CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
02 Apr 2026 11:58 PM IST
| CRUDEOIL 16-Apr-2026 (13d) 9700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 7.48
Theta: -29.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 10410.00 | 1293.2 | -17.5 | 113.11 | 4,326 | -335 | 327 | |||||||||
| 1 Apr | 9273.00 | 607.2 | -2.5 | 104.04 | 10,214 | 177 | 662 | |||||||||
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| 31 Mar | 9623.00 | 790.4 | - | - | 264 | 317 | 802 | |||||||||
| 30 Mar | 9812.00 | 964 | -7.6 | 107.49 | 21,017 | 271 | 485 | |||||||||
| 27 Mar | 9402.00 | 799 | 5.2 | 105.12 | 1,896 | 46 | 214 | |||||||||
| 26 Mar | 9018.00 | 612 | -16 | 101.62 | 785 | 29 | 168 | |||||||||
| 25 Mar | 8511.00 | 418 | -2.3 | 99.54 | 1,544 | -11 | 139 | |||||||||
| 24 Mar | 8688.00 | 488 | -22.8 | 98.2 | 774 | 46 | 150 | |||||||||
| 23 Mar | 8321.00 | 400 | -19.3 | 101.07 | 3,867 | 14 | 104 | |||||||||
| 20 Mar | 9245.00 | 747.6 | 11 | 93.08 | 995 | -14 | 90 | |||||||||
| 19 Mar | 8908.00 | 701.4 | 9.1 | 98.15 | 904 | 23 | 104 | |||||||||
| 18 Mar | 8909.00 | 741.7 | -22.2 | 103.59 | 433 | 74 | 81 | |||||||||
| 17 Mar | 8900.00 | 647.5 | -58.3 | 94.46 | 3 | -2 | 7 | |||||||||
| 16 Mar | 8724.00 | 926 | -1.1 | 130.14 | 13 | 6 | 9 | |||||||||
| 13 Mar | 9076.00 | 835 | -12.4 | 102.09 | 3 | 2 | 3 | |||||||||
| 12 Mar | 8766.00 | 680 | 0 | - | 2 | 1 | 1 | |||||||||
| 11 Mar | 8130.00 | 680 | 0 | 121.68 | 2 | 1 | 1 | |||||||||
| 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 9700 expiring on 16APR2026
Delta for 9700 CE is 0.67
Historical price for 9700 CE is as follows
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 1293.2, which was -17.5 lower than the previous day. The implied volatity was 113.11, the open interest changed by -335 which decreased total open position to 327
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 607.2, which was -2.5 lower than the previous day. The implied volatity was 104.04, the open interest changed by 177 which increased total open position to 662
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 790.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 317 which increased total open position to 802
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 964, which was -7.6 lower than the previous day. The implied volatity was 107.49, the open interest changed by 271 which increased total open position to 485
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 799, which was 5.2 higher than the previous day. The implied volatity was 105.12, the open interest changed by 46 which increased total open position to 214
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 612, which was -16 lower than the previous day. The implied volatity was 101.62, the open interest changed by 29 which increased total open position to 168
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 418, which was -2.3 lower than the previous day. The implied volatity was 99.54, the open interest changed by -11 which decreased total open position to 139
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 488, which was -22.8 lower than the previous day. The implied volatity was 98.2, the open interest changed by 46 which increased total open position to 150
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 400, which was -19.3 lower than the previous day. The implied volatity was 101.07, the open interest changed by 14 which increased total open position to 104
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 747.6, which was 11 higher than the previous day. The implied volatity was 93.08, the open interest changed by -14 which decreased total open position to 90
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 701.4, which was 9.1 higher than the previous day. The implied volatity was 98.15, the open interest changed by 23 which increased total open position to 104
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 741.7, which was -22.2 lower than the previous day. The implied volatity was 103.59, the open interest changed by 74 which increased total open position to 81
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 647.5, which was -58.3 lower than the previous day. The implied volatity was 94.46, the open interest changed by -2 which decreased total open position to 7
On 16 Mar CRUDEOIL was trading at 8724.00. The strike last trading price was 926, which was -1.1 lower than the previous day. The implied volatity was 130.14, the open interest changed by 6 which increased total open position to 9
On 13 Mar CRUDEOIL was trading at 9076.00. The strike last trading price was 835, which was -12.4 lower than the previous day. The implied volatity was 102.09, the open interest changed by 2 which increased total open position to 3
