CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 04:15 PM IST
| CRUDEOIL 14-JAN-2026 4500 CE | ||||||||||||||||
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Delta: 0.82
Vega: 3.75
Theta: -3.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5133.00 | 734.4 | 0 | 57.11 | 1 | 1 | 0 | |||||||||
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| 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 0.82
Historical price for 4500 CE is as follows
On 17 Dec CRUDEOIL was trading at 5133.00. The strike last trading price was 734.4, which was 0 lower than the previous day. The implied volatity was 57.11, the open interest changed by 1 which increased total open position to 0
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: -0.10
Vega: 2.45
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5133.00 | 26 | -5.6 | 38.45 | 6,552 | 239 | 1,145 |
| 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 -0.10
Historical price for 4500 PE is as follows
On 17 Dec CRUDEOIL was trading at 5133.00. The strike last trading price was 26, which was -5.6 lower than the previous day. The implied volatity was 38.45, the open interest changed by 239 which increased total open position to 1145
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































































































































































































































