CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
12 Dec 2025 11:58 PM IST
| CRUDEOIL 16-DEC-2025 5000 CE | ||||||||||||||||
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Delta: 0.90
Vega: 1.02
Theta: -4.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5228.00 | 237.6 | 1.7 | 33.51 | 13,580 | -616 | 898 | |||||||||
| 11 Dec | 5182.00 | 199.7 | -0.1 | 31.54 | 15,303 | 596 | 1,514 | |||||||||
| 10 Dec | 5250.00 | 262.4 | 4.5 | 31.67 | 8,223 | 226 | 918 | |||||||||
| 9 Dec | 5255.00 | 267.5 | -0.3 | 29.86 | 1,984 | 35 | 692 | |||||||||
| 8 Dec | 5323.00 | 337 | -9 | 34.00 | 1,035 | -52 | 657 | |||||||||
| 5 Dec | 5423.00 | 435 | -1.5 | 33.74 | 490 | -74 | 709 | |||||||||
| 4 Dec | 5381.00 | 395.1 | -1.6 | 31.32 | 1,240 | -176 | 783 | |||||||||
| 3 Dec | 5358.00 | 380.8 | 29.5 | 33.24 | 1,119 | 23 | 956 | |||||||||
| 2 Dec | 5313.00 | 352.5 | -14 | 35.83 | 1,360 | -38 | 933 | |||||||||
| 1 Dec | 5328.00 | 368 | -2.7 | 35.48 | 1,429 | -77 | 971 | |||||||||
| 28 Nov | 5326.00 | 372.7 | 25.2 | 34.40 | 1,063 | -63 | 1,048 | |||||||||
| 27 Nov | 5292.00 | 349 | 67.3 | 34.83 | 3,194 | -362 | 1,111 | |||||||||
| 26 Nov | 5200.00 | 284.5 | 9.4 | 34.59 | 8,667 | -514 | 1,472 | |||||||||
| 25 Nov | 5163.00 | 271.8 | -46.5 | 36.81 | 11,977 | 843 | 2,115 | |||||||||
| 24 Nov | 5235.00 | 315.5 | 13.6 | 34.55 | 7,492 | 25 | 1,300 | |||||||||
| 21 Nov | 5199.00 | 303.7 | -41 | 35.36 | 9,202 | 554 | 1,320 | |||||||||
| 20 Nov | 5259.00 | 343 | 6.9 | 33.81 | 2,445 | -58 | 806 | |||||||||
| 19 Nov | 5242.00 | 338.4 | -88.4 | 32.68 | 3,225 | 411 | 878 | |||||||||
| 18 Nov | 5345.00 | 411.9 | 17.9 | 32.23 | 1,476 | 71 | 448 | |||||||||
| 17 Nov | 5321.00 | 393.6 | -16.3 | 30.91 | 433 | 118 | 377 | |||||||||
| 14 Nov | 5342.00 | 412.4 | 70.9 | 31.45 | 950 | -36 | 260 | |||||||||
| 13 Nov | 5231.00 | 343.8 | 6.3 | 31.93 | 537 | 88 | 298 | |||||||||
| 12 Nov | 5203.00 | 340 | -145.6 | 33.02 | 289 | 150 | 183 | |||||||||
| 11 Nov | 5400.00 | 485.1 | 68 | 33.71 | 80 | 8 | 33 | |||||||||
| 10 Nov | 5328.00 | 426 | 6 | 32.74 | 11 | 5 | 29 | |||||||||
| 7 Nov | 5287.00 | 420 | 33.9 | 35.18 | 2 | 2 | 24 | |||||||||
| 6 Nov | 5269.00 | 386 | -56.4 | 31.67 | 20 | 17 | 22 | |||||||||
| 5 Nov | 5310.00 | 426.8 | -10.1 | 34.37 | 5 | 5 | 5 | |||||||||
| 4 Nov | 5399.00 | 484 | -14.5 | - | 2 | 4 | 0 | |||||||||
| 3 Nov | 5450.00 | 484 | -11.7 | 25.78 | 2 | 4 | 4 | |||||||||
| 31 Oct | 5422.00 | 491.4 | 54.9 | 31.65 | 2 | 3 | 0 | |||||||||
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| 30 Oct | 5395.00 | 471.3 | 0 | - | 1 | 3 | 3 | |||||||||
| 29 Oct | 5377.00 | 471.3 | 0 | - | 1 | 3 | 0 | |||||||||
| 28 Oct | 5333.00 | 471.3 | -1.7 | 37.77 | 1 | 3 | 3 | |||||||||
| 23 Oct | 5427.00 | 250 | 0 | - | 2 | 2 | 0 | |||||||||
| 20 Oct | 5036.00 | 333.9 | 96.8 | 38.93 | 2 | 2 | 2 | |||||||||
For Crude Oil - strike price 5000 expiring on 16DEC2025
Delta for 5000 CE is 0.90
Historical price for 5000 CE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 237.6, which was 1.7 higher than the previous day. The implied volatity was 33.51, the open interest changed by -616 which decreased total open position to 898
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 199.7, which was -0.1 lower than the previous day. The implied volatity was 31.54, the open interest changed by 596 which increased total open position to 1514
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 262.4, which was 4.5 higher than the previous day. The implied volatity was 31.67, the open interest changed by 226 which increased total open position to 918
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 267.5, which was -0.3 lower than the previous day. The implied volatity was 29.86, the open interest changed by 35 which increased total open position to 692
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 337, which was -9 lower than the previous day. The implied volatity was 34.00, the open interest changed by -52 which decreased total open position to 657
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 435, which was -1.5 lower than the previous day. The implied volatity was 33.74, the open interest changed by -74 which decreased total open position to 709
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 395.1, which was -1.6 lower than the previous day. The implied volatity was 31.32, the open interest changed by -176 which decreased total open position to 783
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 380.8, which was 29.5 higher than the previous day. The implied volatity was 33.24, the open interest changed by 23 which increased total open position to 956
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 352.5, which was -14 lower than the previous day. The implied volatity was 35.83, the open interest changed by -38 which decreased total open position to 933