On 12 Mar CRUDEOIL was trading at 8766.00. The strike last trading price was 680, 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 11 Mar CRUDEOIL was trading at 8130.00. The strike last trading price was 680, which was 0 lower than the previous day. The implied volatity was 121.68, the open interest changed by 1 which increased total open position to 1
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 (13d) 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 7.48
Theta: -29.7
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 10410.00 | 582.2 | -19.6 | 112.98 | 6,286 | 216 | 693 |
| 1 Apr | 9273.00 | 1022.7 | -28.7 | 102.51 | 4,585 | -153 | 477 |
| 31 Mar | 9623.00 | 869.9 | - | - | 258 | 306 | 935 |
| 30 Mar | 9812.00 | 855 | -15.3 | 107.85 | 14,336 | 588 | 630 |
| 27 Mar | 9402.00 | 1097.8 | -15.7999 | 105.21 | 94 | 15 | 42 |
| 26 Mar | 9018.00 | 1491.4 | 81.3 | 124.57 | 14 | 0 | 27 |
| 25 Mar | 8511.00 | 1735.5 | -0.5 | 115.91 | 29 | -12 | 27 |
| 24 Mar | 8688.00 | 1409.1 | -63.7001 | 87.13 | 28 | -11 | 39 |
| 23 Mar | 8321.00 | 1730.4 | -47.4 | 94.69 | 341 | 23 | 50 |
| 20 Mar | 9245.00 | 1196.2 | 3.2 | 92.44 | 23 | -2 | 27 |
| 19 Mar | 8908.00 | 1382.1 | 28.2999 | 95.89 | 25 | 6 | 29 |
| 18 Mar | 8909.00 | 1502.1 | 23.6 | 102.32 | 36 | 22 | 23 |
| 17 Mar | 8900.00 | 1448.8 | 0 | 92.8 | 1 | 1 | 1 |
| 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 9700 expiring on 16APR2026
Delta for 9700 PE is -0.33
Historical price for 9700 PE is as follows
On 2 Apr CRUDEOIL was trading at 10410.00. The strike last trading price was 582.2, which was -19.6 lower than the previous day. The implied volatity was 112.98, the open interest changed by 216 which increased total open position to 693
On 1 Apr CRUDEOIL was trading at 9273.00. The strike last trading price was 1022.7, which was -28.7 lower than the previous day. The implied volatity was 102.51, the open interest changed by -153 which decreased total open position to 477
On 31 Mar CRUDEOIL was trading at 9623.00. The strike last trading price was 869.9, which was - lower than the previous day. The implied volatity was -, the open interest changed by 306 which increased total open position to 935
On 30 Mar CRUDEOIL was trading at 9812.00. The strike last trading price was 855, which was -15.3 lower than the previous day. The implied volatity was 107.85, the open interest changed by 588 which increased total open position to 630
On 27 Mar CRUDEOIL was trading at 9402.00. The strike last trading price was 1097.8, which was -15.7999 lower than the previous day. The implied volatity was 105.21, the open interest changed by 15 which increased total open position to 42
On 26 Mar CRUDEOIL was trading at 9018.00. The strike last trading price was 1491.4, which was 81.3 higher than the previous day. The implied volatity was 124.57, the open interest changed by 0 which decreased total open position to 27
On 25 Mar CRUDEOIL was trading at 8511.00. The strike last trading price was 1735.5, which was -0.5 lower than the previous day. The implied volatity was 115.91, the open interest changed by -12 which decreased total open position to 27
On 24 Mar CRUDEOIL was trading at 8688.00. The strike last trading price was 1409.1, which was -63.7001 lower than the previous day. The implied volatity was 87.13, the open interest changed by -11 which decreased total open position to 39
On 23 Mar CRUDEOIL was trading at 8321.00. The strike last trading price was 1730.4, which was -47.4 lower than the previous day. The implied volatity was 94.69, the open interest changed by 23 which increased total open position to 50
On 20 Mar CRUDEOIL was trading at 9245.00. The strike last trading price was 1196.2, which was 3.2 higher than the previous day. The implied volatity was 92.44, the open interest changed by -2 which decreased total open position to 27
On 19 Mar CRUDEOIL was trading at 8908.00. The strike last trading price was 1382.1, which was 28.2999 higher than the previous day. The implied volatity was 95.89, the open interest changed by 6 which increased total open position to 29
On 18 Mar CRUDEOIL was trading at 8909.00. The strike last trading price was 1502.1, which was 23.6 higher than the previous day. The implied volatity was 102.32, the open interest changed by 22 which increased total open position to 23
On 17 Mar CRUDEOIL was trading at 8900.00. The strike last trading price was 1448.8, which was 0 lower than the previous day. The implied volatity was 92.8, the open interest changed by 1 which increased total open position to 1
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
