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Historical option data for CRUDEOILM

20 May 2026 11:58 PM IST
CRUDEOILM 16-Jun-2026 (26d) 10000 CE
Delta: 0.45
Vega: 10.29
Theta: -14.29
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 May 9525.00 588 21.5 (3.80%) 75.66 1,09,411 1,281 5,839
19 May 10025.00 816 -20.25 (-2.42%) 72.45 87,304 1,022 4,558
18 May 10360.00 801 7.05 (0.89%) 74.26 85,590 424 3,555
15 May 10117.00 705.6 -4.8 (-0.68%) 73.33 69,800 39 3,128
14 May 9725.00 544 -2.65 (-0.48%) 70.72 9,818 337 3,089
13 May 9705.00 581 -9.55 (-1.62%) 73.16 6,723 483 2,752
12 May 9733.00 673 -9.6 (-1.41%) 76.7 6,182 620 2,269
11 May 9377.00 580 7.7 (1.35%) 79.89 5,043 -1,062 1,649
8 May 9027.00 470 0.2 (0.04%) 80.2 1,808 76 1,164
7 May 8952.00 505 5.5 (1.10%) 83.61 2,877 289 1,088
6 May 9015.00 525 43.5 (9.03%) 83.72 1,925 391 799
5 May 9725.00 778.8 26.15 (3.47%) 79.99 604 131 408
4 May 10064.00 919 10.05 (1.11%) 79.37 758 105 277
3 May 9652.00 685 -37.25 (-5.16%) 75.85 268 59 172
2 May 9652.00 685 -37.25 (-5.16%) 75.85 268 59 172
1 May 9652.00 685 -37.25 (-5.16%) 75.83 268 59 172
30 Apr 9858.00 840 15.8 (1.92%) 81.24 166 80 113
29 Apr 10118.00 857.65 -45.45 (-5.03%) 75.74 38 12 33
28 Apr 9491.00 510 -42.2 (-7.64%) 65.86 17 11 21
27 Apr 9112.00 431 -12 (-2.71%) 68.15 2 1 10
24 Apr 8840.00 405 -32.5 (-7.43%) 71.74 6 5 9
23 Apr 9082.00 605 0 (0.00%) 80.7 1 4 4
22 Apr 8710.00 - - - 0 0 3
21 Apr 8405.00 477.35 -13.45 (-2.74%) 85.01 2 3 3
20 Apr 8350.00 450 -15.8 (-3.39%) - 5 2 3
17 Apr 7720.00 450 -15.8 (-3.39%) 97.47 5 2 3
16 Apr 8854.00 331.05 0 (0.00%) 65.68 1 1 1
15 Apr 8637.00 - - - 0 0 0
14 Apr 8591.00 - - - 0 0 0
13 Apr 9266.00 - - - 0 0 0
10 Apr 9122.00 - - - 0 0 0
9 Apr 8965.00 - - - 0 0 0
8 Apr 8868.00 - - - 0 0 0
7 Apr 10655.00 - - - 0 0 0
6 Apr 10626.00 - - - 0 0 0
2 Apr 10416.00 - - - 0 0 0
1 Apr 9280.00 - - - 0 0 0
31 Mar 9620.00 - - - 0 0 0
30 Mar 9811.00 - - - 0 0 0
27 Mar 9400.00 - - - 0 0 0
26 Mar 9020.00 - - - 0 0 0
25 Mar 8529.00 - - - 0 0 0
24 Mar 8700.00 - - - 0 0 0
23 Mar 8330.00 - - - 0 0 0
20 Mar 9253.00 - - - 0 0 0


For Crude Oil Mini - strike price 10000 expiring on 16JUN2026

Delta for 10000 CE is 0.45

Historical price for 10000 CE is as follows

On 20 May CRUDEOILM was trading at 9525.00. The strike last trading price was 588, which was 21.5 higher than the previous day. The implied volatity was 75.66, the open interest changed by 1281 which increased total open position to 5839


On 19 May CRUDEOILM was trading at 10025.00. The strike last trading price was 816, which was -20.25 lower than the previous day. The implied volatity was 72.45, the open interest changed by 1022 which increased total open position to 4558


On 18 May CRUDEOILM was trading at 10360.00. The strike last trading price was 801, which was 7.05 higher than the previous day. The implied volatity was 74.26, the open interest changed by 424 which increased total open position to 3555


On 15 May CRUDEOILM was trading at 10117.00. The strike last trading price was 705.6, which was -4.8 lower than the previous day. The implied volatity was 73.33, the open interest changed by 39 which increased total open position to 3128


