CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 04:11 PM IST
| CRUDEOIL 14-JAN-2026 4800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 4.22
Theta: -2.46
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5126.00 | 402.9 | 49.2 | 33.27 | 594 | 109 | 171 | |||||||||
| 16 Dec | 5060.00 | 348.6 | -5.1 | 32.66 | 98 | 62 | 62 | |||||||||
| 15 Dec | 5146.00 | 421 | -11 | 32.88 | 2 | 0 | 0 | |||||||||
| 12 Dec | 5228.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 11 Dec | 5182.00 | 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 17 Dec CRUDEOIL was trading at 5126.00. The strike last trading price was 402.9, which was 49.2 higher than the previous day. The implied volatity was 33.27, the open interest changed by 109 which increased total open position to 171
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: -0.22
Vega: 4.29
Theta: -2.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5126.00 | 66.2 | -24.2 | 34.28 | 8,423 | 223 | 1,696 |
| 16 Dec | 5060.00 | 87.4 | -3 | 34.74 | 18,799 | 1,240 | 1,473 |
| 15 Dec | 5146.00 | 62.9 | 1.7 | 33.55 | 1,227 | 170 | 233 |
| 12 Dec | 5228.00 | 58.3 | 6.2 | 34.36 | 906 | 30 | 63 |
| 11 Dec | 5182.00 | 58 | -0.2 | 32.07 | 698 | 33 | 33 |
For Crude Oil - strike price 4800 expiring on 14JAN2026
Delta for 4800 PE is -0.22
Historical price for 4800 PE is as follows
On 17 Dec CRUDEOIL was trading at 5126.00. The strike last trading price was 66.2, which was -24.2 lower than the previous day. The implied volatity was 34.28, the open interest changed by 223 which increased total open position to 1696
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































































































































































































































