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CRUDEOIL

Crude Oil
5228 +49.00 (0.95%)
L: 5183 H: 5260

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Historical option data for CRUDEOIL

12 Dec 2025 11:58 PM IST
CRUDEOIL 16-DEC-2025 4700 CE
Delta: 0.92
Vega: 0.87
Theta: -7.64
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5228.00 544.7 1.8 74.09 2 15 0
11 Dec 5182.00 486 -48.3 45.69 4 15 0
10 Dec 5250.00 567.8 2.5 63.84 2 15 15
9 Dec 5255.00 645.8 4.6 - 9 15 0
8 Dec 5323.00 645.8 4.6 - 9 15 0
5 Dec 5423.00 645.8 4.6 - 9 15 0
4 Dec 5381.00 645.8 4.6 - 9 15 15
3 Dec 5358.00 657.9 50.2 - 8 -1 0
2 Dec 5313.00 580 27.3 - 15 -1 0
1 Dec 5328.00 580 27.3 - 15 -1 0
28 Nov 5326.00 580 27.3 - 15 -1 0
27 Nov 5292.00 580 47.3 - 15 -1 15
26 Nov 5200.00 532.4 48.6 39.52 34 -15 16
25 Nov 5163.00 501.1 -22.6 39.38 54 11 31
24 Nov 5235.00 543.5 8 28.46 34 6 20
21 Nov 5199.00 545 -83.4 40.28 167 -3 18
20 Nov 5259.00 655.4 67.4 55.58 8 5 21
19 Nov 5242.00 595 -92.2 38.64 29 -11 16
18 Nov 5345.00 668.9 34.8 33.28 15 15 15
17 Nov 5321.00 0 0 - 0 0 0
14 Nov 5342.00 0 0 - 0 0 0


For Crude Oil - strike price 4700 expiring on 16DEC2025

Delta for 4700 CE is 0.92

Historical price for 4700 CE is as follows

On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 544.7, which was 1.8 higher than the previous day. The implied volatity was 74.09, the open interest changed by 15 which increased total open position to 0


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 486, which was -48.3 lower than the previous day. The implied volatity was 45.69, the open interest changed by 15 which increased total open position to 0


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 567.8, which was 2.5 higher than the previous day. The implied volatity was 63.84, the open interest changed by 15 which increased total open position to 15


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 645.8, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 645.8, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 645.8, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 645.8, which was 4.6 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 657.9, which was 50.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 580, which was 27.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 580, which was 27.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 580, which was 27.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 580, which was 47.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 532.4, which was 48.6 higher than the previous day. The implied volatity was 39.52, the open interest changed by -15 which decreased total open position to 16


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 501.1, which was -22.6 lower than the previous day. The implied volatity was 39.38, the open interest changed by 11 which increased total open position to 31


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 543.5, which was 8 higher than the previous day. The implied volatity was 28.46, the open interest changed by 6 which increased total open position to 20


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 545, which was -83.4 lower than the previous day. The implied volatity was 40.28, the open interest changed by -3 which decreased total open position to 18


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 655.4, which was 67.4 higher than the previous day. The implied volatity was 55.58, the open interest changed by 5 which increased total open position to 21


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 595, which was -92.2 lower than the previous day. The implied volatity was 38.64, the open interest changed by -11 which decreased total open position to 16


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 668.9, which was 34.8 higher than the previous day. The implied volatity was 33.28, the open interest changed by 15 which increased total open position to 15


On 17 Nov CRUDEOIL was trading at 5321.00. 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 14 Nov CRUDEOIL was trading at 5342.00. 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


