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CRUDEOIL

Crude Oil
5228 +49.00 (0.95%)
L: 5183 H: 5260

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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