CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
27 Mar 2026 11:58 PM IST
| CRUDEOIL 16-APR-2026 9000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 8.44
Theta: -21.45
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 9402.00 | 1101.9 | -3.1 | 102.84 | 19,452 | -1,286 | 3,577 | |||||||||
| 26 Mar | 9018.00 | 889 | 8.2 | 101.74 | 28,975 | 362 | 4,863 | |||||||||
| 25 Mar | 8511.00 | 622 | 10.4 | 98.18 | 29,416 | 1,131 | 4,501 | |||||||||
| 24 Mar | 8688.00 | 706.5 | -31.1 | 96.13 | 20,088 | -229 | 3,370 | |||||||||
| 23 Mar | 8321.00 | 570 | -21.4 | 97.76 | 36,016 | 107 | 3,599 | |||||||||
| 20 Mar | 9245.00 | 1019.5 | -1.3 | 89.93 | 31,033 | -125 | 3,492 | |||||||||
| 19 Mar | 8908.00 | 949 | 14.8 | 95.48 | 35,374 | 29 | 3,617 | |||||||||
| 18 Mar | 8909.00 | 965.9 | -43.5 | 99.34 | 28,902 | 1,027 | 3,588 | |||||||||
| 17 Mar | 8900.00 | 950 | 10.7 | 98.52 | 8,805 | 1,032 | 2,561 | |||||||||
|
|
||||||||||||||||
| 16 Mar | 8724.00 | 987.1 | -23.3 | 112.03 | 5,121 | 606 | 1,596 | |||||||||
| 13 Mar | 9076.00 | 1292.5 | 15.3 | 119.25 | 2,739 | 363 | 989 | |||||||||
| 12 Mar | 8766.00 | 1305 | -28.8 | 132.79 | 2,700 | 165 | 626 | |||||||||
| 11 Mar | 8130.00 | 980.2 | 12.7 | 131.91 | 1,048 | 107 | 461 | |||||||||
| 10 Mar | 7403.00 | 574 | -4.6 | 118.78 | 893 | 150 | 354 | |||||||||
| 9 Mar | 8790.00 | 1180 | -26.4 | 123.36 | 392 | 159 | 204 | |||||||||
| 6 Mar | 8310.00 | 812.5 | -12.9 | 110.59 | 48 | 28 | 45 | |||||||||
| 5 Mar | 7353.00 | 296.7 | 88.8 | 83.64 | 17 | 15 | 17 | |||||||||
| 4 Mar | 6921.00 | - | - | - | 0 | 0 | 2 | |||||||||
| 3 Mar | 6969.00 | 330.4 | 328 | 96.86 | 2 | 1 | 2 | |||||||||
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 9000 expiring on 16APR2026
Delta for 9000 CE is 0.62
Historical price for 9000 CE is as follows
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1101.9, which was -3.1 lower than the previous day. The implied volatity was 102.84, the open interest changed by -1286 which decreased total open position to 3577
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 889, which was 8.2 higher than the previous day. The implied volatity was 101.74, the open interest changed by 362 which increased total open position to 4863
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 622, which was 10.4 higher than the previous day. The implied volatity was 98.18, the open interest changed by 1131 which increased total open position to 4501
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 706.5, which was -31.1 lower than the previous day. The implied volatity was 96.13, the open interest changed by -229 which decreased total open position to 3370
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 570, which was -21.4 lower than the previous day. The implied volatity was 97.76, the open interest changed by 107 which increased total open position to 3599
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1019.5, which was -1.3 lower than the previous day. The implied volatity was 89.93, the open interest changed by -125 which decreased total open position to 3492
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 949, which was 14.8 higher than the previous day. The implied volatity was 95.48, the open interest changed by 29 which increased total open position to 3617
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 965.9, which was -43.5 lower than the previous day. The implied volatity was 99.34, the open interest changed by 1027 which increased total open position to 3588
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 950, which was 10.7 higher than the previous day. The implied volatity was 98.52, the open interest changed by 1032 which increased total open position to 2561
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 987.1, which was -23.3 lower than the previous day. The implied volatity was 112.03, the open interest changed by 606 which increased total open position to 1596
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1292.5, which was 15.3 higher than the previous day. The implied volatity was 119.25, the open interest changed by 363 which increased total open position to 989
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1305, which was -28.8 lower than the previous day. The implied volatity was 132.79, the open interest changed by 165 which increased total open position to 626
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 980.2, which was 12.7 higher than the previous day. The implied volatity was 131.91, the open interest changed by 107 which increased total open position to 461
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 574, which was -4.6 lower than the previous day. The implied volatity was 118.78, the open interest changed by 150 which increased total open position to 354
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1180, which was -26.4 lower than the previous day. The implied volatity was 123.36, the open interest changed by 159 which increased total open position to 204
On 6 Mar CRUDEOIL was trading at 8310.00. The strike last trading price was 812.5, which was -12.9 lower than the previous day. The implied volatity was 110.59, the open interest changed by 28 which increased total open position to 45
