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CRUDEOIL

Crude Oil
5060 -82.00 (-1.59%)
L: 5006 H: 5154

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Historical option data for CRUDEOIL

16 Dec 2025 11:58 PM IST
CRUDEOIL 14-JAN-2026 5000 CE
Delta: 0.58
Vega: 5.61
Theta: -3.18
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 5060.00 225.9 2.7 33.13 14,880 2,991 3,509
15 Dec 5146.00 280 -2.3 32.36 1,481 218 518
12 Dec 5228.00 327.7 -3.9 30.27 466 122 300
11 Dec 5182.00 310.4 1.1 31.54 523 94 178
10 Dec 5250.00 360.2 6.3 32.30 160 57 84
9 Dec 5255.00 360 -0.9 30.41 45 27 27
8 Dec 5323.00 0 0 - 0 0 0
5 Dec 5423.00 0 0 - 0 0 0
4 Dec 5381.00 0 0 - 0 0 0
3 Dec 5358.00 0 0 - 0 0 0
2 Dec 5313.00 0 0 - 0 0 0
1 Dec 5328.00 0 0 - 0 0 0
27 Nov 5292.00 0 0 - 0 0 0
24 Nov 5235.00 0 0 - 0 0 0


For Crude Oil - strike price 5000 expiring on 14JAN2026

Delta for 5000 CE is 0.58

Historical price for 5000 CE is as follows

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 225.9, which was 2.7 higher than the previous day. The implied volatity was 33.13, the open interest changed by 2991 which increased total open position to 3509


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 280, which was -2.3 lower than the previous day. The implied volatity was 32.36, the open interest changed by 218 which increased total open position to 518


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 327.7, which was -3.9 lower than the previous day. The implied volatity was 30.27, the open interest changed by 122 which increased total open position to 300


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 310.4, which was 1.1 higher than the previous day. The implied volatity was 31.54, the open interest changed by 94 which increased total open position to 178


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 360.2, which was 6.3 higher than the previous day. The implied volatity was 32.30, the open interest changed by 57 which increased total open position to 84


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 360, which was -0.9 lower than the previous day. The implied volatity was 30.41, the open interest changed by 27 which increased total open position to 27


On 8 Dec CRUDEOIL was trading at 5323.00. 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 5 Dec CRUDEOIL was trading at 5423.00. 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 4 Dec CRUDEOIL was trading at 5381.00. 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


On 2 Dec CRUDEOIL was trading at 5313.00. 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 1 Dec 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 27 Nov CRUDEOIL was trading at 5292.00. 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 24 Nov CRUDEOIL was trading at 5235.00. 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 5000 PE
Delta: -0.42
Vega: 5.62
Theta: -3.24
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 5060.00 158 -2.7 33.68 24,660 2,398 3,233
15 Dec 5146.00 126 1.8 33.63 3,480 239 835
12 Dec 5228.00 96.3 -1.1 31.12 1,968 174 596
11 Dec 5182.00 111.6 -1.2 31.23 1,976 137 422
10 Dec 5250.00 92 -6.1 30.64 2,783 94 285
9 Dec 5255.00 98.5 -1.5 31.93 2,340 96 191
8 Dec 5323.00 86.1 1.4 31.91 2,104 60 95
5 Dec 5423.00 73.5 0 32.17 925 10 35
4 Dec 5381.00 94 0.5 33.68 182 6 25
3 Dec 5358.00 103.3 -16.1 34.14 9 3 19
2 Dec 5313.00 125 1.8 35.50 11 9 16
1 Dec 5328.00 123 73.7 35.18 9 7 7
27 Nov 5292.00 140 55.4 34.60 2 1 1
24 Nov 5235.00 180 79.2 36.72 1 1 1


For Crude Oil - strike price 5000 expiring on 14JAN2026

Delta for 5000 PE is -0.42

Historical price for 5000 PE is as follows

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 158, which was -2.7 lower than the previous day. The implied volatity was 33.68, the open interest changed by 2398 which increased total open position to 3233


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 126, which was 1.8 higher than the previous day. The implied volatity was 33.63, the open interest changed by 239 which increased total open position to 835


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 96.3, which was -1.1 lower than the previous day. The implied volatity was 31.12, the open interest changed by 174 which increased total open position to 596


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 111.6, which was -1.2 lower than the previous day. The implied volatity was 31.23, the open interest changed by 137 which increased total open position to 422


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 92, which was -6.1 lower than the previous day. The implied volatity was 30.64, the open interest changed by 94 which increased total open position to 285


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 98.5, which was -1.5 lower than the previous day. The implied volatity was 31.93, the open interest changed by 96 which increased total open position to 191


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 86.1, which was 1.4 higher than the previous day. The implied volatity was 31.91, the open interest changed by 60 which increased total open position to 95


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 32.17, the open interest changed by 10 which increased total open position to 35


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 94, which was 0.5 higher than the previous day. The implied volatity was 33.68, the open interest changed by 6 which increased total open position to 25


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 103.3, which was -16.1 lower than the previous day. The implied volatity was 34.14, the open interest changed by 3 which increased total open position to 19


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 125, which was 1.8 higher than the previous day. The implied volatity was 35.50, the open interest changed by 9 which increased total open position to 16


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 123, which was 73.7 higher than the previous day. The implied volatity was 35.18, the open interest changed by 7 which increased total open position to 7


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 140, which was 55.4 higher than the previous day. The implied volatity was 34.60, the open interest changed by 1 which increased total open position to 1


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 180, which was 79.2 higher than the previous day. The implied volatity was 36.72, the open interest changed by 1 which increased total open position to 1