CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
20 Mar 2026 11:58 PM IST
| CRUDEOIL 16-APR-2026 8950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 9.75
Theta: -15.8
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 9245.00 | 1027.8 | -21.2 | 88.22 | 3,810 | -3 | 76 | |||||||||
| 19 Mar | 8908.00 | 952.5 | -3.2 | 93.56 | 2,774 | 34 | 79 | |||||||||
| 18 Mar | 8909.00 | 978.9 | -38 | 98.46 | 1,139 | 37 | 45 | |||||||||
| 17 Mar | 8900.00 | 971.9 | 8.2 | 98.56 | 27 | 6 | 8 | |||||||||
| 16 Mar | 8724.00 | 1159.8 | 59.8 | 127.23 | 4 | 3 | 3 | |||||||||
| 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 8950 expiring on 16APR2026
Delta for 8950 CE is 0.6
Historical price for 8950 CE is as follows
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1027.8, which was -21.2 lower than the previous day. The implied volatity was 88.22, the open interest changed by -3 which decreased total open position to 76
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 952.5, which was -3.2 lower than the previous day. The implied volatity was 93.56, the open interest changed by 34 which increased total open position to 79
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 978.9, which was -38 lower than the previous day. The implied volatity was 98.46, the open interest changed by 37 which increased total open position to 45
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 971.9, which was 8.2 higher than the previous day. The implied volatity was 98.56, the open interest changed by 6 which increased total open position to 8
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1159.8, which was 59.8 higher than the previous day. The implied volatity was 127.23, the open interest changed by 3 which increased total open position to 3
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 8950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 9.75
Theta: -15.62
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 9245.00 | 723.2 | -21.7 | 87.24 | 2,909 | 21 | 132 |
| 19 Mar | 8908.00 | 922.7 | 1.8 | 95.3 | 3,377 | 23 | 112 |
| 18 Mar | 8909.00 | 1010 | 12.5 | 99.27 | 1,315 | 88 | 89 |
| 17 Mar | 8900.00 | 972.6 | 0 | 91.92 | 1 | 1 | 1 |
| 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 8950 expiring on 16APR2026
Delta for 8950 PE is -0.4
Historical price for 8950 PE is as follows
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 723.2, which was -21.7 lower than the previous day. The implied volatity was 87.24, the open interest changed by 21 which increased total open position to 132
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 922.7, which was 1.8 higher than the previous day. The implied volatity was 95.3, the open interest changed by 23 which increased total open position to 112
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1010, which was 12.5 higher than the previous day. The implied volatity was 99.27, the open interest changed by 88 which increased total open position to 89
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 972.6, which was 0 lower than the previous day. The implied volatity was 91.92, 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 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
