CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
13 Apr 2026 11:58 PM IST
| CRUDEOIL 16-Apr-2026 (2d) 9500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 3.41
Theta: -56.72
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Apr | 9261.00 | 271 | -0.6 | 107.58 | 92,288 | 1,874 | 5,436 | |||||||||
| 10 Apr | 9122.00 | 323.3 | -8.9 | 100.9 | 56,585 | -52 | 3,562 | |||||||||
| 9 Apr | 8955.00 | 309.1 | 8.1 | 104.01 | 82,948 | 418 | 3,614 | |||||||||
| 8 Apr | 8860.00 | 315 | -17.5 | 105.56 | 87,032 | 2,403 | 3,196 | |||||||||
| 7 Apr | 10650.00 | 1522 | -25.4 | 129 | 542 | -56 | 793 | |||||||||
| 6 Apr | 10630.00 | 1502.1 | 9.4 | 121.66 | 2,255 | -220 | 849 | |||||||||
| 2 Apr | 10410.00 | 1406.3 | -24.2999 | 112.17 | 6,193 | -1,282 | 1,069 | |||||||||
| 1 Apr | 9273.00 | 684.3 | 7.9 | 103.82 | 30,282 | 428 | 2,350 | |||||||||
| 31 Mar | 9623.00 | 865.7 | - | - | 133 | 128 | 2,051 | |||||||||
| 30 Mar | 9812.00 | 1064.3 | -4.6 | 107.75 | 16,679 | -621 | 1,923 | |||||||||
| 27 Mar | 9402.00 | 885 | 7.9 | 105.4 | 20,985 | 247 | 2,544 | |||||||||
| 26 Mar | 9018.00 | 695 | -0.6 | 103.06 | 10,962 | 153 | 2,297 | |||||||||
| 25 Mar | 8511.00 | 470 | 1.4 | 99.29 | 12,573 | -181 | 2,226 | |||||||||
| 24 Mar | 8688.00 | 542 | -27.4 | 97.51 | 12,006 | -178 | 2,408 | |||||||||
| 23 Mar | 8321.00 | 448 | -14.5 | 100.86 | 37,272 | 628 | 2,586 | |||||||||
| 20 Mar | 9245.00 | 802 | -5.1 | 90.7 | 10,352 | 292 | 1,958 | |||||||||
| 19 Mar | 8908.00 | 752.5 | -2.1 | 96.17 | 14,603 | 124 | 1,666 | |||||||||
| 18 Mar | 8909.00 | 788 | -40.3 | 101.3 | 12,294 | 798 | 1,542 | |||||||||
| 17 Mar | 8900.00 | 770 | -11 | 99.9 | 1,888 | 90 | 744 | |||||||||
| 16 Mar | 8724.00 | 848 | -15.9 | 116 | 2,237 | 430 | 662 | |||||||||
| 13 Mar | 9076.00 | 1115 | 26.1 | 121.13 | 725 | 147 | 232 | |||||||||
| 12 Mar | 8766.00 | 1185.7 | 14.5 | 138.52 | 535 | 51 | 85 | |||||||||
| 11 Mar | 8130.00 | 825.1 | -13.6 | 131.13 | 81 | 34 | 34 | |||||||||
| 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 9500 expiring on 16APR2026
Delta for 9500 CE is 0.42
Historical price for 9500 CE is as follows
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 271, which was -0.6 lower than the previous day. The implied volatity was 107.58, the open interest changed by 1874 which increased total open position to 5436
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 323.3, which was -8.9 lower than the previous day. The implied volatity was 100.9, the open interest changed by -52 which decreased total open position to 3562
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 309.1, which was 8.1 higher than the previous day. The implied volatity was 104.01, the open interest changed by 418 which increased total open position to 3614
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 315, which was -17.5 lower than the previous day. The implied volatity was 105.56, the open interest changed by 2403 which increased total open position to 3196
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 1522, which was -25.4 lower than the previous day. The implied volatity was 129, the open interest changed by -56 which decreased total open position to 793
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 1502.1, which was 9.4 higher than the previous day. The implied volatity was 121.66, the open interest changed by -220 which decreased total open position to 849
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 1406.3, which was -24.2999 lower than the previous day. The implied volatity was 112.17, the open interest changed by -1282 which decreased total open position to 1069
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 684.3, which was 7.9 higher than the previous day. The implied volatity was 103.82, the open interest changed by 428 which increased total open position to 2350
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 865.7, which was - lower than the previous day. The implied volatity was -, the open interest changed by 128 which increased total open position to 2051
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 1064.3, which was -4.6 lower than the previous day. The implied volatity was 107.75, the open interest changed by -621 which decreased total open position to 1923
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 885, which was 7.9 higher than the previous day. The implied volatity was 105.4, the open interest changed by 247 which increased total open position to 2544
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 695, which was -0.6 lower than the previous day. The implied volatity was 103.06, the open interest changed by 153 which increased total open position to 2297
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 470, which was 1.4 higher than the previous day. The implied volatity was 99.29, the open interest changed by -181 which decreased total open position to 2226
