CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
12 Dec 2025 11:58 PM IST
| CRUDEOIL 16-DEC-2025 4950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.65
Theta: -2.51
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5228.00 | 282.6 | -0.2 | 32.62 | 736 | -69 | 33 | |||||||||
| 11 Dec | 5182.00 | 242.2 | -1.3 | 31.33 | 1,923 | 49 | 102 | |||||||||
| 10 Dec | 5250.00 | 312.6 | 6.3 | 36.41 | 362 | 26 | 53 | |||||||||
|
|
||||||||||||||||
| 9 Dec | 5255.00 | 317.2 | 3.4 | 33.88 | 23 | 4 | 27 | |||||||||
| 8 Dec | 5323.00 | 472.1 | 0 | 78.43 | 1 | 1 | 23 | |||||||||
| 5 Dec | 5423.00 | 472.1 | 0 | - | 1 | 22 | 22 | |||||||||
| 4 Dec | 5381.00 | 417.2 | -14 | - | 2 | 1 | 0 | |||||||||
| 3 Dec | 5358.00 | 417.2 | -14 | - | 2 | 1 | 0 | |||||||||
| 2 Dec | 5313.00 | 417.2 | 12.9 | 44.14 | 2 | 1 | 23 | |||||||||
| 1 Dec | 5328.00 | 416 | 1.1 | 38.20 | 27 | -2 | 22 | |||||||||
| 28 Nov | 5326.00 | 416.2 | 26.1 | 35.55 | 35 | -20 | 24 | |||||||||
| 27 Nov | 5292.00 | 391.9 | 74.2 | 36.19 | 438 | -3 | 44 | |||||||||
| 26 Nov | 5200.00 | 325 | 14.8 | 36.07 | 958 | -31 | 47 | |||||||||
| 25 Nov | 5163.00 | 307.2 | -50.1 | 37.55 | 818 | 58 | 78 | |||||||||
| 24 Nov | 5235.00 | 356.9 | -4.6 | 36.00 | 170 | 23 | 24 | |||||||||
| 21 Nov | 5199.00 | 347.3 | 4.7 | 37.59 | 3 | 1 | 1 | |||||||||
| 20 Nov | 5259.00 | 428.3 | 2 | - | 7 | 1 | 0 | |||||||||
| 19 Nov | 5242.00 | 428.3 | 2 | - | 7 | 1 | 0 | |||||||||
| 18 Nov | 5345.00 | 428.3 | 21.3 | 25.91 | 7 | 1 | 1 | |||||||||
| 17 Nov | 5321.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 5342.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 5231.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 5203.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 5400.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 5328.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 5287.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 5269.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4950 expiring on 16DEC2025
Delta for 4950 CE is 0.94
Historical price for 4950 CE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 282.6, which was -0.2 lower than the previous day. The implied volatity was 32.62, the open interest changed by -69 which decreased total open position to 33
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 242.2, which was -1.3 lower than the previous day. The implied volatity was 31.33, the open interest changed by 49 which increased total open position to 102
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 312.6, which was 6.3 higher than the previous day. The implied volatity was 36.41, the open interest changed by 26 which increased total open position to 53
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 317.2, which was 3.4 higher than the previous day. The implied volatity was 33.88, the open interest changed by 4 which increased total open position to 27
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 472.1, which was 0 lower than the previous day. The implied volatity was 78.43, the open interest changed by 1 which increased total open position to 23
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 472.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 22
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 417.2, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 417.2, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 417.2, which was 12.9 higher than the previous day. The implied volatity was 44.14, the open interest changed by 1 which increased total open position to 23
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 416, which was 1.1 higher than the previous day. The implied volatity was 38.20, the open interest changed by -2 which decreased total open position to 22
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 416.2, which was 26.1 higher than the previous day. The implied volatity was 35.55, the open interest changed by -20 which decreased total open position to 24
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 391.9, which was 74.2 higher than the previous day. The implied volatity was 36.19, the open interest changed by -3 which decreased total open position to 44
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 325, which was 14.8 higher than the previous day. The implied volatity was 36.07, the open interest changed by -31 which decreased total open position to 47
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 307.2, which was -50.1 lower than the previous day. The implied volatity was 37.55, the open interest changed by 58 which increased total open position to 78
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 356.9, which was -4.6 lower than the previous day. The implied volatity was 36.00, the open interest changed by 23 which increased total open position to 24
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 347.3, which was 4.7 higher than the previous day. The implied volatity was 37.59, the open interest changed by 1 which increased total open position to 1
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 428.3, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 428.3, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 428.3, which was 21.3 higher than the previous day. The implied volatity was 25.91, the open interest changed by 1 which increased total open position to 1
On 17 Nov CRUDEOIL was trading at 5321.00. 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 14 Nov CRUDEOIL was trading at 5342.00. 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 13 Nov CRUDEOIL was trading at 5231.00. 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 Nov CRUDEOIL was trading at 5203.00. 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 Nov CRUDEOIL was trading at 5400.00. 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 10 Nov CRUDEOIL was trading at 5328.00. 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 7 Nov CRUDEOIL was trading at 5287.00. 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 6 Nov CRUDEOIL was trading at 5269.00. 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 30 Oct CRUDEOIL was trading at 5395.00. 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 28 Oct CRUDEOIL was trading at 5333.00. 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 16DEC2025 4950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.75
Theta: -3.05
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5228.00 | 6 | -0.6 | 34.62 | 22,315 | -381 | 1,013 |
| 11 Dec | 5182.00 | 13.7 | -0.4 | 34.20 | 26,374 | 463 | 1,394 |
| 10 Dec | 5250.00 | 10.6 | -2 | 34.73 | 20,753 | 227 | 931 |
| 9 Dec | 5255.00 | 14.2 | -1.8 | 35.37 | 10,864 | -206 | 704 |