On 14 May CRUDEOILM was trading at 9725.00. The strike last trading price was 544, which was -2.65 lower than the previous day. The implied volatity was 70.72, the open interest changed by 337 which increased total open position to 3089


On 13 May CRUDEOILM was trading at 9705.00. The strike last trading price was 581, which was -9.55 lower than the previous day. The implied volatity was 73.16, the open interest changed by 483 which increased total open position to 2752


On 12 May CRUDEOILM was trading at 9733.00. The strike last trading price was 673, which was -9.6 lower than the previous day. The implied volatity was 76.7, the open interest changed by 620 which increased total open position to 2269


On 11 May CRUDEOILM was trading at 9377.00. The strike last trading price was 580, which was 7.7 higher than the previous day. The implied volatity was 79.89, the open interest changed by -1062 which decreased total open position to 1649


On 8 May CRUDEOILM was trading at 9027.00. The strike last trading price was 470, which was 0.2 higher than the previous day. The implied volatity was 80.2, the open interest changed by 76 which increased total open position to 1164


On 7 May CRUDEOILM was trading at 8952.00. The strike last trading price was 505, which was 5.5 higher than the previous day. The implied volatity was 83.61, the open interest changed by 289 which increased total open position to 1088


On 6 May CRUDEOILM was trading at 9015.00. The strike last trading price was 525, which was 43.5 higher than the previous day. The implied volatity was 83.72, the open interest changed by 391 which increased total open position to 799


On 5 May CRUDEOILM was trading at 9725.00. The strike last trading price was 778.8, which was 26.15 higher than the previous day. The implied volatity was 79.99, the open interest changed by 131 which increased total open position to 408


On 4 May CRUDEOILM was trading at 10064.00. The strike last trading price was 919, which was 10.05 higher than the previous day. The implied volatity was 79.37, the open interest changed by 105 which increased total open position to 277


On 3 May CRUDEOILM was trading at 9652.00. The strike last trading price was 685, which was -37.25 lower than the previous day. The implied volatity was 75.85, the open interest changed by 59 which increased total open position to 172


On 2 May CRUDEOILM was trading at 9652.00. The strike last trading price was 685, which was -37.25 lower than the previous day. The implied volatity was 75.85, the open interest changed by 59 which increased total open position to 172


On 1 May CRUDEOILM was trading at 9652.00. The strike last trading price was 685, which was -37.25 lower than the previous day. The implied volatity was 75.83, the open interest changed by 59 which increased total open position to 172


On 30 Apr CRUDEOILM was trading at 9858.00. The strike last trading price was 840, which was 15.8 higher than the previous day. The implied volatity was 81.24, the open interest changed by 80 which increased total open position to 113


On 29 Apr CRUDEOILM was trading at 10118.00. The strike last trading price was 857.65, which was -45.45 lower than the previous day. The implied volatity was 75.74, the open interest changed by 12 which increased total open position to 33


On 28 Apr CRUDEOILM was trading at 9491.00. The strike last trading price was 510, which was -42.2 lower than the previous day. The implied volatity was 65.86, the open interest changed by 11 which increased total open position to 21


On 27 Apr CRUDEOILM was trading at 9112.00. The strike last trading price was 431, which was -12 lower than the previous day. The implied volatity was 68.15, the open interest changed by 1 which increased total open position to 10


On 24 Apr CRUDEOILM was trading at 8840.00. The strike last trading price was 405, which was -32.5 lower than the previous day. The implied volatity was 71.74, the open interest changed by 5 which increased total open position to 9


On 23 Apr CRUDEOILM was trading at 9082.00. The strike last trading price was 605, which was 0 lower than the previous day. The implied volatity was 80.7, the open interest changed by 4 which increased total open position to 4


On 22 Apr CRUDEOILM was trading at 8710.00. 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 3


On 21 Apr CRUDEOILM was trading at 8405.00. The strike last trading price was 477.35, which was -13.45 lower than the previous day. The implied volatity was 85.01, the open interest changed by 3 which increased total open position to 3


On 20 Apr CRUDEOILM was trading at 8350.00. The strike last trading price was 450, which was -15.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 17 Apr CRUDEOILM was trading at 7720.00. The strike last trading price was 450, which was -15.8 lower than the previous day. The implied volatity was 97.47, the open interest changed by 2 which increased total open position to 3


On 16 Apr CRUDEOILM was trading at 8854.00. The strike last trading price was 331.05, which was 0 lower than the previous day. The implied volatity was 65.68, the open interest changed by 1 which increased total open position to 1