On 5 Mar CRUDEOIL was trading at 7353.00. The strike last trading price was 296.7, which was 88.8 higher than the previous day. The implied volatity was 83.64, the open interest changed by 15 which increased total open position to 17
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 2
On 3 Mar CRUDEOIL was trading at 6969.00. The strike last trading price was 330.4, which was 328 higher than the previous day. The implied volatity was 96.86, the open interest changed by 1 which increased total open position to 2
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 9000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 8.44
Theta: -21.58
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 9402.00 | 705 | -6.9 | 103.45 | 17,489 | 773 | 2,948 |
| 26 Mar | 9018.00 | 860 | -20.9 | 100.46 | 9,182 | 646 | 2,175 |
| 25 Mar | 8511.00 | 1073.5 | -37.3 | 93.67 | 1,907 | -189 | 1,529 |
| 24 Mar | 8688.00 | 1027.2 | 23.7 | 97.12 | 3,798 | -98 | 1,718 |
| 23 Mar | 8321.00 | 1255.2 | -3 | 98.5 | 15,958 | -1,095 | 1,816 |
| 20 Mar | 9245.00 | 780 | 11.2 | 90.49 | 18,922 | 520 | 2,911 |
| 19 Mar | 8908.00 | 952 | 3.5 | 95.48 | 26,601 | 167 | 2,391 |
| 18 Mar | 8909.00 | 1042 | 15.5 | 99.65 | 12,995 | 909 | 2,224 |
| 17 Mar | 8900.00 | 1062.3 | -45.1 | 97.95 | 3,696 | 669 | 1,315 |
| 16 Mar | 8724.00 | 1314.1 | -16.3 | 110.74 | 2,388 | 409 | 613 |
| 13 Mar | 9076.00 | 1333.5 | -7.7 | 121.19 | 573 | 88 | 204 |
| 12 Mar | 8766.00 | 1647.4 | 38.6 | 137.41 | 305 | 81 | 116 |
| 11 Mar | 8130.00 | 1925 | -4.9 | 131.89 | 46 | -7 | 35 |
| 10 Mar | 7403.00 | 2300 | 30.1001 | 124.96 | 77 | -2 | 42 |
| 9 Mar | 8790.00 | 1614.8 | 3.8 | 122.89 | 92 | 44 | 44 |
| 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 9000 expiring on 16APR2026
Delta for 9000 PE is -0.38
Historical price for 9000 PE is as follows
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 705, which was -6.9 lower than the previous day. The implied volatity was 103.45, the open interest changed by 773 which increased total open position to 2948
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 860, which was -20.9 lower than the previous day. The implied volatity was 100.46, the open interest changed by 646 which increased total open position to 2175
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 1073.5, which was -37.3 lower than the previous day. The implied volatity was 93.67, the open interest changed by -189 which decreased total open position to 1529
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1027.2, which was 23.7 higher than the previous day. The implied volatity was 97.12, the open interest changed by -98 which decreased total open position to 1718
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1255.2, which was -3 lower than the previous day. The implied volatity was 98.5, the open interest changed by -1095 which decreased total open position to 1816
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 780, which was 11.2 higher than the previous day. The implied volatity was 90.49, the open interest changed by 520 which increased total open position to 2911
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 952, which was 3.5 higher than the previous day. The implied volatity was 95.48, the open interest changed by 167 which increased total open position to 2391
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1042, which was 15.5 higher than the previous day. The implied volatity was 99.65, the open interest changed by 909 which increased total open position to 2224
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1062.3, which was -45.1 lower than the previous day. The implied volatity was 97.95, the open interest changed by 669 which increased total open position to 1315
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1314.1, which was -16.3 lower than the previous day. The implied volatity was 110.74, the open interest changed by 409 which increased total open position to 613
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1333.5, which was -7.7 lower than the previous day. The implied volatity was 121.19, the open interest changed by 88 which increased total open position to 204
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1647.4, which was 38.6 higher than the previous day. The implied volatity was 137.41, the open interest changed by 81 which increased total open position to 116
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 1925, which was -4.9 lower than the previous day. The implied volatity was 131.89, the open interest changed by -7 which decreased total open position to 35
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 2300, which was 30.1001 higher than the previous day. The implied volatity was 124.96, the open interest changed by -2 which decreased total open position to 42
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1614.8, which was 3.8 higher than the previous day. The implied volatity was 122.89, the open interest changed by 44 which increased total open position to 44
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
