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CRUDEOIL

Crude Oil
10085 +5.00 (0.05%)
L: 9807 H: 10149

Back to Option Chain


Historical option data for CRUDEOIL

15 May 2026 11:58 PM IST
CRUDEOIL 16-Jun-2026 (30d) 9500 CE
Delta: 0.58
Vega: 11.26
Theta: -12.65
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
15 May 10085.00 915 -1.8 (-0.20%) 72.43 11,040 -73 1,103
14 May 9738.00 727 12 (1.68%) 70.31 3,753 383 1,176
13 May 9700.00 752.5 -5.8 (-0.76%) 71.82 1,527 185 793
12 May 9733.00 869.1 7.9 (0.92%) 76.57 1,389 165 608
11 May 9380.00 720 -5.4 (-0.74%) 76.96 1,391 238 443
8 May 9022.00 600 10.1 (1.71%) 78.69 311 64 205
7 May 8946.00 605.7 -28.3 (-4.46%) 79.66 473 58 141
6 May 9018.00 627.8 -23 (-3.53%) 79.55 174 20 83
5 May 9720.00 915.3 6.3 (0.69%) 74.79 96 51 63
4 May 10064.00 1099.4 124.9 (12.82%) 76.47 3 3 12
3 May 9652.00 825 53 (6.87%) 73.12 11 -2 9
2 May 9652.00 825 53 (6.87%) 73.12 11 -2 9
1 May 9652.00 825 53 (6.87%) 73.1 11 -2 9
30 Apr 9858.00 1004 -197.6 (-16.44%) 79.09 7 0 11
29 Apr 10110.00 1020 -15.8 (-1.53%) 72.35 28 8 11
28 Apr 9500.00 799.3 20.1 (2.58%) 74.74 4 3 3
27 Apr 9110.00 541.5 -35.7 (-6.19%) - 3 5 5
24 Apr 8840.00 541.5 -35.7 (-6.19%) 71.62 3 5 5
23 Apr 9082.00 513.2 0 (0.00%) - 2 2 2
22 Apr 8709.00 513.2 0 (0.00%) 71.06 2 2 2
21 Apr 8407.00 - - - 0 0 0
20 Apr 8330.00 0 0 (0.00%) - 0 0 0
17 Apr 7725.00 0 0 (0.00%) - 0 0 0
16 Apr 8856.00 - - - 0 0 0
15 Apr 8641.00 - - - 0 0 0
14 Apr 8590.00 - - - 0 0 0
13 Apr 9261.00 - - - 0 0 0
10 Apr 9122.00 - - - 0 0 0
9 Apr 8955.00 - - - 0 0 0
8 Apr 8860.00 - - - 0 0 0
7 Apr 10650.00 - - - 0 0 0
6 Apr 10630.00 - - - 0 0 0
2 Apr 10410.00 - - - 0 0 0
1 Apr 9273.00 - - - 0 0 0
31 Mar 9623.00 - - - 0 0 0
30 Mar 9812.00 - - - 0 0 0
27 Mar 9402.00 - - - 0 0 0
26 Mar 9018.00 - - - 0 0 0
25 Mar 8511.00 - - - 0 0 0
24 Mar 8688.00 - - - 0 0 0
23 Mar 8321.00 - - - 0 0 0
20 Mar 9245.00 - - - 0 0 0


For Crude Oil - strike price 9500 expiring on 16JUN2026

Delta for 9500 CE is 0.58

Historical price for 9500 CE is as follows

On 15 May CRUDEOIL was trading at 10085.00. The strike last trading price was 915, which was -1.8 lower than the previous day. The implied volatity was 72.43, the open interest changed by -73 which decreased total open position to 1103


On 14 May CRUDEOIL was trading at 9738.00. The strike last trading price was 727, which was 12 higher than the previous day. The implied volatity was 70.31, the open interest changed by 383 which increased total open position to 1176


