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Historical option data for CRUDEOIL

20 May 2026 11:58 PM IST
CRUDEOIL 16-Jun-2026 (26d) 9900 CE
Delta: 0.46
Vega: 10.33
Theta: -14.35
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 May 9514.00 621 26.2 (4.40%) 75.7 21,501 -11 521
19 May 10020.00 864.2 -12.8 (-1.46%) 72.77 7,220 -35 532
18 May 10349.00 833 2.6 (0.31%) 72.81 18,419 481 567
15 May 10085.00 744 0.6 (0.08%) 73.34 5,591 75 86
14 May 9738.00 582.6 29.2 (5.28%) 71.41 32 4 11
13 May 9700.00 637 -27.8 (-4.18%) 75.44 17 7 7
12 May 9733.00 625 0 (0.00%) 69.65 1 1 1
11 May 9380.00 619 0 (0.00%) - 1 1 1
8 May 9022.00 619 0 (0.00%) - 1 1 1
7 May 8946.00 619 0 (0.00%) 91.56 1 1 1
6 May 9018.00 0 0 (0.00%) - 0 0 0
5 May 9720.00 0 0 (0.00%) - 0 0 0
4 May 10064.00 0 0 (0.00%) - 0 0 0
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 9900 expiring on 16JUN2026

Delta for 9900 CE is 0.46

Historical price for 9900 CE is as follows

On 20 May CRUDEOIL was trading at 9514.00. The strike last trading price was 621, which was 26.2 higher than the previous day. The implied volatity was 75.7, the open interest changed by -11 which decreased total open position to 521


On 19 May CRUDEOIL was trading at 10020.00. The strike last trading price was 864.2, which was -12.8 lower than the previous day. The implied volatity was 72.77, the open interest changed by -35 which decreased total open position to 532


On 18 May CRUDEOIL was trading at 10349.00. The strike last trading price was 833, which was 2.6 higher than the previous day. The implied volatity was 72.81, the open interest changed by 481 which increased total open position to 567


On 15 May CRUDEOIL was trading at 10085.00. The strike last trading price was 744, which was 0.6 higher than the previous day. The implied volatity was 73.34, the open interest changed by 75 which increased total open position to 86


On 14 May CRUDEOIL was trading at 9738.00. The strike last trading price was 582.6, which was 29.2 higher than the previous day. The implied volatity was 71.41, the open interest changed by 4 which increased total open position to 11


On 13 May CRUDEOIL was trading at 9700.00. The strike last trading price was 637, which was -27.8 lower than the previous day. The implied volatity was 75.44, 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 625, which was 0 lower than the previous day. The implied volatity was 69.65, the open interest changed by 1 which increased total open position to 1


On 11 May CRUDEOIL was trading at 9380.00. The strike last trading price was 619, 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 8 May CRUDEOIL was trading at 9022.00. The strike last trading price was 619, 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 619, which was 0 lower than the previous day. The implied volatity was 91.56, 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 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 May CRUDEOIL was trading at 9720.00. 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 May CRUDEOIL was trading at 10064.00. 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 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


CRUDEOIL 16-Jun-2026 (26d) 9900 PE
Delta: -0.54
Vega: 10.33
Theta: -14.36
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 May 9514.00 1007.1 -27.6 (-2.67%) 75.71 19,452 -409 415
19 May 10020.00 746.2 0.9 (0.12%) 72.95 8,934 56 824
18 May 10349.00 798.5 -8.3 (-1.03%) 73.12 12,487 689 768
15 May 10085.00 955.9 -2.5 (-0.26%) 72.63 1,771 79 79
14 May 9738.00 1097.8 0 (0.00%) - 2 2 2
13 May 9700.00 1097.8 0 (0.00%) 67.54 2 2 2
12 May 9733.00 0 0 (0.00%) - 0 0 0
11 May 9380.00 0 0 (0.00%) - 0 0 0
8 May 9022.00 0 0 (0.00%) - 0 0 0
7 May 8946.00 0 0 (0.00%) - 0 0 0
6 May 9018.00 0 0 (0.00%) - 0 0 0
5 May 9720.00 0 0 (0.00%) - 0 0 0
4 May 10064.00 0 0 (0.00%) - 0 0 0
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 9900 expiring on 16JUN2026

Delta for 9900 PE is -0.54

Historical price for 9900 PE is as follows

On 20 May CRUDEOIL was trading at 9514.00. The strike last trading price was 1007.1, which was -27.6 lower than the previous day. The implied volatity was 75.71, the open interest changed by -409 which decreased total open position to 415


On 19 May CRUDEOIL was trading at 10020.00. The strike last trading price was 746.2, which was 0.9 higher than the previous day. The implied volatity was 72.95, the open interest changed by 56 which increased total open position to 824


On 18 May CRUDEOIL was trading at 10349.00. The strike last trading price was 798.5, which was -8.3 lower than the previous day. The implied volatity was 73.12, the open interest changed by 689 which increased total open position to 768


On 15 May CRUDEOIL was trading at 10085.00. The strike last trading price was 955.9, which was -2.5 lower than the previous day. The implied volatity was 72.63, the open interest changed by 79 which increased total open position to 79


On 14 May CRUDEOIL was trading at 9738.00. The strike last trading price was 1097.8, 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 13 May CRUDEOIL was trading at 9700.00. The strike last trading price was 1097.8, which was 0 lower than the previous day. The implied volatity was 67.54, the open interest changed by 2 which increased total open position to 2


On 12 May CRUDEOIL was trading at 9733.00. 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 May CRUDEOIL was trading at 9380.00. 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 8 May CRUDEOIL was trading at 9022.00. 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 7 May CRUDEOIL was trading at 8946.00. 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 May CRUDEOIL was trading at 9018.00. 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 May CRUDEOIL was trading at 9720.00. 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 May CRUDEOIL was trading at 10064.00. 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 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