CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
12 Dec 2025 11:58 PM IST
| CRUDEOIL 16-DEC-2025 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.52
Theta: -2.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5228.00 | 432.8 | 6.7 | 47.06 | 84 | 0 | 83 | |||||||||
| 11 Dec | 5182.00 | 386.4 | 1.9 | 38.14 | 60 | 0 | 83 | |||||||||
| 10 Dec | 5250.00 | 439.6 | 1.9 | - | 75 | 2 | 83 | |||||||||
| 9 Dec | 5255.00 | 452.8 | 0.4 | - | 66 | 0 | 81 | |||||||||
| 8 Dec | 5323.00 | 545 | -66 | 55.71 | 18 | -1 | 81 | |||||||||
| 5 Dec | 5423.00 | 625 | 49.8 | 33.34 | 22 | -1 | 82 | |||||||||
| 4 Dec | 5381.00 | 582.7 | 40.6 | 29.51 | 45 | -1 | 83 | |||||||||
| 3 Dec | 5358.00 | 570 | 22.1 | 39.37 | 49 | -3 | 84 | |||||||||
| 2 Dec | 5313.00 | 528.2 | -2 | 36.68 | 88 | -11 | 87 | |||||||||
| 1 Dec | 5328.00 | 535.3 | 4.5 | 30.72 | 128 | -91 | 98 | |||||||||
| 28 Nov | 5326.00 | 545 | 42.3 | 35.63 | 174 | 46 | 189 | |||||||||
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| 27 Nov | 5292.00 | 512.6 | 71.3 | 34.75 | 91 | 9 | 143 | |||||||||
| 26 Nov | 5200.00 | 446 | 19 | 38.22 | 364 | 3 | 134 | |||||||||
| 25 Nov | 5163.00 | 422 | -54.3 | 39.49 | 357 | 65 | 133 | |||||||||
| 24 Nov | 5235.00 | 468 | 14.1 | 34.34 | 211 | 31 | 74 | |||||||||
| 21 Nov | 5199.00 | 453.5 | -90.6 | 36.95 | 196 | 35 | 48 | |||||||||
| 20 Nov | 5259.00 | 500 | -54.8 | 34.90 | 9 | 7 | 13 | |||||||||
| 19 Nov | 5242.00 | 492 | -59.8 | 32.62 | 3 | 1 | 6 | |||||||||
| 18 Nov | 5345.00 | 555 | 15 | 20.36 | 5 | 5 | 5 | |||||||||
| 17 Nov | 5321.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5342.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5231.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 5203.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 5287.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4800 expiring on 16DEC2025
Delta for 4800 CE is 0.96
Historical price for 4800 CE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 432.8, which was 6.7 higher than the previous day. The implied volatity was 47.06, the open interest changed by 0 which decreased total open position to 83
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 386.4, which was 1.9 higher than the previous day. The implied volatity was 38.14, the open interest changed by 0 which decreased total open position to 83
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 439.6, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 83
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 452.8, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 81
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 545, which was -66 lower than the previous day. The implied volatity was 55.71, the open interest changed by -1 which decreased total open position to 81
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 625, which was 49.8 higher than the previous day. The implied volatity was 33.34, the open interest changed by -1 which decreased total open position to 82
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 582.7, which was 40.6 higher than the previous day. The implied volatity was 29.51, the open interest changed by -1 which decreased total open position to 83
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 570, which was 22.1 higher than the previous day. The implied volatity was 39.37, the open interest changed by -3 which decreased total open position to 84
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 528.2, which was -2 lower than the previous day. The implied volatity was 36.68, the open interest changed by -11 which decreased total open position to 87
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 535.3, which was 4.5 higher than the previous day. The implied volatity was 30.72, the open interest changed by -91 which decreased total open position to 98
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 545, which was 42.3 higher than the previous day. The implied volatity was 35.63, the open interest changed by 46 which increased total open position to 189
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 512.6, which was 71.3 higher than the previous day. The implied volatity was 34.75, the open interest changed by 9 which increased total open position to 143
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 446, which was 19 higher than the previous day. The implied volatity was 38.22, the open interest changed by 3 which increased total open position to 134
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 422, which was -54.3 lower than the previous day. The implied volatity was 39.49, the open interest changed by 65 which increased total open position to 133
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 468, which was 14.1 higher than the previous day. The implied volatity was 34.34, the open interest changed by 31 which increased total open position to 74
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 453.5, which was -90.6 lower than the previous day. The implied volatity was 36.95, the open interest changed by 35 which increased total open position to 48
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 500, which was -54.8 lower than the previous day. The implied volatity was 34.90, the open interest changed by 7 which increased total open position to 13
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 492, which was -59.8 lower than the previous day. The implied volatity was 32.62, the open interest changed by 1 which increased total open position to 6
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 555, which was 15 higher than the previous day. The implied volatity was 20.36, the open interest changed by 5 which increased total open position to 5
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
On 13 Nov CRUDEOIL was trading at 5231.00. 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 Nov CRUDEOIL was trading at 5203.00. 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 7 Nov CRUDEOIL was trading at 5287.00. 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 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.35
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5228.00 | 2.4 | -0.5 | 41.50 | 12,289 | 109 | 2,310 |
| 11 Dec | 5182.00 | 6.4 | 0.5 | 41.22 | 18,319 | 234 | 2,201 |
| 10 Dec | 5250.00 | 4.8 | -0.9 | 40.29 | 20,086 | 180 | 1,967 |
| 9 Dec | 5255.00 | 6.9 | -0.8 | 40.59 | 11,275 | 81 | 1,787 |
| 8 Dec | 5323.00 | 6.7 | -0.4 | 41.95 | 6,943 | -1,104 | 1,706 |
| 5 Dec | 5423.00 | 9.3 | -0.1 | 43.74 | 7,551 | -108 | 2,810 |
