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Historical option data for CRUDEOIL

22 May 2026 11:58 PM IST
CRUDEOIL 16-Jun-2026 (24d) 9600 CE
Delta: 0.47
Vega: 9.64
Theta: -15.64
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 9218.00 630 17.4 (2.84%) 81.91 5,635 -217 427
21 May 9258.00 623.6 -34.8 (-5.29%) 77.77 12,713 138 644
20 May 9514.00 738 29 (4.09%) 75.06 7,818 70 506
19 May 10020.00 1035.6 11.2 (1.09%) 74.41 612 -69 436
18 May 10349.00 980 5.1 (0.52%) 72.64 7,989 83 505
15 May 10085.00 876.1 3.7 (0.42%) 73.25 13,717 347 422
14 May 9738.00 663.1 -17.5 (-2.57%) 68.36 386 57 75
13 May 9700.00 725 -48.5 (-6.27%) 73.08 29 13 18
12 May 9733.00 865 6.1 (0.71%) 79.93 8 3 5
11 May 9380.00 646.1 58 (9.86%) 73.79 2 2 2
8 May 9022.00 420 0 (0.00%) - 1 1 1
7 May 8946.00 420 0 (0.00%) 65.65 1 1 1
6 May 9018.00 930 200 (27.40%) - 6 2 0
5 May 9720.00 930 200 (27.40%) - 6 2 0
4 May 10064.00 930 200 (27.40%) - 6 2 0
3 May 9652.00 930 200 (27.40%) - 6 2 0
2 May 9652.00 930 200 (27.40%) - 6 2 0
1 May 9652.00 930 200 (27.40%) - 6 2 0
30 Apr 9858.00 930 200 (27.40%) - 6 2 0
29 Apr 10110.00 930 200 (27.40%) - 6 2 0
28 Apr 9500.00 930 200 (27.40%) - 6 2 0
27 Apr 9110.00 930 200 (27.40%) 98.44 6 2 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 9600 expiring on 16JUN2026

Delta for 9600 CE is 0.47

Historical price for 9600 CE is as follows

On 22 May CRUDEOIL was trading at 9218.00. The strike last trading price was 630, which was 17.4 higher than the previous day. The implied volatity was 81.91, the open interest changed by -217 which decreased total open position to 427


On 21 May CRUDEOIL was trading at 9258.00. The strike last trading price was 623.6, which was -34.8 lower than the previous day. The implied volatity was 77.77, the open interest changed by 138 which increased total open position to 644


On 20 May CRUDEOIL was trading at 9514.00. The strike last trading price was 738, which was 29 higher than the previous day. The implied volatity was 75.06, the open interest changed by 70 which increased total open position to 506


On 19 May CRUDEOIL was trading at 10020.00. The strike last trading price was 1035.6, which was 11.2 higher than the previous day. The implied volatity was 74.41, the open interest changed by -69 which decreased total open position to 436


On 18 May CRUDEOIL was trading at 10349.00. The strike last trading price was 980, which was 5.1 higher than the previous day. The implied volatity was 72.64, the open interest changed by 83 which increased total open position to 505


On 15 May CRUDEOIL was trading at 10085.00. The strike last trading price was 876.1, which was 3.7 higher than the previous day. The implied volatity was 73.25, the open interest changed by 347 which increased total open position to 422


On 14 May CRUDEOIL was trading at 9738.00. The strike last trading price was 663.1, which was -17.5 lower than the previous day. The implied volatity was 68.36, the open interest changed by 57 which increased total open position to 75


On 13 May CRUDEOIL was trading at 9700.00. The strike last trading price was 725, which was -48.5 lower than the previous day. The implied volatity was 73.08, the open interest changed by 13 which increased total open position to 18


On 12 May CRUDEOIL was trading at 9733.00. The strike last trading price was 865, which was 6.1 higher than the previous day. The implied volatity was 79.93, the open interest changed by 3 which increased total open position to 5


On 11 May CRUDEOIL was trading at 9380.00. The strike last trading price was 646.1, which was 58 higher than the previous day. The implied volatity was 73.79, the open interest changed by 2 which increased total open position to 2


On 8 May CRUDEOIL was trading at 9022.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 7 May CRUDEOIL was trading at 8946.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was 65.65, the open interest changed by 1 which increased total open position to 1


On 6 May CRUDEOIL was trading at 9018.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 5 May CRUDEOIL was trading at 9720.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 May CRUDEOIL was trading at 10064.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 3 May CRUDEOIL was trading at 9652.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 2 May CRUDEOIL was trading at 9652.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 1 May CRUDEOIL was trading at 9652.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Apr CRUDEOIL was trading at 9858.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 29 Apr CRUDEOIL was trading at 10110.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 28 Apr CRUDEOIL was trading at 9500.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Apr CRUDEOIL was trading at 9110.00. The strike last trading price was 930, which was 200 higher than the previous day. The implied volatity was 98.44, the open interest changed by 2 which increased 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


