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Historical option data for CRUDEOILM

22 May 2026 11:58 PM IST
CRUDEOILM 16-Jun-2026 (24d) 9650 CE
Delta: 0.46
Vega: 9.61
Theta: -15.69
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 9216.00 614.55 9.45 (1.56%) 82.36 4,889 -238 920
21 May 9270.00 591.1 -60.15 (-9.24%) 75.87 26,123 617 1,158
20 May 9525.00 684.85 -10.3 (-1.48%) 71.49 14,166 420 541
19 May 10025.00 989.05 -12.2 (-1.22%) 72.27 1,067 -227 121
18 May 10360.00 953.05 -0.25 (-0.03%) 72.83 16,781 -315 348
15 May 10117.00 855.95 1.8 (0.21%) 73.29 25,337 659 663
14 May 9725.00 200.05 -482.55 (-70.69%) 28.17 3 4 4
13 May 9705.00 810 0 (0.00%) - 2 2 2
12 May 9733.00 810 0 (0.00%) - 2 2 2
11 May 9377.00 810 0 (0.00%) - 2 2 2
8 May 9027.00 810 0 (0.00%) - 2 2 2
7 May 8952.00 810 0 (0.00%) - 2 2 2
6 May 9015.00 810 0 (0.00%) - 2 2 2
5 May 9725.00 810 0 (0.00%) 71.91 2 2 2
4 May 10064.00 900 0 (0.00%) - 2 2 2
3 May 9652.00 900 0 (0.00%) 82.8 2 2 2
2 May 9652.00 900 0 (0.00%) 82.8 2 2 2
1 May 9652.00 900 0 (0.00%) 82.78 2 2 2
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 (0.00%) - 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 9650 expiring on 16JUN2026

Delta for 9650 CE is 0.46

Historical price for 9650 CE is as follows

On 22 May CRUDEOILM was trading at 9216.00. The strike last trading price was 614.55, which was 9.45 higher than the previous day. The implied volatity was 82.36, the open interest changed by -238 which decreased total open position to 920


On 21 May CRUDEOILM was trading at 9270.00. The strike last trading price was 591.1, which was -60.15 lower than the previous day. The implied volatity was 75.87, the open interest changed by 617 which increased total open position to 1158


On 20 May CRUDEOILM was trading at 9525.00. The strike last trading price was 684.85, which was -10.3 lower than the previous day. The implied volatity was 71.49, the open interest changed by 420 which increased total open position to 541


On 19 May CRUDEOILM was trading at 10025.00. The strike last trading price was 989.05, which was -12.2 lower than the previous day. The implied volatity was 72.27, the open interest changed by -227 which decreased total open position to 121


On 18 May CRUDEOILM was trading at 10360.00. The strike last trading price was 953.05, which was -0.25 lower than the previous day. The implied volatity was 72.83, the open interest changed by -315 which decreased total open position to 348


On 15 May CRUDEOILM was trading at 10117.00. The strike last trading price was 855.95, which was 1.8 higher than the previous day. The implied volatity was 73.29, the open interest changed by 659 which increased total open position to 663


On 14 May CRUDEOILM was trading at 9725.00. The strike last trading price was 200.05, which was -482.55 lower than the previous day. The implied volatity was 28.17, the open interest changed by 4 which increased total open position to 4


On 13 May CRUDEOILM was trading at 9705.00. The strike last trading price was 810, 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 12 May CRUDEOILM was trading at 9733.00. The strike last trading price was 810, 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 CRUDEOILM was trading at 9377.00. The strike last trading price was 810, 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 CRUDEOILM was trading at 9027.00. The strike last trading price was 810, 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 CRUDEOILM was trading at 8952.00. The strike last trading price was 810, 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 6 May CRUDEOILM was trading at 9015.00. The strike last trading price was 810, 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 CRUDEOILM was trading at 9725.00. The strike last trading price was 810, which was 0 lower than the previous day. The implied volatity was 71.91, the open interest changed by 2 which increased total open position to 2


On 4 May CRUDEOILM was trading at 10064.00. The strike last trading price was 900, 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 CRUDEOILM was trading at 9652.00. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was 82.8, the open interest changed by 2 which increased total open position to 2


On 2 May CRUDEOILM was trading at 9652.00. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was 82.8, the open interest changed by 2 which increased total open position to 2


On 1 May CRUDEOILM was trading at 9652.00. The strike last trading price was 900, which was 0 lower than the previous day. The implied volatity was 82.78, the open interest changed by 2 which increased total open position to 2


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 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


CRUDEOILM 16-Jun-2026 (24d) 9650 PE
Delta: -0.54
Vega: 9.62
Theta: -15.81
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
22 May 9216.00 1054.45 -24.3 (-2.25%) 82.98 2,101 -254 498
21 May 9270.00 992.25 60.35 (6.48%) 78.01 27,732 262 752
20 May 9525.00 851.8 -34.75 (-3.92%) 75.54 19,610 -278 490
19 May 10025.00 623.95 -6.1 (-0.97%) 73.2 2,469 -8 768
18 May 10360.00 671.75 -6.95 (-1.02%) 72.99 15,089 60 776
15 May 10117.00 818.9 1.45 (0.18%) 73.11 19,839 724 716
14 May 9725.00 879.1 0 (0.00%) 63.74 1 1 1
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 (0.00%) - 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 9650 expiring on 16JUN2026

Delta for 9650 PE is -0.54

Historical price for 9650 PE is as follows

On 22 May CRUDEOILM was trading at 9216.00. The strike last trading price was 1054.45, which was -24.3 lower than the previous day. The implied volatity was 82.98, the open interest changed by -254 which decreased total open position to 498


On 21 May CRUDEOILM was trading at 9270.00. The strike last trading price was 992.25, which was 60.35 higher than the previous day. The implied volatity was 78.01, the open interest changed by 262 which increased total open position to 752


On 20 May CRUDEOILM was trading at 9525.00. The strike last trading price was 851.8, which was -34.75 lower than the previous day. The implied volatity was 75.54, the open interest changed by -278 which decreased total open position to 490


On 19 May CRUDEOILM was trading at 10025.00. The strike last trading price was 623.95, which was -6.1 lower than the previous day. The implied volatity was 73.2, the open interest changed by -8 which decreased total open position to 768


On 18 May CRUDEOILM was trading at 10360.00. The strike last trading price was 671.75, which was -6.95 lower than the previous day. The implied volatity was 72.99, the open interest changed by 60 which increased total open position to 776


On 15 May CRUDEOILM was trading at 10117.00. The strike last trading price was 818.9, which was 1.45 higher than the previous day. The implied volatity was 73.11, the open interest changed by 724 which increased total open position to 716


On 14 May CRUDEOILM was trading at 9725.00. The strike last trading price was 879.1, which was 0 lower than the previous day. The implied volatity was 63.74, the open interest changed by 1 which increased total open position to 1


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 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