CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
19 Dec 2025 08:13 PM IST
| CRUDEOIL 14-JAN-2026 4500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 5103.00 | 588.3 | -45.8 | - | 1 | -1 | 0 | |||||||||
| 18 Dec | 5081.00 | 622.2 | -11.9 | 30.64 | 3 | -1 | 3 | |||||||||
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| 17 Dec | 5087.00 | 610.2 | -61.7 | 23.56 | 4 | 3 | 4 | |||||||||
| 16 Dec | 5060.00 | 734.4 | 0 | 71.11 | 1 | 1 | 1 | |||||||||
For Crude Oil - strike price 4500 expiring on 14JAN2026
Delta for 4500 CE is -
Historical price for 4500 CE is as follows
On 19 Dec CRUDEOIL was trading at 5103.00. The strike last trading price was 588.3, which was -45.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 622.2, which was -11.9 lower than the previous day. The implied volatity was 30.64, the open interest changed by -1 which decreased total open position to 3
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 610.2, which was -61.7 lower than the previous day. The implied volatity was 23.56, the open interest changed by 3 which increased total open position to 4
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 734.4, which was 0 lower than the previous day. The implied volatity was 71.11, the open interest changed by 1 which increased total open position to 1
| CRUDEOIL 14JAN2026 4500 PE | |||||||
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Delta: -0.09
Vega: 2.17
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 5103.00 | 20.4 | -1.2 | 35.66 | 7,207 | 120 | 1,529 |
| 18 Dec | 5081.00 | 21.7 | 0.1 | 36.00 | 8,468 | 203 | 1,409 |
| 17 Dec | 5087.00 | 25.6 | -1.4 | 36.84 | 15,474 | 300 | 1,206 |
| 16 Dec | 5060.00 | 31.7 | 0.1 | 37.03 | 7,193 | 906 | 906 |
For Crude Oil - strike price 4500 expiring on 14JAN2026
Delta for 4500 PE is -0.09
Historical price for 4500 PE is as follows
On 19 Dec CRUDEOIL was trading at 5103.00. The strike last trading price was 20.4, which was -1.2 lower than the previous day. The implied volatity was 35.66, the open interest changed by 120 which increased total open position to 1529
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 21.7, which was 0.1 higher than the previous day. The implied volatity was 36.00, the open interest changed by 203 which increased total open position to 1409
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 25.6, which was -1.4 lower than the previous day. The implied volatity was 36.84, the open interest changed by 300 which increased total open position to 1206
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 31.7, which was 0.1 higher than the previous day. The implied volatity was 37.03, the open interest changed by 906 which increased total open position to 906































































































































































































































