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Historical option data for CRUDEOILM

22 May 2026 10:47 PM IST
CRUDEOILM 16-Jun-2026 (25d) 10500 CE
Delta: 0.31
Vega: 8.63
Theta: -13.91
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 9238.00 359.5 -30.8 (-7.89%) 81.54 17,696 -1,031 3,650
21 May 9270.00 365 -25.3 (-6.48%) 79.78 29,176 78 4,681
20 May 9525.00 435.05 21.35 (5.16%) 76.59 44,216 -5,052 4,603
19 May 10025.00 625.5 -5.5 (-0.87%) 74.07 36,425 5,602 9,655
18 May 10360.00 609.35 4.2 (0.69%) 75.01 63,246 -249 4,053
15 May 10117.00 539.25 -2.45 (-0.45%) 74.4 24,090 3,398 4,302
14 May 9725.00 404 -2.35 (-0.58%) 71.63 2,784 417 904
13 May 9705.00 520 69.45 (15.41%) 81.63 1,423 163 484
12 May 9733.00 535.35 5.25 (0.99%) 78.84 1,475 209 324
11 May 9377.00 444.9 3.75 (0.85%) 80.25 275 106 115
8 May 9027.00 374.15 8.75 (2.39%) 82.11 11 5 9
7 May 8952.00 310 -45.6 (-12.82%) 75.47 7 1 4
6 May 9015.00 325 -26.25 (-7.47%) 75.52 4 3 3
5 May 9725.00 555 16.2 (3.01%) - 4 6 6
4 May 10064.00 555 16.2 (3.01%) - 4 6 6
3 May 9652.00 555 16.2 (3.01%) 77.42 4 6 6
2 May 9652.00 555 16.2 (3.01%) 77.42 4 6 6
1 May 9652.00 555 16.2 (3.01%) 77.39 4 6 6
30 Apr 9858.00 500 0 (0.00%) - 6 3 4
29 Apr 10118.00 500 0 (0.00%) 61.95 6 3 4
28 Apr 9491.00 290 0 (0.00%) 57.92 1 1 1
27 Apr 9112.00 - - - 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
20 Apr 8350.00 0 0 (0.00%) - 0 0 0
17 Apr 7720.00 - - - 0 0 0
16 Apr 8854.00 - - - 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 10500 expiring on 16JUN2026

Delta for 10500 CE is 0.31

Historical price for 10500 CE is as follows

On 22 May CRUDEOILM was trading at 9238.00. The strike last trading price was 359.5, which was -30.8 lower than the previous day. The implied volatity was 81.54, the open interest changed by -1031 which decreased total open position to 3650


On 21 May CRUDEOILM was trading at 9270.00. The strike last trading price was 365, which was -25.3 lower than the previous day. The implied volatity was 79.78, the open interest changed by 78 which increased total open position to 4681


On 20 May CRUDEOILM was trading at 9525.00. The strike last trading price was 435.05, which was 21.35 higher than the previous day. The implied volatity was 76.59, the open interest changed by -5052 which decreased total open position to 4603


On 19 May CRUDEOILM was trading at 10025.00. The strike last trading price was 625.5, which was -5.5 lower than the previous day. The implied volatity was 74.07, the open interest changed by 5602 which increased total open position to 9655


On 18 May CRUDEOILM was trading at 10360.00. The strike last trading price was 609.35, which was 4.2 higher than the previous day. The implied volatity was 75.01, the open interest changed by -249 which decreased total open position to 4053


On 15 May CRUDEOILM was trading at 10117.00. The strike last trading price was 539.25, which was -2.45 lower than the previous day. The implied volatity was 74.4, the open interest changed by 3398 which increased total open position to 4302


On 14 May CRUDEOILM was trading at 9725.00. The strike last trading price was 404, which was -2.35 lower than the previous day. The implied volatity was 71.63, the open interest changed by 417 which increased total open position to 904


On 13 May CRUDEOILM was trading at 9705.00. The strike last trading price was 520, which was 69.45 higher than the previous day. The implied volatity was 81.63, the open interest changed by 163 which increased total open position to 484


On 12 May CRUDEOILM was trading at 9733.00. The strike last trading price was 535.35, which was 5.25 higher than the previous day. The implied volatity was 78.84, the open interest changed by 209 which increased total open position to 324


On 11 May CRUDEOILM was trading at 9377.00. The strike last trading price was 444.9, which was 3.75 higher than the previous day. The implied volatity was 80.25, the open interest changed by 106 which increased total open position to 115


On 8 May CRUDEOILM was trading at 9027.00. The strike last trading price was 374.15, which was 8.75 higher than the previous day. The implied volatity was 82.11, the open interest changed by 5 which increased total open position to 9


On 7 May CRUDEOILM was trading at 8952.00. The strike last trading price was 310, which was -45.6 lower than the previous day. The implied volatity was 75.47, the open interest changed by 1 which increased total open position to 4


On 6 May CRUDEOILM was trading at 9015.00. The strike last trading price was 325, which was -26.25 lower than the previous day. The implied volatity was 75.52, the open interest changed by 3 which increased total open position to 3