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 542, which was -27.4 lower than the previous day. The implied volatity was 97.51, the open interest changed by -178 which decreased total open position to 2408
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 448, which was -14.5 lower than the previous day. The implied volatity was 100.86, the open interest changed by 628 which increased total open position to 2586
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 802, which was -5.1 lower than the previous day. The implied volatity was 90.7, the open interest changed by 292 which increased total open position to 1958
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 752.5, which was -2.1 lower than the previous day. The implied volatity was 96.17, the open interest changed by 124 which increased total open position to 1666
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 788, which was -40.3 lower than the previous day. The implied volatity was 101.3, the open interest changed by 798 which increased total open position to 1542
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 770, which was -11 lower than the previous day. The implied volatity was 99.9, the open interest changed by 90 which increased total open position to 744
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 848, which was -15.9 lower than the previous day. The implied volatity was 116, the open interest changed by 430 which increased total open position to 662
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1115, which was 26.1 higher than the previous day. The implied volatity was 121.13, the open interest changed by 147 which increased total open position to 232
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1185.7, which was 14.5 higher than the previous day. The implied volatity was 138.52, the open interest changed by 51 which increased total open position to 85
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 825.1, which was -13.6 lower than the previous day. The implied volatity was 131.13, the open interest changed by 34 which increased total open position to 34
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 (2d) 9500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 3.4
Theta: -55.17
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Apr | 9261.00 | 500.6 | -16.3 | 104.82 | 93,982 | 1,666 | 2,730 |
| 10 Apr | 9122.00 | 696.2 | 10.3 | 99.79 | 10,305 | 52 | 1,064 |
| 9 Apr | 8955.00 | 838.9 | -30.9 | 100.81 | 22,287 | 105 | 1,012 |
| 8 Apr | 8860.00 | 949.3 | -19 | 104.41 | 12,465 | -2,428 | 907 |
| 7 Apr | 10650.00 | 390 | -4.8 | 132.3 | 31,415 | 46 | 3,335 |
| 6 Apr | 10630.00 | 384.1 | -15.2 | 123.75 | 25,221 | 1,089 | 3,289 |
| 2 Apr | 10410.00 | 504 | -16.9 | 113.25 | 26,311 | 912 | 2,199 |
| 1 Apr | 9273.00 | 911 | -12 | 103.78 | 17,646 | -51 | 1,285 |
| 31 Mar | 9623.00 | 756 | - | - | 202 | 647 | 1,985 |
| 30 Mar | 9812.00 | 749 | -12.8 | 107.35 | 14,439 | 923 | 1,338 |
| 27 Mar | 9402.00 | 980 | -0.5 | 105.06 | 1,818 | 98 | 415 |
| 26 Mar | 9018.00 | 1173 | -16.5 | 102.6 | 72 | 14 | 317 |
| 25 Mar | 8511.00 | 1450 | -21.6 | 98.15 | 151 | -28 | 303 |
| 24 Mar | 8688.00 | 1363.1 | 49.1 | 98.58 | 399 | -127 | 331 |
| 23 Mar | 8321.00 | 1625.7 | 11.3999 | 100.69 | 5,347 | 127 | 458 |
| 20 Mar | 9245.00 | 1056.9 | 3.5 | 90.69 | 572 | -9 | 334 |
| 19 Mar | 8908.00 | 1270.1 | -0.9 | 97.63 | 820 | 199 | 342 |
| 18 Mar | 8909.00 | 1375 | 35.3 | 102.69 | 503 | 94 | 143 |
| 17 Mar | 8900.00 | 1434 | -40.7 | 104.43 | 45 | 2 | 49 |
| 16 Mar | 8724.00 | 1673.5 | 0.8 | 114.55 | 107 | 42 | 46 |
| 13 Mar | 9076.00 | 1770 | -34.7 | 133.45 | 3 | -1 | 4 |
| 12 Mar | 8766.00 | 1880 | -209.7 | 129.38 | 14 | -8 | 5 |
| 11 Mar | 8130.00 | 2250 | -175.3999 | 129.11 | 8 | -6 | 13 |
| 10 Mar | 7403.00 | 2467.6001 | 139.9001 | 115.01 | 6 | 1 | 19 |
| 9 Mar | 8790.00 | 1960.1 | 159.7 | 124.6 | 33 | 18 | 18 |
| 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 9500 expiring on 16APR2026
Delta for 9500 PE is -0.58
Historical price for 9500 PE is as follows
On 13 Apr CRUDEOIL was trading at 9261.00. The strike last trading price was 500.6, which was -16.3 lower than the previous day. The implied volatity was 104.82, the open interest changed by 1666 which increased total open position to 2730
On 10 Apr CRUDEOIL was trading at 9122.00. The strike last trading price was 696.2, which was 10.3 higher than the previous day. The implied volatity was 99.79, the open interest changed by 52 which increased total open position to 1064
On 9 Apr CRUDEOIL was trading at 8955.00. The strike last trading price was 838.9, which was -30.9 lower than the previous day. The implied volatity was 100.81, the open interest changed by 105 which increased total open position to 1012