On 15 Apr CRUDEOILM was trading at 8637.00. 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 CRUDEOILM was trading at 8591.00. 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 CRUDEOILM was trading at 9266.00. 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 CRUDEOILM 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 CRUDEOILM was trading at 8965.00. 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 CRUDEOILM was trading at 8868.00. 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 CRUDEOILM was trading at 10655.00. 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 CRUDEOILM was trading at 10626.00. 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 CRUDEOILM was trading at 10416.00. 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 CRUDEOILM was trading at 9280.00. 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 CRUDEOILM was trading at 9620.00. 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 CRUDEOILM was trading at 9811.00. 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 CRUDEOILM was trading at 9400.00. 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 CRUDEOILM was trading at 9020.00. 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 CRUDEOILM was trading at 8529.00. 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 CRUDEOILM was trading at 8700.00. 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 CRUDEOILM was trading at 8330.00. 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 CRUDEOILM was trading at 9253.00. 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


CRUDEOILM 16-Jun-2026 (26d) 10000 PE
Delta: -0.55
Vega: 10.29
Theta: -14.21
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 May 9525.00 1058.45 -39.95 (-3.64%) 75.22 63,481 -2,765 4,363
19 May 10025.00 796.05 -8.1 (-1.01%) 72.9 64,455 2,804 7,128
18 May 10360.00 865 -2.7 (-0.31%) 74 48,319 1,836 4,259
15 May 10117.00 1028.95 5.35 (0.52%) 74.06 15,469 1,883 2,426
14 May 9725.00 1200 -1.9 (-0.16%) 72.71 1,074 79 543
13 May 9705.00 1240 3.7 (0.30%) 74.94 812 134 464
12 May 9733.00 1232.05 -9 (-0.73%) 77.47 548 139 330
11 May 9377.00 1471.65 24.3 (1.68%) 80.84 536 133 191
8 May 9027.00 1744.95 11.5 (0.66%) 80.29 77 4 58
7 May 8952.00 1740 -22.8 (-1.29%) 76.66 44 -1 54
6 May 9015.00 1766.2 11.7 (0.67%) 79.44 147 -24 55
5 May 9725.00 1331.6 -9.8 (-0.73%) 76.67 145 6 79
4 May 10064.00 1249.8 7.75 (0.62%) 80.56 84 32 73
3 May 9652.00 1500 -16.4 (-1.08%) 78.1 5 0 41
2 May 9652.00 1500 -16.4 (-1.08%) 78.1 5 0 41
1 May 9652.00 1500 -16.4 (-1.08%) 78.08 5 0 41
30 Apr 9858.00 1450 19.9 (1.39%) 80.12 66 23 41
29 Apr 10118.00 1523.5 157.45 (11.53%) 90.97 22 18 18
28 Apr 9491.00 0 0 (0.00%) - 0 0 0
27 Apr 9112.00 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 8710.00 - - - 0 0 0
21 Apr 8405.00 0 0 (0.00%) - 0 0 0
20 Apr 8350.00 0 0 (0.00%) - 0 0 0
17 Apr 7720.00 0 0 (0.00%) - 0 0 0
16 Apr 8854.00 0 0 (0.00%) - 0 0 0
15 Apr 8637.00 - - - 0 0 0
14 Apr 8591.00 - - - 0 0 0
13 Apr 9266.00 - - - 0 0 0
10 Apr 9122.00 - - - 0 0 0
9 Apr 8965.00 - - - 0 0 0
8 Apr 8868.00 - - - 0 0 0
7 Apr 10655.00 - - - 0 0 0
6 Apr 10626.00 - - - 0 0 0
2 Apr 10416.00 - - - 0 0 0
1 Apr 9280.00 - - - 0 0 0
31 Mar 9620.00 - - - 0 0 0
30 Mar 9811.00 - - - 0 0 0
27 Mar 9400.00 - - - 0 0 0
26 Mar 9020.00 - - - 0 0 0
25 Mar 8529.00 - - - 0 0 0
24 Mar 8700.00 - - - 0 0 0
23 Mar 8330.00 - - - 0 0 0
20 Mar 9253.00 - - - 0 0 0


For Crude Oil Mini - strike price 10000 expiring on 16JUN2026

Delta for 10000 PE is -0.55

Historical price for 10000 PE is as follows

On 20 May CRUDEOILM was trading at 9525.00. The strike last trading price was 1058.45, which was -39.95 lower than the previous day. The implied volatity was 75.22, the open interest changed by -2765 which decreased total open position to 4363


On 19 May CRUDEOILM was trading at 10025.00. The strike last trading price was 796.05, which was -8.1 lower than the previous day. The implied volatity was 72.9, the open interest changed by 2804 which increased total open position to 7128


On 18 May CRUDEOILM was trading at 10360.00. The strike last trading price was 865, which was -2.7 lower than the previous day. The implied volatity was 74, the open interest changed by 1836 which increased total open position to 4259


