CRUDEOIL

Crude Oil

5108 +37.00 (0.73%)

L: 5095 H: 5110

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Historical option data for CRUDEOIL
17 Dec 2025 09:08 AM 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 4900 CE
Delta: 0.70 Vega: 4.99 Theta: -2.79 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	5109.00	311 ₹ 31,100	28.8 2880.00	32.19	115 11,500	9 900	307 30,700
16 Dec	5060.00	279.7 ₹ 27,970	-2.5 -250.00	32.27	831 83,100	297 29,700	298 29,800
15 Dec	5146.00	345 ₹ 34,500	-16.5 -1650.00	32.24	2 200	1 100	1 100
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

3 Dec	5358.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Crude Oil - strike price 4900 expiring on 14JAN2026

Delta for 4900 CE is 0.70

Historical price for 4900 CE is as follows

On 17 Dec CRUDEOIL was trading at 5109.00. The strike last trading price was 311, which was 28.8 higher than the previous day. The implied volatity was 32.19, the open interest changed by 9 which increased total open position to 307

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 279.7, which was -2.5 lower than the previous day. The implied volatity was 32.27, the open interest changed by 297 which increased total open position to 298

On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 345, which was -16.5 lower than the previous day. The implied volatity was 32.24, the open interest changed by 1 which increased total open position to 1

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

On 3 Dec CRUDEOIL was trading at 5358.00. 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 4900 PE
Delta: -0.30 Vega: 5.04 Theta: -2.93 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	5109.00	98.7 ₹ 9,870	-21.9 -2190.00	33.53	381 38,100	54 5,400	1,299 1,29,900
16 Dec	5060.00	118 ₹ 11,800	-2.6 -260.00	34.04	12,549 12,54,900	816 81,600	1,245 1,24,500
15 Dec	5146.00	90 ₹ 9,000	0.5 50.00	33.45	1,126 1,12,600	305 30,500	429 42,900
12 Dec	5228.00	76.1 ₹ 7,610	3.4 340.00	32.97	866 86,600	98 9,800	124 12,400
11 Dec	5182.00	78 ₹ 7,800	-5 -500.00	30.96	124 12,400	26 2,600	26 2,600
3 Dec	5358.00	90 ₹ 9,000	67 6700.00	36.70	1 100	1 100	1 100

For Crude Oil - strike price 4900 expiring on 14JAN2026

Delta for 4900 PE is -0.30

Historical price for 4900 PE is as follows

On 17 Dec CRUDEOIL was trading at 5109.00. The strike last trading price was 98.7, which was -21.9 lower than the previous day. The implied volatity was 33.53, the open interest changed by 54 which increased total open position to 1299

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 118, which was -2.6 lower than the previous day. The implied volatity was 34.04, the open interest changed by 816 which increased total open position to 1245

On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 90, which was 0.5 higher than the previous day. The implied volatity was 33.45, the open interest changed by 305 which increased total open position to 429

On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 76.1, which was 3.4 higher than the previous day. The implied volatity was 32.97, the open interest changed by 98 which increased total open position to 124

On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 78, which was -5 lower than the previous day. The implied volatity was 30.96, the open interest changed by 26 which increased total open position to 26

On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 90, which was 67 higher than the previous day. The implied volatity was 36.70, the open interest changed by 1 which increased total open position to 1

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