CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 4850 CE | ||||||||||||||||
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Delta: 0.73
Vega: 4.73
Theta: -2.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.73
Historical price for 4850 CE is as follows
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: -0.28
Vega: 4.76
Theta: -2.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.28
Historical price for 4850 PE is as follows
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































































































































































































