On 13 May CRUDEOIL was trading at 9700.00. The strike last trading price was 752.5, which was -5.8 lower than the previous day. The implied volatity was 71.82, the open interest changed by 185 which increased total open position to 793


On 12 May CRUDEOIL was trading at 9733.00. The strike last trading price was 869.1, which was 7.9 higher than the previous day. The implied volatity was 76.57, the open interest changed by 165 which increased total open position to 608


On 11 May CRUDEOIL was trading at 9380.00. The strike last trading price was 720, which was -5.4 lower than the previous day. The implied volatity was 76.96, the open interest changed by 238 which increased total open position to 443


On 8 May CRUDEOIL was trading at 9022.00. The strike last trading price was 600, which was 10.1 higher than the previous day. The implied volatity was 78.69, the open interest changed by 64 which increased total open position to 205


On 7 May CRUDEOIL was trading at 8946.00. The strike last trading price was 605.7, which was -28.3 lower than the previous day. The implied volatity was 79.66, the open interest changed by 58 which increased total open position to 141


On 6 May CRUDEOIL was trading at 9018.00. The strike last trading price was 627.8, which was -23 lower than the previous day. The implied volatity was 79.55, the open interest changed by 20 which increased total open position to 83


On 5 May CRUDEOIL was trading at 9720.00. The strike last trading price was 915.3, which was 6.3 higher than the previous day. The implied volatity was 74.79, the open interest changed by 51 which increased total open position to 63


On 4 May CRUDEOIL was trading at 10064.00. The strike last trading price was 1099.4, which was 124.9 higher than the previous day. The implied volatity was 76.47, the open interest changed by 3 which increased total open position to 12


On 3 May CRUDEOIL was trading at 9652.00. The strike last trading price was 825, which was 53 higher than the previous day. The implied volatity was 73.12, the open interest changed by -2 which decreased total open position to 9


On 2 May CRUDEOIL was trading at 9652.00. The strike last trading price was 825, which was 53 higher than the previous day. The implied volatity was 73.12, the open interest changed by -2 which decreased total open position to 9


On 1 May CRUDEOIL was trading at 9652.00. The strike last trading price was 825, which was 53 higher than the previous day. The implied volatity was 73.1, the open interest changed by -2 which decreased total open position to 9


On 30 Apr CRUDEOIL was trading at 9858.00. The strike last trading price was 1004, which was -197.6 lower than the previous day. The implied volatity was 79.09, the open interest changed by 0 which decreased total open position to 11


On 29 Apr CRUDEOIL was trading at 10110.00. The strike last trading price was 1020, which was -15.8 lower than the previous day. The implied volatity was 72.35, the open interest changed by 8 which increased total open position to 11


On 28 Apr CRUDEOIL was trading at 9500.00. The strike last trading price was 799.3, which was 20.1 higher than the previous day. The implied volatity was 74.74, the open interest changed by 3 which increased total open position to 3


On 27 Apr CRUDEOIL was trading at 9110.00. The strike last trading price was 541.5, which was -35.7 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 24 Apr CRUDEOIL was trading at 8840.00. The strike last trading price was 541.5, which was -35.7 lower than the previous day. The implied volatity was 71.62, the open interest changed by 5 which increased total open position to 5


On 23 Apr CRUDEOIL was trading at 9082.00. The strike last trading price was 513.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 22 Apr CRUDEOIL was trading at 8709.00. The strike last trading price was 513.2, which was 0 lower than the previous day. The implied volatity was 71.06, the open interest changed by 2 which increased total open position to 2