CRUDEOIL 16-Jun-2026 (24d) 9600 PE
Delta: -0.53
Vega: 9.63
Theta: -15.44
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 9218.00 1002.1 -38.9 (-3.74%) 80.88 2,360 -247 493
21 May 9258.00 963 56.2 (6.20%) 77.51 13,730 133 740
20 May 9514.00 815 -35.1 (-4.13%) 74.19 12,083 -384 607
19 May 10020.00 592.7 -6 (-1.00%) 72.25 2,853 -39 991
18 May 10349.00 645.4 -2.2 (-0.34%) 72.95 10,608 314 1,030
15 May 10085.00 788.1 1.3 (0.17%) 72.55 12,416 644 716
14 May 9738.00 949.9 21.6 (2.33%) 72.25 312 65 72
13 May 9700.00 960 -8.5 (-0.88%) 71.76 6 7 7
12 May 9733.00 1699.5 0 (0.00%) - 2 2 2
11 May 9380.00 1699.5 0 (0.00%) - 2 2 2
8 May 9022.00 1699.5 0 (0.00%) - 2 2 2
7 May 8946.00 1699.5 0 (0.00%) 98.78 2 2 2
6 May 9018.00 1420 0 (0.00%) - 2 2 2
5 May 9720.00 1420 0 (0.00%) - 2 2 2
4 May 10064.00 1420 0 (0.00%) - 2 2 2
3 May 9652.00 1420 0 (0.00%) - 2 2 0
2 May 9652.00 1420 0 (0.00%) - 2 2 0
1 May 9652.00 1420 0 (0.00%) - 2 2 2
30 Apr 9858.00 1420 0 (0.00%) - 2 2 2
29 Apr 10110.00 1420 0 (0.00%) 100.92 2 2 2
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 9600 expiring on 16JUN2026

Delta for 9600 PE is -0.53

Historical price for 9600 PE is as follows

On 22 May CRUDEOIL was trading at 9218.00. The strike last trading price was 1002.1, which was -38.9 lower than the previous day. The implied volatity was 80.88, the open interest changed by -247 which decreased total open position to 493


On 21 May CRUDEOIL was trading at 9258.00. The strike last trading price was 963, which was 56.2 higher than the previous day. The implied volatity was 77.51, the open interest changed by 133 which increased total open position to 740


On 20 May CRUDEOIL was trading at 9514.00. The strike last trading price was 815, which was -35.1 lower than the previous day. The implied volatity was 74.19, the open interest changed by -384 which decreased total open position to 607


On 19 May CRUDEOIL was trading at 10020.00. The strike last trading price was 592.7, which was -6 lower than the previous day. The implied volatity was 72.25, the open interest changed by -39 which decreased total open position to 991


On 18 May CRUDEOIL was trading at 10349.00. The strike last trading price was 645.4, which was -2.2 lower than the previous day. The implied volatity was 72.95, the open interest changed by 314 which increased total open position to 1030


On 15 May CRUDEOIL was trading at 10085.00. The strike last trading price was 788.1, which was 1.3 higher than the previous day. The implied volatity was 72.55, the open interest changed by 644 which increased total open position to 716


On 14 May CRUDEOIL was trading at 9738.00. The strike last trading price was 949.9, which was 21.6 higher than the previous day. The implied volatity was 72.25, the open interest changed by 65 which increased total open position to 72


On 13 May CRUDEOIL was trading at 9700.00. The strike last trading price was 960, which was -8.5 lower than the previous day. The implied volatity was 71.76, the open interest changed by 7 which increased total open position to 7


On 12 May CRUDEOIL was trading at 9733.00. The strike last trading price was 1699.5, 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 11 May CRUDEOIL was trading at 9380.00. The strike last trading price was 1699.5, 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 8 May CRUDEOIL was trading at 9022.00. The strike last trading price was 1699.5, 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 7 May CRUDEOIL was trading at 8946.00. The strike last trading price was 1699.5, which was 0 lower than the previous day. The implied volatity was 98.78, the open interest changed by 2 which increased total open position to 2


On 6 May CRUDEOIL was trading at 9018.00. The strike last trading price was 1420, 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 5 May CRUDEOIL was trading at 9720.00. The strike last trading price was 1420, 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 4 May CRUDEOIL was trading at 10064.00. The strike last trading price was 1420, 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 3 May CRUDEOIL was trading at 9652.00. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 2 May CRUDEOIL was trading at 9652.00. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 1 May CRUDEOIL was trading at 9652.00. The strike last trading price was 1420, 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 30 Apr CRUDEOIL was trading at 9858.00. The strike last trading price was 1420, 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 29 Apr CRUDEOIL was trading at 10110.00. The strike last trading price was 1420, which was 0 lower than the previous day. The implied volatity was 100.92, the open interest changed by 2 which increased total open position to 2


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