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 368, which was -2.7 lower than the previous day. The implied volatity was 35.48, the open interest changed by -77 which decreased total open position to 971
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 372.7, which was 25.2 higher than the previous day. The implied volatity was 34.40, the open interest changed by -63 which decreased total open position to 1048
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 349, which was 67.3 higher than the previous day. The implied volatity was 34.83, the open interest changed by -362 which decreased total open position to 1111
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 284.5, which was 9.4 higher than the previous day. The implied volatity was 34.59, the open interest changed by -514 which decreased total open position to 1472
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 271.8, which was -46.5 lower than the previous day. The implied volatity was 36.81, the open interest changed by 843 which increased total open position to 2115
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 315.5, which was 13.6 higher than the previous day. The implied volatity was 34.55, the open interest changed by 25 which increased total open position to 1300
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 303.7, which was -41 lower than the previous day. The implied volatity was 35.36, the open interest changed by 554 which increased total open position to 1320
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 343, which was 6.9 higher than the previous day. The implied volatity was 33.81, the open interest changed by -58 which decreased total open position to 806
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 338.4, which was -88.4 lower than the previous day. The implied volatity was 32.68, the open interest changed by 411 which increased total open position to 878
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 411.9, which was 17.9 higher than the previous day. The implied volatity was 32.23, the open interest changed by 71 which increased total open position to 448
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 393.6, which was -16.3 lower than the previous day. The implied volatity was 30.91, the open interest changed by 118 which increased total open position to 377
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 412.4, which was 70.9 higher than the previous day. The implied volatity was 31.45, the open interest changed by -36 which decreased total open position to 260
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 343.8, which was 6.3 higher than the previous day. The implied volatity was 31.93, the open interest changed by 88 which increased total open position to 298
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 340, which was -145.6 lower than the previous day. The implied volatity was 33.02, the open interest changed by 150 which increased total open position to 183
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 485.1, which was 68 higher than the previous day. The implied volatity was 33.71, the open interest changed by 8 which increased total open position to 33
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 426, which was 6 higher than the previous day. The implied volatity was 32.74, the open interest changed by 5 which increased total open position to 29
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 420, which was 33.9 higher than the previous day. The implied volatity was 35.18, the open interest changed by 2 which increased total open position to 24
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 386, which was -56.4 lower than the previous day. The implied volatity was 31.67, the open interest changed by 17 which increased total open position to 22
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 426.8, which was -10.1 lower than the previous day. The implied volatity was 34.37, the open interest changed by 5 which increased total open position to 5
On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 484, which was -14.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 484, which was -11.7 lower than the previous day. The implied volatity was 25.78, the open interest changed by 4 which increased total open position to 4
On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 491.4, which was 54.9 higher than the previous day. The implied volatity was 31.65, the open interest changed by 3 which increased total open position to 0
On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 471.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 471.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 471.3, which was -1.7 lower than the previous day. The implied volatity was 37.77, the open interest changed by 3 which increased total open position to 3