| 8 Dec | 5323.00 | 13.3 | -0.2 | 37.40 | 12,854 | -635 | 910 |
| 5 Dec | 5423.00 | 13.2 | 0.1 | 37.76 | 5,057 | 71 | 1,545 |
| 4 Dec | 5381.00 | 17 | 0.8 | 36.24 | 10,925 | 223 | 1,474 |
| 3 Dec | 5358.00 | 23.5 | -14.8 | 36.90 | 11,144 | 27 | 1,250 |
| 2 Dec | 5313.00 | 38.6 | -0.6 | 39.12 | 16,959 | 445 | 1,223 |
| 1 Dec | 5328.00 | 37.6 | -8.9 | 38.43 | 18,410 | -489 | 778 |
| 28 Nov | 5326.00 | 44 | -9.9 | 37.13 | 13,271 | 438 | 1,267 |
| 27 Nov | 5292.00 | 54.2 | -24.2 | 37.15 | 11,037 | 72 | 831 |
| 26 Nov | 5200.00 | 74 | -21.5 | 35.82 | 16,750 | 361 | 771 |
| 25 Nov | 5163.00 | 96.3 | 20 | 37.57 | 22,397 | -222 | 490 |
| 24 Nov | 5235.00 | 76.2 | -19.2 | 36.80 | 18,257 | 548 | 934 |
| 21 Nov | 5199.00 | 95.6 | 21.5 | 36.59 | 23,421 | 285 | 556 |
| 20 Nov | 5259.00 | 75 | 0 | 35.01 | 8,819 | -50 | 306 |
| 19 Nov | 5242.00 | 74.3 | 22 | 34.04 | 12,669 | 182 | 434 |
| 18 Nov | 5345.00 | 54 | 27.2 | 33.53 | 4,583 | 205 | 205 |
| 17 Nov | 5321.00 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 5342.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 5231.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 5203.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 5400.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 5328.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 5287.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 5269.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 4950 expiring on 16DEC2025
Delta for 4950 PE is -0.07
Historical price for 4950 PE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 6, which was -0.6 lower than the previous day. The implied volatity was 34.62, the open interest changed by -381 which decreased total open position to 1013
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 13.7, which was -0.4 lower than the previous day. The implied volatity was 34.20, the open interest changed by 463 which increased total open position to 1394
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 10.6, which was -2 lower than the previous day. The implied volatity was 34.73, the open interest changed by 227 which increased total open position to 931
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 14.2, which was -1.8 lower than the previous day. The implied volatity was 35.37, the open interest changed by -206 which decreased total open position to 704
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 13.3, which was -0.2 lower than the previous day. The implied volatity was 37.40, the open interest changed by -635 which decreased total open position to 910
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 13.2, which was 0.1 higher than the previous day. The implied volatity was 37.76, the open interest changed by 71 which increased total open position to 1545
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 17, which was 0.8 higher than the previous day. The implied volatity was 36.24, the open interest changed by 223 which increased total open position to 1474
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 23.5, which was -14.8 lower than the previous day. The implied volatity was 36.90, the open interest changed by 27 which increased total open position to 1250
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 38.6, which was -0.6 lower than the previous day. The implied volatity was 39.12, the open interest changed by 445 which increased total open position to 1223
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 37.6, which was -8.9 lower than the previous day. The implied volatity was 38.43, the open interest changed by -489 which decreased total open position to 778
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 44, which was -9.9 lower than the previous day. The implied volatity was 37.13, the open interest changed by 438 which increased total open position to 1267
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 54.2, which was -24.2 lower than the previous day. The implied volatity was 37.15, the open interest changed by 72 which increased total open position to 831
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 74, which was -21.5 lower than the previous day. The implied volatity was 35.82, the open interest changed by 361 which increased total open position to 771
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 96.3, which was 20 higher than the previous day. The implied volatity was 37.57, the open interest changed by -222 which decreased total open position to 490
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 76.2, which was -19.2 lower than the previous day. The implied volatity was 36.80, the open interest changed by 548 which increased total open position to 934
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 95.6, which was 21.5 higher than the previous day. The implied volatity was 36.59, the open interest changed by 285 which increased total open position to 556
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 35.01, the open interest changed by -50 which decreased total open position to 306
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 74.3, which was 22 higher than the previous day. The implied volatity was 34.04, the open interest changed by 182 which increased total open position to 434
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 54, which was 27.2 higher than the previous day. The implied volatity was 33.53, the open interest changed by 205 which increased total open position to 205
On 17 Nov CRUDEOIL was trading at 5321.00. 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 14 Nov CRUDEOIL was trading at 5342.00. 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 13 Nov CRUDEOIL was trading at 5231.00. 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 Nov CRUDEOIL was trading at 5203.00. 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 Nov CRUDEOIL was trading at 5400.00. 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 10 Nov CRUDEOIL was trading at 5328.00. 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 7 Nov CRUDEOIL was trading at 5287.00. 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 6 Nov CRUDEOIL was trading at 5269.00. 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 30 Oct CRUDEOIL was trading at 5395.00. 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 28 Oct CRUDEOIL was trading at 5333.00. 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































































































































































































