On 5 May CRUDEOILM was trading at 9725.00. The strike last trading price was 555, which was 16.2 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 4 May CRUDEOILM was trading at 10064.00. The strike last trading price was 555, which was 16.2 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 3 May CRUDEOILM was trading at 9652.00. The strike last trading price was 555, which was 16.2 higher than the previous day. The implied volatity was 77.42, the open interest changed by 6 which increased total open position to 6


On 2 May CRUDEOILM was trading at 9652.00. The strike last trading price was 555, which was 16.2 higher than the previous day. The implied volatity was 77.42, the open interest changed by 6 which increased total open position to 6


On 1 May CRUDEOILM was trading at 9652.00. The strike last trading price was 555, which was 16.2 higher than the previous day. The implied volatity was 77.39, the open interest changed by 6 which increased total open position to 6


On 30 Apr CRUDEOILM was trading at 9858.00. The strike last trading price was 500, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 29 Apr CRUDEOILM was trading at 10118.00. The strike last trading price was 500, which was 0 lower than the previous day. The implied volatity was 61.95, the open interest changed by 3 which increased total open position to 4


On 28 Apr CRUDEOILM was trading at 9491.00. The strike last trading price was 290, which was 0 lower than the previous day. The implied volatity was 57.92, the open interest changed by 1 which increased total open position to 1


On 27 Apr CRUDEOILM was trading at 9112.00. 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 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 -, 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 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 -, 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 16 Apr CRUDEOILM was trading at 8854.00. 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 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 (25d) 10500 PE
Delta: -0.69
Vega: 8.59
Theta: -13.68
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 9238.00 1605.9 64.4 (4.18%) 80.54 176 -35 78
21 May 9270.00 1564.9 23.4 (1.52%) 76.36 589 -10 113
20 May 9525.00 1400.1 -29.85 (-2.09%) 75.56 906 -82 123
19 May 10025.00 1093.95 -2.6 (-0.24%) 73.48 706 95 205
18 May 10360.00 1162.95 -10.5 (-0.89%) 73.8 362 102 110
15 May 10117.00 1365 3.35 (0.25%) 75.37 19 8 8
14 May 9725.00 0 0 (0.00%) - 0 0 0
13 May 9705.00 0 0 (0.00%) - 0 0 0
12 May 9733.00 0 0 (0.00%) - 0 0 0
11 May 9377.00 0 0 (0.00%) - 0 0 0
8 May 9027.00 0 0 (0.00%) - 0 0 0
7 May 8952.00 0 0 (0.00%) - 0 0 0
6 May 9015.00 0 0 (0.00%) - 0 0 0
5 May 9725.00 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 10118.00 0 0 (0.00%) - 0 0 0
28 Apr 9491.00 0 0 (0.00%) - 0 0 0
27 Apr 9112.00 - - - 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
20 Apr 8350.00 0 0 (0.00%) - 0 0 0
17 Apr 7720.00 - - - 0 0 0
16 Apr 8854.00 - - - 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 10500 expiring on 16JUN2026

Delta for 10500 PE is -0.69

Historical price for 10500 PE is as follows

On 22 May CRUDEOILM was trading at 9238.00. The strike last trading price was 1605.9, which was 64.4 higher than the previous day. The implied volatity was 80.54, the open interest changed by -35 which decreased total open position to 78


On 21 May CRUDEOILM was trading at 9270.00. The strike last trading price was 1564.9, which was 23.4 higher than the previous day. The implied volatity was 76.36, the open interest changed by -10 which decreased total open position to 113


On 20 May CRUDEOILM was trading at 9525.00. The strike last trading price was 1400.1, which was -29.85 lower than the previous day. The implied volatity was 75.56, the open interest changed by -82 which decreased total open position to 123


On 19 May CRUDEOILM was trading at 10025.00. The strike last trading price was 1093.95, which was -2.6 lower than the previous day. The implied volatity was 73.48, the open interest changed by 95 which increased total open position to 205


On 18 May CRUDEOILM was trading at 10360.00. The strike last trading price was 1162.95, which was -10.5 lower than the previous day. The implied volatity was 73.8, the open interest changed by 102 which increased total open position to 110


On 15 May CRUDEOILM was trading at 10117.00. The strike last trading price was 1365, which was 3.35 higher than the previous day. The implied volatity was 75.37, the open interest changed by 8 which increased total open position to 8


On 14 May CRUDEOILM was trading at 9725.00. 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 May CRUDEOILM was trading at 9705.00. 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 May CRUDEOILM 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 CRUDEOILM was trading at 9377.00. 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 CRUDEOILM was trading at 9027.00. 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 CRUDEOILM was trading at 8952.00. 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 CRUDEOILM was trading at 9015.00. 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 CRUDEOILM was trading at 9725.00. 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 CRUDEOILM 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 CRUDEOILM 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 CRUDEOILM 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 CRUDEOILM 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 CRUDEOILM 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 CRUDEOILM was trading at 10118.00. 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 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 -, 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 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 -, 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 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 -, 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 16 Apr CRUDEOILM was trading at 8854.00. 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 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