On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 20 Oct CRUDEOIL was trading at 5036.00. The strike last trading price was 333.9, which was 96.8 higher than the previous day. The implied volatity was 38.93, the open interest changed by 2 which increased total open position to 2
| CRUDEOIL 16DEC2025 5000 PE | |||||||
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Delta: -0.10
Vega: 0.98
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5228.00 | 8.7 | -0.9 | 32.61 | 75,409 | -916 | 5,420 |
| 11 Dec | 5182.00 | 20.2 | 0 | 33.12 | 98,964 | 2,442 | 6,336 |
| 10 Dec | 5250.00 | 14.9 | -2.1 | 33.47 | 74,111 | 370 | 3,894 |
| 9 Dec | 5255.00 | 18 | -3 | 33.43 | 56,209 | -1,594 | 3,524 |
| 8 Dec | 5323.00 | 16.8 | -0.1 | 35.85 | 41,064 | -304 | 5,118 |
| 5 Dec | 5423.00 | 15.4 | -0.2 | 35.99 | 30,577 | -1,575 | 5,422 |
| 4 Dec | 5381.00 | 20.6 | 0.5 | 34.90 | 38,671 | -1,041 | 6,997 |
| 3 Dec | 5358.00 | 28 | -18.1 | 35.55 | 44,826 | 1,776 | 8,066 |
| 2 Dec | 5313.00 | 45.7 | -1.9 | 37.99 | 63,552 | 1,749 | 6,290 |
| 1 Dec | 5328.00 | 45.7 | -8.9 | 37.77 | 58,311 | -3 | 4,528 |
| 28 Nov | 5326.00 | 52.3 | -11.1 | 36.38 | 28,616 | 318 | 4,529 |
| 27 Nov | 5292.00 | 63.6 | -28.2 | 36.35 | 28,903 | 586 | 4,213 |
| 26 Nov | 5200.00 | 87 | -25.1 | 35.18 | 52,357 | 981 | 3,634 |
| 25 Nov | 5163.00 | 113 | 25.2 | 37.29 | 69,023 | -365 | 3,104 |
| 24 Nov | 5235.00 | 87.4 | -22.2 | 35.89 | 49,353 | 2,277 | 4,469 |
| 21 Nov | 5199.00 | 109.8 | 23.2 | 36.00 | 68,408 | 976 | 2,814 |
| 20 Nov | 5259.00 | 87.9 | 0.2 | 34.64 | 35,789 | 18 | 2,137 |
| 19 Nov | 5242.00 | 87 | 25.7 | 33.64 | 45,283 | 1 | 2,396 |
| 18 Nov | 5345.00 | 64 | -4.7 | 33.18 | 21,402 | 857 | 2,251 |
| 17 Nov | 5321.00 | 68.2 | -3 | 32.60 | 7,285 | 470 | 1,413 |
| 14 Nov | 5342.00 | 70.9 | -30.5 | 32.18 | 3,884 | 76 | 927 |
| 13 Nov | 5231.00 | 102.2 | -10.5 | 32.73 | 2,322 | 179 | 849 |
| 12 Nov | 5203.00 | 111 | 46.6 | 32.85 | 2,487 | 240 | 615 |
| 11 Nov | 5400.00 | 64.2 | -22.1 | 32.48 | 541 | 114 | 372 |
| 10 Nov | 5328.00 | 89 | -14.3 | 33.68 | 583 | 37 | 259 |
| 7 Nov | 5287.00 | 108.1 | -4.3 | 34.00 | 825 | 41 | 221 |
| 6 Nov | 5269.00 | 113.7 | 8.2 | 33.47 | 127 | 52 | 179 |
| 5 Nov | 5310.00 | 100.5 | 7.2 | 32.30 | 99 | 66 | 126 |
| 4 Nov | 5399.00 | 94 | 11 | 34.37 | 32 | 19 | 59 |
| 3 Nov | 5450.00 | 80 | -20.5 | 33.33 | 64 | 25 | 40 |
| 31 Oct | 5422.00 | 100 | -29 | 34.30 | 2 | -1 | 15 |
| 30 Oct | 5395.00 | 129.9 | -0.9 | 37.65 | 7 | 2 | 16 |
| 29 Oct | 5377.00 | 125 | -8.6 | 35.79 | 5 | 5 | 14 |
| 28 Oct | 5333.00 | 139 | 34.7 | 35.47 | 11 | 9 | 9 |
| 23 Oct | 5427.00 | 149.9 | 32.6 | 38.85 | 4 | 4 | 4 |
| 20 Oct | 5036.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 5000 expiring on 16DEC2025
Delta for 5000 PE is -0.10
Historical price for 5000 PE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 8.7, which was -0.9 lower than the previous day. The implied volatity was 32.61, the open interest changed by -916 which decreased total open position to 5420
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 20.2, which was 0 lower than the previous day. The implied volatity was 33.12, the open interest changed by 2442 which increased total open position to 6336
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 14.9, which was -2.1 lower than the previous day. The implied volatity was 33.47, the open interest changed by 370 which increased total open position to 3894
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 18, which was -3 lower than the previous day. The implied volatity was 33.43, the open interest changed by -1594 which decreased total open position to 3524
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 16.8, which was -0.1 lower than the previous day. The implied volatity was 35.85, the open interest changed by -304 which decreased total open position to 5118
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 15.4, which was -0.2 lower than the previous day. The implied volatity was 35.99, the open interest changed by -1575 which decreased total open position to 5422
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 20.6, which was 0.5 higher than the previous day. The implied volatity was 34.90, the open interest changed by -1041 which decreased total open position to 6997
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 28, which was -18.1 lower than the previous day. The implied volatity was 35.55, the open interest changed by 1776 which increased total open position to 8066
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 45.7, which was -1.9 lower than the previous day. The implied volatity was 37.99, the open interest changed by 1749 which increased total open position to 6290
