[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5135 +64.00 (1.26%)
L: 5030 H: 5135

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Historical option data for CRUDEOIL

17 Dec 2025 04:16 PM IST
CRUDEOIL 14-JAN-2026 4950 CE
Delta: 0.69
Vega: 5.11
Theta: -2.86
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5135.00 295.9 22.5 31.94 890 71 98
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 0.69

Historical price for 4950 CE is as follows

On 17 Dec CRUDEOIL was trading at 5135.00. The strike last trading price was 295.9, which was 22.5 higher than the previous day. The implied volatity was 31.94, the open interest changed by 71 which increased total open position to 98


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
Delta: -0.32
Vega: 5.15
Theta: -2.99
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5135.00 104.5 -36.3 33.22 5,497 454 518
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 -0.32

Historical price for 4950 PE is as follows

On 17 Dec CRUDEOIL was trading at 5135.00. The strike last trading price was 104.5, which was -36.3 lower than the previous day. The implied volatity was 33.22, the open interest changed by 454 which increased total open position to 518


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