CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
19 Mar 2026 11:58 PM IST
| CRUDEOIL 16-APR-2026 8900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 9.83
Theta: -16.55
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Mar | 8908.00 | 990 | 10.9 | 95.03 | 6,073 | 214 | 566 | |||||||||
| 18 Mar | 8909.00 | 1004 | -24.4 | 98.74 | 7,894 | 155 | 352 | |||||||||
| 17 Mar | 8900.00 | 1000 | 19.3 | 99.18 | 1,177 | 194 | 197 | |||||||||
| 16 Mar | 8724.00 | 1059.7 | 6.7 | 115.31 | 112 | 30 | 31 | |||||||||
| 13 Mar | 9076.00 | 1700 | 0 | - | 1 | 1 | 1 | |||||||||
| 12 Mar | 8766.00 | 1700 | 0 | 166.33 | 1 | 1 | 1 | |||||||||
| 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 | |||||||||
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| 3 Mar | 6969.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 8900 expiring on 16APR2026
Delta for 8900 CE is 0.57
Historical price for 8900 CE is as follows
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 990, which was 10.9 higher than the previous day. The implied volatity was 95.03, the open interest changed by 214 which increased total open position to 566
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1004, which was -24.4 lower than the previous day. The implied volatity was 98.74, the open interest changed by 155 which increased total open position to 352
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1000, which was 19.3 higher than the previous day. The implied volatity was 99.18, the open interest changed by 194 which increased total open position to 197
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1059.7, which was 6.7 higher than the previous day. The implied volatity was 115.31, the open interest changed by 30 which increased total open position to 31
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1700, which was 0 lower than the previous day. The implied volatity was -, 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 1700, which was 0 lower than the previous day. The implied volatity was 166.33, 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 8900 PE | |||||||
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Delta: -0.43
Vega: 9.83
Theta: -16.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Mar | 8908.00 | 899 | 8.6 | 95.64 | 7,880 | 204 | 445 |
| 18 Mar | 8909.00 | 990 | 15.5 | 100.05 | 4,169 | 171 | 242 |
| 17 Mar | 8900.00 | 995.1 | -50 | 96.91 | 553 | 57 | 71 |
| 16 Mar | 8724.00 | 1301.6 | 26.2999 | 115.5 | 28 | 19 | 20 |
| 13 Mar | 9076.00 | 1430 | 0 | 135.53 | 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 8900 expiring on 16APR2026
Delta for 8900 PE is -0.43
Historical price for 8900 PE is as follows
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 899, which was 8.6 higher than the previous day. The implied volatity was 95.64, the open interest changed by 204 which increased total open position to 445
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 990, which was 15.5 higher than the previous day. The implied volatity was 100.05, the open interest changed by 171 which increased total open position to 242
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 995.1, which was -50 lower than the previous day. The implied volatity was 96.91, the open interest changed by 57 which increased total open position to 71
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1301.6, which was 26.2999 higher than the previous day. The implied volatity was 115.5, the open interest changed by 19 which increased total open position to 20
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1430, which was 0 lower than the previous day. The implied volatity was 135.53, 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
