CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
01 Apr 2026 10:13 PM IST
| CRUDEOIL 16-Apr-2026 (15d) 9200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 7.51
Theta: -25.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 9371.00 | 878.4 | -129.9 | 104.35 | 10,406 | 51 | 575 | |||||||||
| 31 Mar | 9623.00 | 1007.3 | - | - | 6 | -36 | 488 | |||||||||
| 30 Mar | 9812.00 | 1200.1 | -10.5 | 104.59 | 981 | -93 | 524 | |||||||||
| 27 Mar | 9402.00 | 1009.4 | 5.2 | 103.84 | 19,435 | -320 | 617 | |||||||||
| 26 Mar | 9018.00 | 805 | 0.4 | 102.12 | 3,687 | 31 | 937 | |||||||||
| 25 Mar | 8511.00 | 549.9 | 2.1 | 97.82 | 3,579 | 310 | 906 | |||||||||
| 24 Mar | 8688.00 | 643.8 | -19.3 | 97.6 | 1,474 | -32 | 596 | |||||||||
| 23 Mar | 8321.00 | 523.8 | -10.4 | 99.81 | 8,279 | -118 | 628 | |||||||||
| 20 Mar | 9245.00 | 928 | -2.1 | 90.32 | 8,533 | -113 | 746 | |||||||||
| 19 Mar | 8908.00 | 855.5 | 0.4 | 94.74 | 12,972 | 345 | 859 | |||||||||
| 18 Mar | 8909.00 | 889 | -44.1 | 99.99 | 8,114 | 362 | 514 | |||||||||
| 17 Mar | 8900.00 | 881 | 9.7 | 99.79 | 462 | 153 | 154 | |||||||||
| 16 Mar | 8724.00 | 1030.7 | 1.2 | 123.8 | 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 | |||||||||
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| 3 Mar | 6969.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 9200 expiring on 16APR2026
Delta for 9200 CE is 0.58
Historical price for 9200 CE is as follows
On 1 Apr CRUDEOIL was trading at 9371.00. The strike last trading price was 878.4, which was -129.9 lower than the previous day. The implied volatity was 104.35, the open interest changed by 51 which increased total open position to 575
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 1007.3, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 488
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1200.1, which was -10.5 lower than the previous day. The implied volatity was 104.59, the open interest changed by -93 which decreased total open position to 524
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1009.4, which was 5.2 higher than the previous day. The implied volatity was 103.84, the open interest changed by -320 which decreased total open position to 617
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 805, which was 0.4 higher than the previous day. The implied volatity was 102.12, the open interest changed by 31 which increased total open position to 937
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 549.9, which was 2.1 higher than the previous day. The implied volatity was 97.82, the open interest changed by 310 which increased total open position to 906
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 643.8, which was -19.3 lower than the previous day. The implied volatity was 97.6, the open interest changed by -32 which decreased total open position to 596
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 523.8, which was -10.4 lower than the previous day. The implied volatity was 99.81, the open interest changed by -118 which decreased total open position to 628
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 928, which was -2.1 lower than the previous day. The implied volatity was 90.32, the open interest changed by -113 which decreased total open position to 746
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 855.5, which was 0.4 higher than the previous day. The implied volatity was 94.74, the open interest changed by 345 which increased total open position to 859
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 889, which was -44.1 lower than the previous day. The implied volatity was 99.99, the open interest changed by 362 which increased total open position to 514
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 881, which was 9.7 higher than the previous day. The implied volatity was 99.79, the open interest changed by 153 which increased total open position to 154
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1030.7, which was 1.2 higher than the previous day. The implied volatity was 123.8, 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 -, 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 (15d) 9200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 7.51
Theta: -25.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 9371.00 | 704.9 | 60.2 | 104.02 | 16,444 | 521 | 1,205 |
| 31 Mar | 9623.00 | 602.2 | - | - | 44 | 329 | 1,013 |
| 30 Mar | 9812.00 | 606 | -11.3 | 106.87 | 2,610 | -362 | 684 |
| 27 Mar | 9402.00 | 808.9 | -7.8 | 104.01 | 14,745 | 527 | 1,046 |
