[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5132 +61.00 (1.20%)
L: 5030 H: 5135

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Historical option data for CRUDEOIL

17 Dec 2025 04:15 PM IST
CRUDEOIL 14-JAN-2026 4500 CE
Delta: 0.82
Vega: 3.75
Theta: -3.75
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5133.00 734.4 0 57.11 1 1 0
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
Delta: -0.10
Vega: 2.45
Theta: -1.65
Gamma: 0.00
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