CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
16 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 4700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 5060.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 15 Dec | 5146.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5228.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4700 expiring on 14JAN2026
Delta for 4700 CE is -
Historical price for 4700 CE is as follows
On 16 Dec CRUDEOIL was trading at 5060.00. 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 15 Dec CRUDEOIL was trading at 5146.00. 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 12 Dec CRUDEOIL was trading at 5228.00. 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 14JAN2026 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 4.13
Theta: -2.51
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 5060.00 | 63.5 | -1.1 | 35.48 | 5,544 | 644 | 652 |
| 15 Dec | 5146.00 | 35 | -8.1 | 31.51 | 88 | 3 | 8 |
| 12 Dec | 5228.00 | 39.8 | 3.6 | 34.44 | 5 | 5 | 5 |
For Crude Oil - strike price 4700 expiring on 14JAN2026
Delta for 4700 PE is -0.21
Historical price for 4700 PE is as follows
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 63.5, which was -1.1 lower than the previous day. The implied volatity was 35.48, the open interest changed by 644 which increased total open position to 652
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 35, which was -8.1 lower than the previous day. The implied volatity was 31.51, the open interest changed by 3 which increased total open position to 8
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 39.8, which was 3.6 higher than the previous day. The implied volatity was 34.44, the open interest changed by 5 which increased total open position to 5































































































































































































