CRUDEOIL 16DEC2025 4700 PE
Delta: -0.02
Vega: 0.27
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5228.00 2 -0.1 48.58 2,690 -243 1,097
11 Dec 5182.00 4.3 0.6 46.30 5,543 19 1,340
10 Dec 5250.00 3.2 -0.4 44.59 3,783 -23 1,321
9 Dec 5255.00 4.8 -0.3 44.77 2,070 11 1,344
8 Dec 5323.00 4.4 -0.2 45.12 1,970 -234 1,333
5 Dec 5423.00 7.3 -0.1 47.42 3,557 -531 1,567
4 Dec 5381.00 7.7 0.6 43.92 5,040 -72 2,098
3 Dec 5358.00 10.6 -5.2 43.98 21,754 31 2,136
2 Dec 5313.00 15.5 -1.3 43.98 9,865 89 2,105
1 Dec 5328.00 16.4 -3.5 43.88 10,241 222 2,016
28 Nov 5326.00 18.9 -4.7 41.46 4,985 -144 1,794
27 Nov 5292.00 24.7 -8.8 41.67 6,260 517 1,939
26 Nov 5200.00 32.3 -11.1 39.48 13,173 139 1,422
25 Nov 5163.00 43.2 9.2 40.43 20,821 280 1,392
24 Nov 5235.00 33.9 -10.2 39.86 17,332 249 1,236
21 Nov 5199.00 44.5 10.7 39.21 27,682 542 1,177
20 Nov 5259.00 33.9 2.8 37.78 8,005 31 683
19 Nov 5242.00 31.5 6.1 36.12 13,412 263 738
18 Nov 5345.00 25.2 -0.4 36.90 4,098 61 308
17 Nov 5321.00 25.5 -2.9 35.68 378 195 199
14 Nov 5342.00 26.1 -13.4 34.70 4 4 4


For Crude Oil - strike price 4700 expiring on 16DEC2025

Delta for 4700 PE is -0.02

Historical price for 4700 PE is as follows

On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 48.58, the open interest changed by -243 which decreased total open position to 1097


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 4.3, which was 0.6 higher than the previous day. The implied volatity was 46.30, the open interest changed by 19 which increased total open position to 1340


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 3.2, which was -0.4 lower than the previous day. The implied volatity was 44.59, the open interest changed by -23 which decreased total open position to 1321


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 4.8, which was -0.3 lower than the previous day. The implied volatity was 44.77, the open interest changed by 11 which increased total open position to 1344


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 4.4, which was -0.2 lower than the previous day. The implied volatity was 45.12, the open interest changed by -234 which decreased total open position to 1333


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 7.3, which was -0.1 lower than the previous day. The implied volatity was 47.42, the open interest changed by -531 which decreased total open position to 1567


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 7.7, which was 0.6 higher than the previous day. The implied volatity was 43.92, the open interest changed by -72 which decreased total open position to 2098


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 10.6, which was -5.2 lower than the previous day. The implied volatity was 43.98, the open interest changed by 31 which increased total open position to 2136


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 15.5, which was -1.3 lower than the previous day. The implied volatity was 43.98, the open interest changed by 89 which increased total open position to 2105


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 16.4, which was -3.5 lower than the previous day. The implied volatity was 43.88, the open interest changed by 222 which increased total open position to 2016


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 18.9, which was -4.7 lower than the previous day. The implied volatity was 41.46, the open interest changed by -144 which decreased total open position to 1794


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 24.7, which was -8.8 lower than the previous day. The implied volatity was 41.67, the open interest changed by 517 which increased total open position to 1939


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 32.3, which was -11.1 lower than the previous day. The implied volatity was 39.48, the open interest changed by 139 which increased total open position to 1422


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 43.2, which was 9.2 higher than the previous day. The implied volatity was 40.43, the open interest changed by 280 which increased total open position to 1392


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 33.9, which was -10.2 lower than the previous day. The implied volatity was 39.86, the open interest changed by 249 which increased total open position to 1236


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 44.5, which was 10.7 higher than the previous day. The implied volatity was 39.21, the open interest changed by 542 which increased total open position to 1177


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 33.9, which was 2.8 higher than the previous day. The implied volatity was 37.78, the open interest changed by 31 which increased total open position to 683


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 31.5, which was 6.1 higher than the previous day. The implied volatity was 36.12, the open interest changed by 263 which increased total open position to 738


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 25.2, which was -0.4 lower than the previous day. The implied volatity was 36.90, the open interest changed by 61 which increased total open position to 308


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 25.5, which was -2.9 lower than the previous day. The implied volatity was 35.68, the open interest changed by 195 which increased total open position to 199


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 26.1, which was -13.4 lower than the previous day. The implied volatity was 34.70, the open interest changed by 4 which increased total open position to 4