CRUDEOIL

Crude Oil

5099 -15.00 (-0.29%)

L: 5026 H: 5109

Back to Option Chain

Historical option data for CRUDEOIL
19 Dec 2025 08:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

CRUDEOIL 14-JAN-2026 4800 CE
Delta: 0.78 Vega: 4.09 Theta: -2.39 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	5099.00	351.7 ₹ 35,170	-20.5 -2050.00	30.85	1,085 1,08,500	115 11,500	331 33,100

18 Dec	5081.00	372.8 ₹ 37,280	0.6 60.00	32.45	457 45,700	33 3,300	216 21,600
17 Dec	5087.00	381.1 ₹ 38,110	6.8 680.00	34.47	1,000 1,00,000	121 12,100	183 18,300
16 Dec	5060.00	348.6 ₹ 34,860	-5.1 -510.00	32.66	98 9,800	62 6,200	62 6,200
15 Dec	5146.00	421 ₹ 42,100	-11 -1100.00	32.88	2 200	0 0	0 0
12 Dec	5228.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
11 Dec	5182.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Crude Oil - strike price 4800 expiring on 14JAN2026

Delta for 4800 CE is 0.78

Historical price for 4800 CE is as follows

On 19 Dec CRUDEOIL was trading at 5099.00. The strike last trading price was 351.7, which was -20.5 lower than the previous day. The implied volatity was 30.85, the open interest changed by 115 which increased total open position to 331

On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 372.8, which was 0.6 higher than the previous day. The implied volatity was 32.45, the open interest changed by 33 which increased total open position to 216

On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 381.1, which was 6.8 higher than the previous day. The implied volatity was 34.47, the open interest changed by 121 which increased total open position to 183

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 348.6, which was -5.1 lower than the previous day. The implied volatity was 32.66, the open interest changed by 62 which increased total open position to 62

On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 421, which was -11 lower than the previous day. The implied volatity was 32.88, 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

On 11 Dec CRUDEOIL was trading at 5182.00. 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 4800 PE
Delta: -0.23 Vega: 4.20 Theta: -2.59 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
19 Dec	5099.00	63.8 ₹ 6,380	-2.7 -270.00	32.56	14,507 14,50,700	505 50,500	2,567 2,56,700
18 Dec	5081.00	66.5 ₹ 6,650	0 0.00	33.56	15,097 15,09,700	27 2,700	2,062 2,06,200
17 Dec	5087.00	74.1 ₹ 7,410	-1.6 -160.00	34.47	25,468 25,46,800	562 56,200	2,035 2,03,500
16 Dec	5060.00	87.4 ₹ 8,740	-3 -300.00	34.74	18,799 18,79,900	1,240 1,24,000	1,473 1,47,300
15 Dec	5146.00	62.9 ₹ 6,290	1.7 170.00	33.55	1,227 1,22,700	170 17,000	233 23,300
12 Dec	5228.00	58.3 ₹ 5,830	6.2 620.00	34.36	906 90,600	30 3,000	63 6,300
11 Dec	5182.00	58 ₹ 5,800	-0.2 -20.00	32.07	698 69,800	33 3,300	33 3,300

For Crude Oil - strike price 4800 expiring on 14JAN2026

Delta for 4800 PE is -0.23

Historical price for 4800 PE is as follows

On 19 Dec CRUDEOIL was trading at 5099.00. The strike last trading price was 63.8, which was -2.7 lower than the previous day. The implied volatity was 32.56, the open interest changed by 505 which increased total open position to 2567

On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 66.5, which was 0 lower than the previous day. The implied volatity was 33.56, the open interest changed by 27 which increased total open position to 2062

On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 74.1, which was -1.6 lower than the previous day. The implied volatity was 34.47, the open interest changed by 562 which increased total open position to 2035

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 87.4, which was -3 lower than the previous day. The implied volatity was 34.74, the open interest changed by 1240 which increased total open position to 1473

On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 62.9, which was 1.7 higher than the previous day. The implied volatity was 33.55, the open interest changed by 170 which increased total open position to 233

On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 58.3, which was 6.2 higher than the previous day. The implied volatity was 34.36, the open interest changed by 30 which increased total open position to 63

On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 58, which was -0.2 lower than the previous day. The implied volatity was 32.07, the open interest changed by 33 which increased total open position to 33

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