On 21 Apr CRUDEOIL was trading at 8407.00. 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 20 Apr CRUDEOIL was trading at 8330.00. 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 17 Apr CRUDEOIL was trading at 7725.00. 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 Apr CRUDEOIL was trading at 8856.00. 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 15 Apr CRUDEOIL was trading at 8641.00. 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 14 Apr CRUDEOIL was trading at 8590.00. 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 13 Apr CRUDEOIL was trading at 9261.00. 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 10 Apr CRUDEOIL was trading at 9122.00. 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 9 Apr CRUDEOIL was trading at 8955.00. 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 8 Apr CRUDEOIL was trading at 8860.00. 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 7 Apr CRUDEOIL was trading at 10650.00. 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 6 Apr CRUDEOIL was trading at 10630.00. 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 Apr CRUDEOIL was trading at 10410.00. 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 1 Apr CRUDEOIL was trading at 9273.00. 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 31 Mar CRUDEOIL was trading at 9623.00. 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 30 Mar CRUDEOIL was trading at 9812.00. 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 27 Mar CRUDEOIL was trading at 9402.00. 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 26 Mar CRUDEOIL was trading at 9018.00. 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 25 Mar CRUDEOIL was trading at 8511.00. 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 24 Mar CRUDEOIL was trading at 8688.00. 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 23 Mar CRUDEOIL was trading at 8321.00. 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 20 Mar CRUDEOIL was trading at 9245.00. 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-Jun-2026 (30d) 9500 PE
Delta: -0.42
Vega: 11.26
Theta: -12.7
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
15 May 10085.00 738 4.6 (0.63%) 72.7 11,969 687 1,293
14 May 9738.00 880 10.3 (1.18%) 71.2 2,495 173 606
13 May 9700.00 908 1.6 (0.18%) 72.3 1,090 162 434
12 May 9733.00 935 10 (1.08%) 77.42 560 211 272
11 May 9380.00 1097 -31.9 (-2.83%) 76.52 110 61 61
8 May 9022.00 1376.8 46.3 (3.48%) - 4 2 5
7 May 8946.00 1376.8 46.3 (3.48%) 76.29 4 2 5
6 May 9018.00 1350 63.1 (4.90%) 74.5 8 0 3
5 May 9720.00 1083 0 (0.00%) 81.29 1 1 3
4 May 10064.00 1015 54.6 (5.69%) 84.2 4 2 2
3 May 9652.00 0 0 (0.00%) - 0 0 0
2 May 9652.00 0 0 (0.00%) - 0 0 0
1 May 9652.00 0 0 (0.00%) - 0 0 0
30 Apr 9858.00 0 0 (0.00%) - 0 0 0
29 Apr 10110.00 0 0 (0.00%) - 0 0 0
28 Apr 9500.00 0 0 (0.00%) - 0 0 0
27 Apr 9110.00 0 0 (0.00%) - 0 0 0
24 Apr 8840.00 0 0 (0.00%) - 0 0 0
23 Apr 9082.00 0 0 (0.00%) - 0 0 0
22 Apr 8709.00 0 0 (0.00%) - 0 0 0
21 Apr 8407.00 - - - 0 0 0
20 Apr 8330.00 0 0 (0.00%) - 0 0 0
17 Apr 7725.00 0 0 (0.00%) - 0 0 0
16 Apr 8856.00 - - - 0 0 0
15 Apr 8641.00 - - - 0 0 0
14 Apr 8590.00 - - - 0 0 0
13 Apr 9261.00 - - - 0 0 0
10 Apr 9122.00 - - - 0 0 0
9 Apr 8955.00 - - - 0 0 0
8 Apr 8860.00 - - - 0 0 0
7 Apr 10650.00 - - - 0 0 0
6 Apr 10630.00 - - - 0 0 0
2 Apr 10410.00 - - - 0 0 0
1 Apr 9273.00 - - - 0 0 0
31 Mar 9623.00 - - - 0 0 0
30 Mar 9812.00 - - - 0 0 0
27 Mar 9402.00 - - - 0 0 0
26 Mar 9018.00 - - - 0 0 0
25 Mar 8511.00 - - - 0 0 0
24 Mar 8688.00 - - - 0 0 0
23 Mar 8321.00 - - - 0 0 0
20 Mar 9245.00 - - - 0 0 0


For Crude Oil - strike price 9500 expiring on 16JUN2026

Delta for 9500 PE is -0.42

Historical price for 9500 PE is as follows

On 15 May CRUDEOIL was trading at 10085.00. The strike last trading price was 738, which was 4.6 higher than the previous day. The implied volatity was 72.7, the open interest changed by 687 which increased total open position to 1293