On 15 May CRUDEOILM was trading at 10117.00. The strike last trading price was 1028.95, which was 5.35 higher than the previous day. The implied volatity was 74.06, the open interest changed by 1883 which increased total open position to 2426


On 14 May CRUDEOILM was trading at 9725.00. The strike last trading price was 1200, which was -1.9 lower than the previous day. The implied volatity was 72.71, the open interest changed by 79 which increased total open position to 543


On 13 May CRUDEOILM was trading at 9705.00. The strike last trading price was 1240, which was 3.7 higher than the previous day. The implied volatity was 74.94, the open interest changed by 134 which increased total open position to 464


On 12 May CRUDEOILM was trading at 9733.00. The strike last trading price was 1232.05, which was -9 lower than the previous day. The implied volatity was 77.47, the open interest changed by 139 which increased total open position to 330


On 11 May CRUDEOILM was trading at 9377.00. The strike last trading price was 1471.65, which was 24.3 higher than the previous day. The implied volatity was 80.84, the open interest changed by 133 which increased total open position to 191


On 8 May CRUDEOILM was trading at 9027.00. The strike last trading price was 1744.95, which was 11.5 higher than the previous day. The implied volatity was 80.29, the open interest changed by 4 which increased total open position to 58


On 7 May CRUDEOILM was trading at 8952.00. The strike last trading price was 1740, which was -22.8 lower than the previous day. The implied volatity was 76.66, the open interest changed by -1 which decreased total open position to 54


On 6 May CRUDEOILM was trading at 9015.00. The strike last trading price was 1766.2, which was 11.7 higher than the previous day. The implied volatity was 79.44, the open interest changed by -24 which decreased total open position to 55


On 5 May CRUDEOILM was trading at 9725.00. The strike last trading price was 1331.6, which was -9.8 lower than the previous day. The implied volatity was 76.67, the open interest changed by 6 which increased total open position to 79


On 4 May CRUDEOILM was trading at 10064.00. The strike last trading price was 1249.8, which was 7.75 higher than the previous day. The implied volatity was 80.56, the open interest changed by 32 which increased total open position to 73


On 3 May CRUDEOILM was trading at 9652.00. The strike last trading price was 1500, which was -16.4 lower than the previous day. The implied volatity was 78.1, the open interest changed by 0 which decreased total open position to 41


On 2 May CRUDEOILM was trading at 9652.00. The strike last trading price was 1500, which was -16.4 lower than the previous day. The implied volatity was 78.1, the open interest changed by 0 which decreased total open position to 41


On 1 May CRUDEOILM was trading at 9652.00. The strike last trading price was 1500, which was -16.4 lower than the previous day. The implied volatity was 78.08, the open interest changed by 0 which decreased total open position to 41


On 30 Apr CRUDEOILM was trading at 9858.00. The strike last trading price was 1450, which was 19.9 higher than the previous day. The implied volatity was 80.12, the open interest changed by 23 which increased total open position to 41


On 29 Apr CRUDEOILM was trading at 10118.00. The strike last trading price was 1523.5, which was 157.45 higher than the previous day. The implied volatity was 90.97, the open interest changed by 18 which increased total open position to 18


On 28 Apr CRUDEOILM was trading at 9491.00. 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 CRUDEOILM was trading at 9112.00. 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 CRUDEOILM 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 CRUDEOILM 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 CRUDEOILM was trading at 8710.00. 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 21 Apr CRUDEOILM was trading at 8405.00. 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 20 Apr CRUDEOILM was trading at 8350.00. 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 CRUDEOILM was trading at 7720.00. 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 CRUDEOILM was trading at 8854.00. 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 15 Apr CRUDEOILM was trading at 8637.00. 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 CRUDEOILM was trading at 8591.00. 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 CRUDEOILM was trading at 9266.00. 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 CRUDEOILM 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 CRUDEOILM was trading at 8965.00. 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 CRUDEOILM was trading at 8868.00. 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 CRUDEOILM was trading at 10655.00. 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 CRUDEOILM was trading at 10626.00. 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 CRUDEOILM was trading at 10416.00. 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 CRUDEOILM was trading at 9280.00. 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 CRUDEOILM was trading at 9620.00. 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 CRUDEOILM was trading at 9811.00. 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 CRUDEOILM was trading at 9400.00. 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 CRUDEOILM was trading at 9020.00. 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 CRUDEOILM was trading at 8529.00. 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 CRUDEOILM was trading at 8700.00. 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 CRUDEOILM was trading at 8330.00. 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 CRUDEOILM was trading at 9253.00. 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