On 8 Apr CRUDEOIL was trading at 8860.00. The strike last trading price was 949.3, which was -19 lower than the previous day. The implied volatity was 104.41, the open interest changed by -2428 which decreased total open position to 907
On 7 Apr CRUDEOIL was trading at 10650.00. The strike last trading price was 390, which was -4.8 lower than the previous day. The implied volatity was 132.3, the open interest changed by 46 which increased total open position to 3335
On 6 Apr CRUDEOIL was trading at 10630.00. The strike last trading price was 384.1, which was -15.2 lower than the previous day. The implied volatity was 123.75, the open interest changed by 1089 which increased total open position to 3289
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 504, which was -16.9 lower than the previous day. The implied volatity was 113.25, the open interest changed by 912 which increased total open position to 2199
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 911, which was -12 lower than the previous day. The implied volatity was 103.78, the open interest changed by -51 which decreased total open position to 1285
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 756, which was - lower than the previous day. The implied volatity was -, the open interest changed by 647 which increased total open position to 1985
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 749, which was -12.8 lower than the previous day. The implied volatity was 107.35, the open interest changed by 923 which increased total open position to 1338
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 980, which was -0.5 lower than the previous day. The implied volatity was 105.06, the open interest changed by 98 which increased total open position to 415
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1173, which was -16.5 lower than the previous day. The implied volatity was 102.6, the open interest changed by 14 which increased total open position to 317
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 1450, which was -21.6 lower than the previous day. The implied volatity was 98.15, the open interest changed by -28 which decreased total open position to 303
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1363.1, which was 49.1 higher than the previous day. The implied volatity was 98.58, the open interest changed by -127 which decreased total open position to 331
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1625.7, which was 11.3999 higher than the previous day. The implied volatity was 100.69, the open interest changed by 127 which increased total open position to 458
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1056.9, which was 3.5 higher than the previous day. The implied volatity was 90.69, the open interest changed by -9 which decreased total open position to 334
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1270.1, which was -0.9 lower than the previous day. The implied volatity was 97.63, the open interest changed by 199 which increased total open position to 342
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1375, which was 35.3 higher than the previous day. The implied volatity was 102.69, the open interest changed by 94 which increased total open position to 143
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1434, which was -40.7 lower than the previous day. The implied volatity was 104.43, the open interest changed by 2 which increased total open position to 49
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 1673.5, which was 0.8 higher than the previous day. The implied volatity was 114.55, the open interest changed by 42 which increased total open position to 46
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 1770, which was -34.7 lower than the previous day. The implied volatity was 133.45, the open interest changed by -1 which decreased total open position to 4
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 1880, which was -209.7 lower than the previous day. The implied volatity was 129.38, the open interest changed by -8 which decreased total open position to 5
On 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 2250, which was -175.3999 lower than the previous day. The implied volatity was 129.11, the open interest changed by -6 which decreased total open position to 13
On 10 Mar CRUDEOIL was trading at 7403.00. The strike last trading price was 2467.6001, which was 139.9001 higher than the previous day. The implied volatity was 115.01, the open interest changed by 1 which increased total open position to 19
On 9 Mar CRUDEOIL was trading at 8790.00. The strike last trading price was 1960.1, which was 159.7 higher than the previous day. The implied volatity was 124.6, the open interest changed by 18 which increased total open position to 18
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