On 14 May CRUDEOIL was trading at 9738.00. The strike last trading price was 880, which was 10.3 higher than the previous day. The implied volatity was 71.2, the open interest changed by 173 which increased total open position to 606


On 13 May CRUDEOIL was trading at 9700.00. The strike last trading price was 908, which was 1.6 higher than the previous day. The implied volatity was 72.3, the open interest changed by 162 which increased total open position to 434


On 12 May CRUDEOIL was trading at 9733.00. The strike last trading price was 935, which was 10 higher than the previous day. The implied volatity was 77.42, the open interest changed by 211 which increased total open position to 272


On 11 May CRUDEOIL was trading at 9380.00. The strike last trading price was 1097, which was -31.9 lower than the previous day. The implied volatity was 76.52, the open interest changed by 61 which increased total open position to 61


On 8 May CRUDEOIL was trading at 9022.00. The strike last trading price was 1376.8, which was 46.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5


On 7 May CRUDEOIL was trading at 8946.00. The strike last trading price was 1376.8, which was 46.3 higher than the previous day. The implied volatity was 76.29, the open interest changed by 2 which increased total open position to 5


On 6 May CRUDEOIL was trading at 9018.00. The strike last trading price was 1350, which was 63.1 higher than the previous day. The implied volatity was 74.5, the open interest changed by 0 which decreased total open position to 3


On 5 May CRUDEOIL was trading at 9720.00. The strike last trading price was 1083, which was 0 lower than the previous day. The implied volatity was 81.29, the open interest changed by 1 which increased total open position to 3


On 4 May CRUDEOIL was trading at 10064.00. The strike last trading price was 1015, which was 54.6 higher than the previous day. The implied volatity was 84.2, the open interest changed by 2 which increased total open position to 2


On 3 May CRUDEOIL was trading at 9652.00. 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 May CRUDEOIL was trading at 9652.00. 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 1 May CRUDEOIL was trading at 9652.00. 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 30 Apr CRUDEOIL was trading at 9858.00. 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 29 Apr CRUDEOIL was trading at 10110.00. 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 28 Apr CRUDEOIL was trading at 9500.00. 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 27 Apr CRUDEOIL was trading at 9110.00. 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 24 Apr CRUDEOIL was trading at 8840.00. 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 23 Apr CRUDEOIL was trading at 9082.00. 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 22 Apr CRUDEOIL was trading at 8709.00. 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 21 Apr CRUDEOIL was trading at 8407.00. 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 20 Apr CRUDEOIL was trading at 8330.00. 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 17 Apr CRUDEOIL was trading at 7725.00. 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 Apr CRUDEOIL was trading at 8856.00. 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 15 Apr CRUDEOIL was trading at 8641.00. 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 14 Apr CRUDEOIL was trading at 8590.00. 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 13 Apr CRUDEOIL was trading at 9261.00. 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 10 Apr CRUDEOIL was trading at 9122.00. 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 9 Apr CRUDEOIL was trading at 8955.00. 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 8 Apr CRUDEOIL was trading at 8860.00. 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 7 Apr CRUDEOIL was trading at 10650.00. 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 6 Apr CRUDEOIL was trading at 10630.00. 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 Apr CRUDEOIL was trading at 10410.00. 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 1 Apr CRUDEOIL was trading at 9273.00. 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 31 Mar CRUDEOIL was trading at 9623.00. 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 30 Mar CRUDEOIL was trading at 9812.00. 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 27 Mar CRUDEOIL was trading at 9402.00. 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 26 Mar CRUDEOIL was trading at 9018.00. 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 25 Mar CRUDEOIL was trading at 8511.00. 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 24 Mar CRUDEOIL was trading at 8688.00. 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 23 Mar CRUDEOIL was trading at 8321.00. 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 20 Mar CRUDEOIL was trading at 9245.00. 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