[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5052 -29.00 (-0.57%)
L: 5031 H: 5108

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Historical option data for CRUDEOIL

18 Dec 2025 04:17 PM IST
CRUDEOIL 14-JAN-2026 4500 CE
Delta: 0.84
Vega: 3.33
Theta: -2.82
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5053.00 640 -31.9 46.70 2 -2 2
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 0.84

Historical price for 4500 CE is as follows

On 18 Dec CRUDEOIL was trading at 5053.00. The strike last trading price was 640, which was -31.9 lower than the previous day. The implied volatity was 46.70, the open interest changed by -2 which decreased total open position to 2


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
Delta: -0.11
Vega: 2.55
Theta: -1.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5053.00 27.3 0.3 37.03 3,745 131 1,337
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 -0.11

Historical price for 4500 PE is as follows

On 18 Dec CRUDEOIL was trading at 5053.00. The strike last trading price was 27.3, which was 0.3 higher than the previous day. The implied volatity was 37.03, the open interest changed by 131 which increased total open position to 1337


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