[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5079 -2.00 (-0.04%)
L: 5031 H: 5108

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Historical option data for CRUDEOIL

18 Dec 2025 09:21 PM IST
CRUDEOIL 14-JAN-2026 4950 CE
Delta: 0.66
Vega: 5.10
Theta: -2.94
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5079.00 268.5 0 31.49 1,132 -59 123
17 Dec 5087.00 274.5 6 33.27 2,051 155 182
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 0.66

Historical price for 4950 CE is as follows

On 18 Dec CRUDEOIL was trading at 5079.00. The strike last trading price was 268.5, which was 0 lower than the previous day. The implied volatity was 31.49, the open interest changed by -59 which decreased total open position to 123


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
Delta: -0.34
Vega: 5.13
Theta: -3.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5079.00 108.9 -11.9 32.74 9,884 206 1,038
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 -0.34

Historical price for 4950 PE is as follows

On 18 Dec CRUDEOIL was trading at 5079.00. The strike last trading price was 108.9, which was -11.9 lower than the previous day. The implied volatity was 32.74, the open interest changed by 206 which increased total open position to 1038


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