CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
12 Dec 2025 11:58 PM IST
| CRUDEOIL 16-DEC-2025 4700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.87
Theta: -7.64
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.02
Vega: 0.27
Theta: -1.54
Gamma: 0.00
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| 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































































































































































































































