CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
16 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 5000 CE | ||||||||||||||||
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Delta: 0.58
Vega: 5.61
Theta: -3.18
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.42
Vega: 5.62
Theta: -3.24
Gamma: 0.00
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| 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































































































































































































