| 4 Dec | 5381.00 | 9.5 | 0.4 | 40.02 | 13,870 | -750 | 2,918 |
| 3 Dec | 5358.00 | 13.1 | -8.6 | 40.19 | 19,669 | 579 | 3,668 |
| 2 Dec | 5313.00 | 22 | -0.4 | 41.82 | 19,080 | 676 | 3,089 |
| 1 Dec | 5328.00 | 21.5 | -5.6 | 41.00 | 17,004 | -259 | 2,429 |
| 28 Nov | 5326.00 | 26.4 | -5.9 | 39.64 | 10,535 | 217 | 2,693 |
| 27 Nov | 5292.00 | 32.3 | -14.8 | 39.24 | 13,224 | 927 | 2,481 |
| 26 Nov | 5200.00 | 44.6 | -15.5 | 37.78 | 19,877 | 236 | 1,545 |
| 25 Nov | 5163.00 | 59.8 | 13.8 | 39.16 | 33,951 | 187 | 1,418 |
| 24 Nov | 5235.00 | 45.6 | -14 | 38.10 | 19,446 | 494 | 1,403 |
| 21 Nov | 5199.00 | 59.6 | 13.4 | 37.77 | 39,903 | 243 | 1,046 |
| 20 Nov | 5259.00 | 47.2 | 2.1 | 36.72 | 15,301 | 152 | 1,050 |
| 19 Nov | 5242.00 | 45 | 11 | 35.28 | 18,852 | 243 | 1,108 |
| 18 Nov | 5345.00 | 35.1 | -0.9 | 35.80 | 10,044 | 409 | 863 |
| 17 Nov | 5321.00 | 35.9 | -6.3 | 34.67 | 1,375 | 217 | 378 |
| 14 Nov | 5342.00 | 41.2 | -13.3 | 35.02 | 436 | 30 | 154 |
| 13 Nov | 5231.00 | 54.6 | -6 | 33.90 | 799 | 96 | 123 |
| 12 Nov | 5203.00 | 60 | 54.1 | 33.89 | 117 | 18 | 18 |
| 7 Nov | 5287.00 | 50 | 28.4 | 32.44 | 3 | 3 | 3 |
For Crude Oil - strike price 4800 expiring on 16DEC2025
Delta for 4800 PE is -0.03
Historical price for 4800 PE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was 41.50, the open interest changed by 109 which increased total open position to 2310
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 6.4, which was 0.5 higher than the previous day. The implied volatity was 41.22, the open interest changed by 234 which increased total open position to 2201
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 4.8, which was -0.9 lower than the previous day. The implied volatity was 40.29, the open interest changed by 180 which increased total open position to 1967
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 6.9, which was -0.8 lower than the previous day. The implied volatity was 40.59, the open interest changed by 81 which increased total open position to 1787
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 6.7, which was -0.4 lower than the previous day. The implied volatity was 41.95, the open interest changed by -1104 which decreased total open position to 1706
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 9.3, which was -0.1 lower than the previous day. The implied volatity was 43.74, the open interest changed by -108 which decreased total open position to 2810
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 9.5, which was 0.4 higher than the previous day. The implied volatity was 40.02, the open interest changed by -750 which decreased total open position to 2918
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 13.1, which was -8.6 lower than the previous day. The implied volatity was 40.19, the open interest changed by 579 which increased total open position to 3668
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 22, which was -0.4 lower than the previous day. The implied volatity was 41.82, the open interest changed by 676 which increased total open position to 3089
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 21.5, which was -5.6 lower than the previous day. The implied volatity was 41.00, the open interest changed by -259 which decreased total open position to 2429
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 26.4, which was -5.9 lower than the previous day. The implied volatity was 39.64, the open interest changed by 217 which increased total open position to 2693
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 32.3, which was -14.8 lower than the previous day. The implied volatity was 39.24, the open interest changed by 927 which increased total open position to 2481
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 44.6, which was -15.5 lower than the previous day. The implied volatity was 37.78, the open interest changed by 236 which increased total open position to 1545
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 59.8, which was 13.8 higher than the previous day. The implied volatity was 39.16, the open interest changed by 187 which increased total open position to 1418
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 45.6, which was -14 lower than the previous day. The implied volatity was 38.10, the open interest changed by 494 which increased total open position to 1403
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 59.6, which was 13.4 higher than the previous day. The implied volatity was 37.77, the open interest changed by 243 which increased total open position to 1046
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 47.2, which was 2.1 higher than the previous day. The implied volatity was 36.72, the open interest changed by 152 which increased total open position to 1050
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 45, which was 11 higher than the previous day. The implied volatity was 35.28, the open interest changed by 243 which increased total open position to 1108
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 35.1, which was -0.9 lower than the previous day. The implied volatity was 35.80, the open interest changed by 409 which increased total open position to 863
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 35.9, which was -6.3 lower than the previous day. The implied volatity was 34.67, the open interest changed by 217 which increased total open position to 378
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 41.2, which was -13.3 lower than the previous day. The implied volatity was 35.02, the open interest changed by 30 which increased total open position to 154
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 54.6, which was -6 lower than the previous day. The implied volatity was 33.90, the open interest changed by 96 which increased total open position to 123
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 60, which was 54.1 higher than the previous day. The implied volatity was 33.89, the open interest changed by 18 which increased total open position to 18
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 50, which was 28.4 higher than the previous day. The implied volatity was 32.44, the open interest changed by 3 which increased total open position to 3































































































































































































































