased total open position to 22
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 (1d) 8800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 2.06
Theta: -60.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 8470.00 | 440 | 39.8 | 102.23 | 1,806 | -75 | 918 |
| 14 Apr | 8590.00 | 387.5 | -12.7 | 99.09 | 78,317 | -610 | 993 |
| 13 Apr | 9261.00 | 153.5 | -8.8 | 98.81 | 39,443 | -653 | 1,603 |
| 10 Apr | 9122.00 | 305.5 | 8.6 | 96.04 | 27,214 | 328 | 2,258 |
| 9 Apr | 8955.00 | 410.4 | -27.2 | 97.17 | 37,053 | -134 | 1,930 |
| 8 Apr | 8860.00 | 488.5 | -19.6 | 98 | 62,220 | 1,166 | 2,064 |
| 7 Apr | 10650.00 | 211.1 | -1.9 | - | 3,980 | -101 | 898 |
| 6 Apr | 10630.00 | 210.6 | -10 | - | 3,951 | 368 | 999 |
| 2 Apr | 10410.00 | 280.6 | -17.1 | 116.67 | 5,453 | -40 | 633 |
| 1 Apr | 9273.00 | 539.8 | -10.6 | 102.43 | 6,207 | -291 | 673 |
| 31 Mar | 9623.00 | 432.5 | - | - | 40 | 21 | 985 |
| 30 Mar | 9812.00 | 439.2 | -10.7 | 105.86 | 3,590 | 340 | 964 |
| 27 Mar | 9402.00 | 611.6 | -3.6 | 103.25 | 3,756 | 9 | 624 |
| 26 Mar | 9018.00 | 762 | -4.3 | 101.32 | 10,599 | 308 | 615 |
| 25 Mar | 8511.00 | 950.7 | -34.6 | 93.85 | 928 | -178 | 307 |
| 24 Mar | 8688.00 | 902.4 | 24.3 | 96.28 | 3,220 | 69 | 485 |
| 23 Mar | 8321.00 | 1115 | 4.8 | 97.36 | 4,751 | -163 | 416 |
| 20 Mar | 9245.00 | 675.7 | 7.4 | 89.79 | 6,824 | 155 | 579 |
| 19 Mar | 8908.00 | 833 | -1.4 | 94.29 | 4,387 | -107 | 424 |
| 18 Mar | 8909.00 | 938.4 | 28.4 | 100.33 | 10,827 | 272 | 531 |
| 17 Mar | 8900.00 | 951.2 | -37 | 98.02 | 1,492 | 139 | 259 |
| 16 Mar | 8724.00 | 1203.2 | 2.7 | 111.6 | 113 | 48 | 48 |
| 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 8800 expiring on 16APR2026
Delta for 8800 PE is -0.69
Historical price for 8800 PE is as follows
On 15 Apr CRUDEOIL was trading at 8470.00. The strike last trading price was 440, which was 39.8 higher than the previous day. The implied volatity was 102.23, the open interest changed by -75 which decreased total open position to 918
On 14 Apr CRUDEOIL was trading at 8590.00. The strike last trading price was 387.5, which was -12.7 lower than the previous day. The implied volatity was 99.09, the open interest changed by -610 which decreased total open position to 993
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 153.5, which was -8.8 lower than the previous day. The implied volatity was 98.81, the open interest changed by -653 which decreased total open position to 1603
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 305.5, which was 8.6 higher than the previous day. The implied volatity was 96.04, the open interest changed by 328 which increased total open position to 2258
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 410.4, which was -27.2 lower than the previous day. The implied volatity was 97.17, the open interest changed by -134 which decreased total open position to 1930
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 488.5, which was -19.6 lower than the previous day. The implied volatity was 98, the open interest changed by 1166 which increased total open position to 2064
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 211.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -101 which decreased total open position to 898
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 210.6, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 368 which increased total open position to 999
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 280.6, which was -17.1 lower than the previous day. The implied volatity was 116.67, the open interest changed by -40 which decreased total open position to 633
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 539.8, which was -10.6 lower than the previous day. The implied volatity was 102.43, the open interest changed by -291 which decreased total open position to 673
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 432.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 985
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 439.2, which was -10.7 lower than the previous day. The implied volatity was 105.86, the open interest changed by 340 which increased total open position to 964
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 611.6, which was -3.6 lower than the previous day. The implied volatity was 103.25, the open interest changed by 9 which increased total open position to 624
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 762, which was -4.3 lower than the previous day. The implied volatity was 101.32, the open interest changed by 308 which increased total open position to 615
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 950.7, which was -34.6 lower than the previous day. The implied volatity was 93.85, the open interest changed by -178 which decreased total open position to 307
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 902.4, which was 24.3 higher than the previous day. The implied volatity was 96.28, the open interest changed by 69 which increased total open position to 485
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1115, which was 4.8 higher than the previous day. The implied volatity was 97.36, the open interest changed by -163 which decreased total open position to 416
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 675.7, which was 7.4 higher than the previous day. The implied volatity was 89.79, the open interest changed by 155 which increased total open position to 579
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 833, which was -1.4 lower than the previous day. The implied volatity was 94.29, the open interest changed by -107 which decreased total open position to 424
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 938.4, which was 28.4 higher than the previous day. The implied volatity was 100.33, the open interest changed by 272 which increased total open position to 531
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 951.2, which was -37 lower than the previous day. The implied volatity was 98.02, the open interest changed by 139 which increased total open position to 259
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1203.2, which was 2.7 higher than the previous day. The implied volatity was 111.6, the open interest changed by 48 which increased total open position to 48
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