| 26 Mar | 9018.00 | 1014 | 14.7 | 105.23 | 361 | 25 | 519 |
| 25 Mar | 8511.00 | 1265 | -6.3 | 100.99 | 129 | -19 | 494 |
| 24 Mar | 8688.00 | 1157 | 27.5 | 97.74 | 276 | -65 | 513 |
| 23 Mar | 8321.00 | 1401.9 | 2 | 99.7 | 3,707 | -210 | 578 |
| 20 Mar | 9245.00 | 859.8 | -18.7 | 87.99 | 3,145 | 168 | 788 |
| 19 Mar | 8908.00 | 1078.2 | 8.3999 | 96.72 | 4,839 | 445 | 621 |
| 18 Mar | 8909.00 | 1184 | 40.6 | 102.18 | 2,666 | 172 | 176 |
| 17 Mar | 8900.00 | 1259.7 | -52.9 | 105.75 | 4 | 2 | 4 |
| 16 Mar | 8724.00 | 1400 | 86 | 106.9 | 5 | 1 | 3 |
| 13 Mar | 9076.00 | 1489.3 | 0 | 124.71 | 1 | 1 | 2 |
| 12 Mar | 8766.00 | 2005 | 0 | - | 1 | 1 | 2 |
| 11 Mar | 8130.00 | 2005 | 0 | - | 1 | 1 | 2 |
| 10 Mar | 7403.00 | 2005 | 0 | 65.8 | 1 | 1 | 2 |
| 9 Mar | 8790.00 | 1600 | -199.5 | 110.01 | 2 | 1 | 1 |
| 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 9200 expiring on 16APR2026
Delta for 9200 PE is -0.42
Historical price for 9200 PE is as follows
On 1 Apr CRUDEOIL was trading at 9371.00. The strike last trading price was 704.9, which was 60.2 higher than the previous day. The implied volatity was 104.02, the open interest changed by 521 which increased total open position to 1205
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 602.2, which was - lower than the previous day. The implied volatity was -, the open interest changed by 329 which increased total open position to 1013
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 606, which was -11.3 lower than the previous day. The implied volatity was 106.87, the open interest changed by -362 which decreased total open position to 684
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 808.9, which was -7.8 lower than the previous day. The implied volatity was 104.01, the open interest changed by 527 which increased total open position to 1046
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1014, which was 14.7 higher than the previous day. The implied volatity was 105.23, the open interest changed by 25 which increased total open position to 519
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 1265, which was -6.3 lower than the previous day. The implied volatity was 100.99, the open interest changed by -19 which decreased total open position to 494
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1157, which was 27.5 higher than the previous day. The implied volatity was 97.74, the open interest changed by -65 which decreased total open position to 513
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1401.9, which was 2 higher than the previous day. The implied volatity was 99.7, the open interest changed by -210 which decreased total open position to 578
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 859.8, which was -18.7 lower than the previous day. The implied volatity was 87.99, the open interest changed by 168 which increased total open position to 788
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1078.2, which was 8.3999 higher than the previous day. The implied volatity was 96.72, the open interest changed by 445 which increased total open position to 621
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1184, which was 40.6 higher than the previous day. The implied volatity was 102.18, the open interest changed by 172 which increased total open position to 176
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1259.7, which was -52.9 lower than the previous day. The implied volatity was 105.75, the open interest changed by 2 which increased total open position to 4
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1400, which was 86 higher than the previous day. The implied volatity was 106.9, the open interest changed by 1 which increased total open position to 3
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1489.3, which was 0 lower than the previous day. The implied volatity was 124.71, the open interest changed by 1 which increased total open position to 2
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 2005, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 2005, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 2005, which was 0 lower than the previous day. The implied volatity was 65.8, the open interest changed by 1 which increased total open position to 2
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1600, which was -199.5 lower than the previous day. The implied volatity was 110.01, the open interest changed by 1 which increased total open position to 1
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
