CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
02 Apr 2026 01:25 PM IST
| CRUDEOIL 16-Apr-2026 (14d) 9350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 7.36
Theta: -26.68
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 9933.00 | 1140.3 | 401.5001 | 106.3 | 169 | -82 | 169 | |||||||||
| 1 Apr | 9273.00 | 731.9 | -6.9 | 101.63 | 8,370 | 116 | 251 | |||||||||
| 31 Mar | 9623.00 | 927.5 | - | - | 4 | -10 | 125 | |||||||||
| 30 Mar | 9812.00 | 1129.8 | -0.8999 | 106.17 | 924 | -115 | 135 | |||||||||
| 27 Mar | 9402.00 | 953 | 4.6 | 105.51 | 4,716 | 119 | 250 | |||||||||
| 26 Mar | 9018.00 | 737.9 | -4.3 | 101.41 | 295 | -19 | 131 | |||||||||
| 25 Mar | 8511.00 | 420.1 | -84.2 | 87.56 | 552 | -23 | 150 | |||||||||
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| 24 Mar | 8688.00 | 574 | -37.8 | 95.57 | 356 | -43 | 173 | |||||||||
| 23 Mar | 8321.00 | 481 | -22.6 | 99.91 | 7,383 | 119 | 216 | |||||||||
| 20 Mar | 9245.00 | 854.6 | -14.6 | 89.67 | 547 | 0 | 97 | |||||||||
| 19 Mar | 8908.00 | 813.9 | 10.1 | 96.62 | 989 | 64 | 97 | |||||||||
| 18 Mar | 8909.00 | 850 | -10.6 | 101.95 | 109 | 33 | 33 | |||||||||
| 17 Mar | 8900.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 9350 expiring on 16APR2026
Delta for 9350 CE is 0.65
Historical price for 9350 CE is as follows
On 2 Apr CRUDEOIL was trading at 9933.00. The strike last trading price was 1140.3, which was 401.5001 higher than the previous day. The implied volatity was 106.3, the open interest changed by -82 which decreased total open position to 169
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 731.9, which was -6.9 lower than the previous day. The implied volatity was 101.63, the open interest changed by 116 which increased total open position to 251
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 927.5, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1129.8, which was -0.8999 lower than the previous day. The implied volatity was 106.17, the open interest changed by -115 which decreased total open position to 135
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 953, which was 4.6 higher than the previous day. The implied volatity was 105.51, the open interest changed by 119 which increased total open position to 250
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 737.9, which was -4.3 lower than the previous day. The implied volatity was 101.41, the open interest changed by -19 which decreased total open position to 131
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 420.1, which was -84.2 lower than the previous day. The implied volatity was 87.56, the open interest changed by -23 which decreased total open position to 150
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 574, which was -37.8 lower than the previous day. The implied volatity was 95.57, the open interest changed by -43 which decreased total open position to 173
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 481, which was -22.6 lower than the previous day. The implied volatity was 99.91, the open interest changed by 119 which increased total open position to 216
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 854.6, which was -14.6 lower than the previous day. The implied volatity was 89.67, the open interest changed by 0 which decreased total open position to 97
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 813.9, which was 10.1 higher than the previous day. The implied volatity was 96.62, the open interest changed by 64 which increased total open position to 97
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 850, which was -10.6 lower than the previous day. The implied volatity was 101.95, the open interest changed by 33 which increased total open position to 33
On 17 Mar CRUDEOIL was trading at 8900.00. 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 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 -, 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 (14d) 9350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 7.34
Theta: -25.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 9933.00 | 523.6 | -307.8 | 101.31 | 146 | -34 | 220 |
| 1 Apr | 9273.00 | 823 | -8.4 | 103.5 | 9,414 | 60 | 254 |
| 31 Mar | 9623.00 | 676.4 | - | - | 11 | 6 | 200 |
| 30 Mar | 9812.00 | 671.7 | -15.1 | 106.65 | 1,435 | -11 | 194 |
| 27 Mar | 9402.00 | 894.4 | -10.9 | 104.76 | 2,514 | 160 | 205 |
| 26 Mar | 9018.00 | 1100 | -191.2 | - | 18 | -9 | 45 |
| 25 Mar | 8511.00 | 1100 | -191.2 | - | 18 | -9 | 45 |
| 24 Mar | 8688.00 | 1100 | -191.2 | 79.62 | 18 | -9 | 45 |
| 23 Mar | 8321.00 | 1530 | 38.1 | 102.37 | 2,768 | -1 | 54 |
| 20 Mar | 9245.00 | 940.7 | -165.6 | 87.78 | 8 | -1 | 55 |
| 19 Mar | 8908.00 | 1128.1 | -16.9 | 92.73 | 381 | 37 | 56 |
| 18 Mar | 8909.00 | 1288.4 | 80.7001 | 103.47 | 40 | 19 | 19 |
| 17 Mar | 8900.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 2 Mar | 6515.00 | - | - | - | 0 | 0 | 0 |
For Crude Oil - strike price 9350 expiring on 16APR2026
Delta for 9350 PE is -0.35
Historical price for 9350 PE is as follows
On 2 Apr CRUDEOIL was trading at 9933.00. The strike last trading price was 523.6, which was -307.8 lower than the previous day. The implied volatity was 101.31, the open interest changed by -34 which decreased total open position to 220
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 823, which was -8.4 lower than the previous day. The implied volatity was 103.5, the open interest changed by 60 which increased total open position to 254
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 676.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 200
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 671.7, which was -15.1 lower than the previous day. The implied volatity was 106.65, the open interest changed by -11 which decreased total open position to 194
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 894.4, which was -10.9 lower than the previous day. The implied volatity was 104.76, the open interest changed by 160 which increased total open position to 205
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1100, which was -191.2 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 45
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 1100, which was -191.2 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 45
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1100, which was -191.2 lower than the previous day. The implied volatity was 79.62, the open interest changed by -9 which decreased total open position to 45
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1530, which was 38.1 higher than the previous day. The implied volatity was 102.37, the open interest changed by -1 which decreased total open position to 54
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 940.7, which was -165.6 lower than the previous day. The implied volatity was 87.78, the open interest changed by -1 which decreased total open position to 55
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1128.1, which was -16.9 lower than the previous day. The implied volatity was 92.73, the open interest changed by 37 which increased total open position to 56
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1288.4, which was 80.7001 higher than the previous day. The implied volatity was 103.47, the open interest changed by 19 which increased total open position to 19
On 17 Mar CRUDEOIL was trading at 8900.00. 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 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 -, 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
