CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
10 Apr 2026 11:58 PM IST
| CRUDEOIL 16-Apr-2026 (5d) 9100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 4.74
Theta: -37.23
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 9122.00 | 475.7 | -19.1 | 97.91 | 50,025 | 245 | 1,146 | |||||||||
| 9 Apr | 8955.00 | 440.2 | 1.2 | 100.59 | 36,772 | 345 | 902 | |||||||||
| 8 Apr | 8860.00 | 429.8 | -23.2 | 100.73 | 19,804 | 411 | 557 | |||||||||
| 7 Apr | 10650.00 | 1924.4 | -38.2999 | - | 58 | 1 | 146 | |||||||||
| 6 Apr | 10630.00 | 1763.8 | -2 | 122.67 | 175 | -47 | 145 | |||||||||
| 2 Apr | 10410.00 | 1668.9 | -26 | 112.29 | 466 | -202 | 192 | |||||||||
| 1 Apr | 9273.00 | 845 | 0.5 | 101.08 | 3,668 | -155 | 394 | |||||||||
| 31 Mar | 9623.00 | 1057.2 | - | - | 2 | -27 | 522 | |||||||||
| 30 Mar | 9812.00 | 1259.9 | -15.7 | 104.87 | 853 | -159 | 549 | |||||||||
| 27 Mar | 9402.00 | 1056.5 | 4.1 | 103.55 | 9,246 | -161 | 708 | |||||||||
| 26 Mar | 9018.00 | 845 | 2.5 | 101.8 | 3,561 | -108 | 869 | |||||||||
| 25 Mar | 8511.00 | 550 | -27.8 | 93.75 | 3,646 | 324 | 1,048 | |||||||||
| 24 Mar | 8688.00 | 661.4 | -50.1 | 95.38 | 1,753 | -67 | 724 | |||||||||
| 23 Mar | 8321.00 | 552.9 | -11.3 | 99.59 | 5,233 | -57 | 791 | |||||||||
| 20 Mar | 9245.00 | 965 | -10.1 | 89.33 | 12,447 | -127 | 848 | |||||||||
| 19 Mar | 8908.00 | 905.5 | 11.6 | 95.52 | 17,801 | 323 | 976 | |||||||||
| 18 Mar | 8909.00 | 922.6 | -46.9 | 99.26 | 10,673 | 476 | 653 | |||||||||
| 17 Mar | 8900.00 | 940 | 39.5 | 101.64 | 1,074 | 144 | 177 | |||||||||
| 16 Mar | 8724.00 | 953.8 | -82.2 | 112.52 | 90 | 35 | 37 | |||||||||
| 13 Mar | 9076.00 | 1711.8 | 502.4 | 162.02 | 2 | 2 | 2 | |||||||||
|
|
||||||||||||||||
| 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 | |||||||||
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 9100 expiring on 16APR2026
Delta for 9100 CE is 0.53
Historical price for 9100 CE is as follows
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 475.7, which was -19.1 lower than the previous day. The implied volatity was 97.91, the open interest changed by 245 which increased total open position to 1146
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 440.2, which was 1.2 higher than the previous day. The implied volatity was 100.59, the open interest changed by 345 which increased total open position to 902
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 429.8, which was -23.2 lower than the previous day. The implied volatity was 100.73, the open interest changed by 411 which increased total open position to 557
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 1924.4, which was -38.2999 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 146
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 1763.8, which was -2 lower than the previous day. The implied volatity was 122.67, the open interest changed by -47 which decreased total open position to 145
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 1668.9, which was -26 lower than the previous day. The implied volatity was 112.29, the open interest changed by -202 which decreased total open position to 192
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 845, which was 0.5 higher than the previous day. The implied volatity was 101.08, the open interest changed by -155 which decreased total open position to 394
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 1057.2, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 522
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1259.9, which was -15.7 lower than the previous day. The implied volatity was 104.87, the open interest changed by -159 which decreased total open position to 549
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1056.5, which was 4.1 higher than the previous day. The implied volatity was 103.55, the open interest changed by -161 which decreased total open position to 708
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 845, which was 2.5 higher than the previous day. The implied volatity was 101.8, the open interest changed by -108 which decreased total open position to 869
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 550, which was -27.8 lower than the previous day. The implied volatity was 93.75, the open interest changed by 324 which increased total open position to 1048
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 661.4, which was -50.1 lower than the previous day. The implied volatity was 95.38, the open interest changed by -67 which decreased total open position to 724
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 552.9, which was -11.3 lower than the previous day. The implied volatity was 99.59, the open interest changed by -57 which decreased total open position to 791
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 965, which was -10.1 lower than the previous day. The implied volatity was 89.33, the open interest changed by -127 which decreased total open position to 848
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 905.5, which was 11.6 higher than the previous day. The implied volatity was 95.52, the open interest changed by 323 which increased total open position to 976
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 922.6, which was -46.9 lower than the previous day. The implied volatity was 99.26, the open interest changed by 476 which increased total open position to 653
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 940, which was 39.5 higher than the previous day. The implied volatity was 101.64, the open interest changed by 144 which increased total open position to 177
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 953.8, which was -82.2 lower than the previous day. The implied volatity was 112.52, the open interest changed by 35 which increased total open position to 37
