CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
19 Dec 2025 08:15 PM IST
| CRUDEOIL 14-JAN-2026 4950 CE | ||||||||||||||||
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Delta: 0.65
Vega: 5.06
Theta: -3.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 5101.00 | 255 | -14.3 | 31.47 | 2,755 | 143 | 243 | |||||||||
| 18 Dec | 5081.00 | 271.1 | 1.8 | 32.71 | 1,459 | -82 | 100 | |||||||||
| 17 Dec | 5087.00 | 274.5 | 6 | 33.27 | 2,051 | 155 | 182 | |||||||||
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| 16 Dec | 5060.00 | 252.6 | -20.8 | 32.87 | 54 | 27 | 27 | |||||||||
| 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 | |||||||||
| 3 Dec | 5358.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4950 expiring on 14JAN2026
Delta for 4950 CE is 0.65
Historical price for 4950 CE is as follows
On 19 Dec CRUDEOIL was trading at 5101.00. The strike last trading price was 255, which was -14.3 lower than the previous day. The implied volatity was 31.47, the open interest changed by 143 which increased total open position to 243
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 271.1, which was 1.8 higher than the previous day. The implied volatity was 32.71, the open interest changed by -82 which decreased total open position to 100
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 274.5, which was 6 higher than the previous day. The implied volatity was 33.27, the open interest changed by 155 which increased total open position to 182
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 252.6, which was -20.8 lower than the previous day. The implied volatity was 32.87, the open interest changed by 27 which increased total open position to 27
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
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 4950 PE | |||||||
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Delta: -0.35
Vega: 5.07
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 5101.00 | 108.8 | -2.4 | 32.22 | 13,482 | 546 | 1,615 |
| 18 Dec | 5081.00 | 111.1 | -0.1 | 32.90 | 12,918 | 237 | 1,069 |
| 17 Dec | 5087.00 | 119.6 | -1.2 | 33.67 | 17,751 | 768 | 832 |
| 16 Dec | 5060.00 | 136.6 | -4.2 | 33.79 | 898 | 64 | 64 |
| 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 |
| 3 Dec | 5358.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 4950 expiring on 14JAN2026
Delta for 4950 PE is -0.35
Historical price for 4950 PE is as follows
On 19 Dec CRUDEOIL was trading at 5101.00. The strike last trading price was 108.8, which was -2.4 lower than the previous day. The implied volatity was 32.22, the open interest changed by 546 which increased total open position to 1615
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 111.1, which was -0.1 lower than the previous day. The implied volatity was 32.90, the open interest changed by 237 which increased total open position to 1069
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 119.6, which was -1.2 lower than the previous day. The implied volatity was 33.67, the open interest changed by 768 which increased total open position to 832
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 136.6, which was -4.2 lower than the previous day. The implied volatity was 33.79, the open interest changed by 64 which increased total open position to 64
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
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































































































































































































































