CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
19 Dec 2025 08:13 PM IST
| CRUDEOIL 14-JAN-2026 4850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 4.40
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 5103.00 | 319.6 | -19 | 30.51 | 75 | -1 | 24 | |||||||||
| 18 Dec | 5081.00 | 337 | -1.6 | 32.57 | 212 | -6 | 25 | |||||||||
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| 17 Dec | 5087.00 | 340.9 | 6.7 | 33.45 | 742 | 31 | 31 | |||||||||
| 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 | |||||||||
| 11 Dec | 5182.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4850 expiring on 14JAN2026
Delta for 4850 CE is 0.75
Historical price for 4850 CE is as follows
On 19 Dec CRUDEOIL was trading at 5103.00. The strike last trading price was 319.6, which was -19 lower than the previous day. The implied volatity was 30.51, the open interest changed by -1 which decreased total open position to 24
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 337, which was -1.6 lower than the previous day. The implied volatity was 32.57, the open interest changed by -6 which decreased total open position to 25
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 340.9, which was 6.7 higher than the previous day. The implied volatity was 33.45, the open interest changed by 31 which increased total open position to 31
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
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 4850 PE | |||||||
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Delta: -0.27
Vega: 4.51
Theta: -2.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 5103.00 | 76.1 | -3.3 | 32.64 | 7,080 | 56 | 602 |
| 18 Dec | 5081.00 | 80.5 | 1.1 | 33.56 | 8,448 | -410 | 546 |
| 17 Dec | 5087.00 | 87.7 | -1.3 | 34.25 | 17,025 | 956 | 956 |
| 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 |
| 11 Dec | 5182.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 4850 expiring on 14JAN2026
Delta for 4850 PE is -0.27
Historical price for 4850 PE is as follows
On 19 Dec CRUDEOIL was trading at 5103.00. The strike last trading price was 76.1, which was -3.3 lower than the previous day. The implied volatity was 32.64, the open interest changed by 56 which increased total open position to 602
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 80.5, which was 1.1 higher than the previous day. The implied volatity was 33.56, the open interest changed by -410 which decreased total open position to 546
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 87.7, which was -1.3 lower than the previous day. The implied volatity was 34.25, the open interest changed by 956 which increased total open position to 956
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
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































































































































































































