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1711.8, which was 502.4 higher than the previous day. The implied volatity was 162.02, the open interest changed by 2 which increased total open position to 2
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 -, 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 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 (5d) 9100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 4.74
Theta: -37.09
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 9122.00 | 451.9 | 9.3 | 97.53 | 54,370 | 1,059 | 1,736 |
| 9 Apr | 8955.00 | 578 | -24 | 99.15 | 37,338 | 442 | 678 |
| 8 Apr | 8860.00 | 667.6 | -24 | 100.32 | 5,854 | -222 | 236 |
| 7 Apr | 10650.00 | 277.2 | -4.4 | - | 3,320 | -23 | 458 |
| 6 Apr | 10630.00 | 274 | -14.6 | 126.99 | 3,758 | -65 | 481 |
| 2 Apr | 10410.00 | 366.6 | -12.6 | 113.5 | 4,622 | 134 | 546 |
| 1 Apr | 9273.00 | 680 | -17.8 | 102.16 | 9,248 | -365 | 412 |
| 31 Mar | 9623.00 | 554.6 | - | - | 24 | 58 | 835 |
| 30 Mar | 9812.00 | 559 | -16.7 | 106.31 | 2,652 | -84 | 777 |
| 27 Mar | 9402.00 | 760 | -0.3 | 104.2 | 7,698 | 315 | 861 |
| 26 Mar | 9018.00 | 920.4 | -21 | 101.04 | 669 | 49 | 546 |
| 25 Mar | 8511.00 | 1163.5 | -10.8 | 96.72 | 182 | -25 | 486 |
| 24 Mar | 8688.00 | 1079.8 | 27.6001 | 96.12 | 195 | -18 | 511 |
| 23 Mar | 8321.00 | 1338.3 | 3.1001 | 100.35 | 2,844 | -200 | 529 |
| 20 Mar | 9245.00 | 834 | 13.2 | 90.75 | 6,007 | 86 | 729 |
| 19 Mar | 8908.00 | 1021.7 | 13.3 | 96.85 | 8,595 | 259 | 643 |
| 18 Mar | 8909.00 | 1125 | 40 | 102.19 | 4,815 | 370 | 384 |
| 17 Mar | 8900.00 | 1090 | -74.3 | 94.96 | 33 | 8 | 14 |
| 16 Mar | 8724.00 | 1323.8 | 57.8 | 105.6 | 13 | 7 | 7 |
| 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 |
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 |
For Crude Oil - strike price 9100 expiring on 16APR2026
Delta for 9100 PE is -0.47
Historical price for 9100 PE is as follows
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 451.9, which was 9.3 higher than the previous day. The implied volatity was 97.53, the open interest changed by 1059 which increased total open position to 1736
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 578, which was -24 lower than the previous day. The implied volatity was 99.15, the open interest changed by 442 which increased total open position to 678
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 667.6, which was -24 lower than the previous day. The implied volatity was 100.32, the open interest changed by -222 which decreased total open position to 236
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 277.2, which was -4.4 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 458
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 274, which was -14.6 lower than the previous day. The implied volatity was 126.99, the open interest changed by -65 which decreased total open position to 481
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 366.6, which was -12.6 lower than the previous day. The implied volatity was 113.5, the open interest changed by 134 which increased total open position to 546
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 680, which was -17.8 lower than the previous day. The implied volatity was 102.16, the open interest changed by -365 which decreased total open position to 412
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 554.6, which was - lower than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 835
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 559, which was -16.7 lower than the previous day. The implied volatity was 106.31, the open interest changed by -84 which decreased total open position to 777
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 760, which was -0.3 lower than the previous day. The implied volatity was 104.2, the open interest changed by 315 which increased total open position to 861
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 920.4, which was -21 lower than the previous day. The implied volatity was 101.04, the open interest changed by 49 which increased total open position to 546
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 1163.5, which was -10.8 lower than the previous day. The implied volatity was 96.72, the open interest changed by -25 which decreased total open position to 486
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1079.8, which was 27.6001 higher than the previous day. The implied volatity was 96.12, the open interest changed by -18 which decreased total open position to 511
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1338.3, which was 3.1001 higher than the previous day. The implied volatity was 100.35, the open interest changed by -200 which decreased total open position to 529
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 834, which was 13.2 higher than the previous day. The implied volatity was 90.75, the open interest changed by 86 which increased total open position to 729
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1021.7, which was 13.3 higher than the previous day. The implied volatity was 96.85, the open interest changed by 259 which increased total open position to 643
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1125, which was 40 higher than the previous day. The implied volatity was 102.19, the open interest changed by 370 which increased total open position to 384
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1090, which was -74.3 lower than the previous day. The implied volatity was 94.96, the open interest changed by 8 which increased total open position to 14
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1323.8, which was 57.8 higher than the previous day. The implied volatity was 105.6, the open interest changed by 7 which increased total open position to 7
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 -, 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 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
