[--[65.84.65.76]--]

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 4800 CE
Delta: 0.96
Vega: 0.52
Theta: -2.89
Gamma: 0.00
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
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
Delta: -0.03
Vega: 0.35
Theta: -1.70
Gamma: 0.00
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