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 45.7, which was -8.9 lower than the previous day. The implied volatity was 37.77, the open interest changed by -3 which decreased total open position to 4528
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 52.3, which was -11.1 lower than the previous day. The implied volatity was 36.38, the open interest changed by 318 which increased total open position to 4529
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 63.6, which was -28.2 lower than the previous day. The implied volatity was 36.35, the open interest changed by 586 which increased total open position to 4213
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 87, which was -25.1 lower than the previous day. The implied volatity was 35.18, the open interest changed by 981 which increased total open position to 3634
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 113, which was 25.2 higher than the previous day. The implied volatity was 37.29, the open interest changed by -365 which decreased total open position to 3104
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 87.4, which was -22.2 lower than the previous day. The implied volatity was 35.89, the open interest changed by 2277 which increased total open position to 4469
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 109.8, which was 23.2 higher than the previous day. The implied volatity was 36.00, the open interest changed by 976 which increased total open position to 2814
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 87.9, which was 0.2 higher than the previous day. The implied volatity was 34.64, the open interest changed by 18 which increased total open position to 2137
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 87, which was 25.7 higher than the previous day. The implied volatity was 33.64, the open interest changed by 1 which increased total open position to 2396
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 64, which was -4.7 lower than the previous day. The implied volatity was 33.18, the open interest changed by 857 which increased total open position to 2251
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 68.2, which was -3 lower than the previous day. The implied volatity was 32.60, the open interest changed by 470 which increased total open position to 1413
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 70.9, which was -30.5 lower than the previous day. The implied volatity was 32.18, the open interest changed by 76 which increased total open position to 927
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 102.2, which was -10.5 lower than the previous day. The implied volatity was 32.73, the open interest changed by 179 which increased total open position to 849
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 111, which was 46.6 higher than the previous day. The implied volatity was 32.85, the open interest changed by 240 which increased total open position to 615
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 64.2, which was -22.1 lower than the previous day. The implied volatity was 32.48, the open interest changed by 114 which increased total open position to 372
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 89, which was -14.3 lower than the previous day. The implied volatity was 33.68, the open interest changed by 37 which increased total open position to 259
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 108.1, which was -4.3 lower than the previous day. The implied volatity was 34.00, the open interest changed by 41 which increased total open position to 221
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 113.7, which was 8.2 higher than the previous day. The implied volatity was 33.47, the open interest changed by 52 which increased total open position to 179
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 100.5, which was 7.2 higher than the previous day. The implied volatity was 32.30, the open interest changed by 66 which increased total open position to 126
On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 94, which was 11 higher than the previous day. The implied volatity was 34.37, the open interest changed by 19 which increased total open position to 59
On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 80, which was -20.5 lower than the previous day. The implied volatity was 33.33, the open interest changed by 25 which increased total open position to 40
On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 100, which was -29 lower than the previous day. The implied volatity was 34.30, the open interest changed by -1 which decreased total open position to 15
On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 129.9, which was -0.9 lower than the previous day. The implied volatity was 37.65, the open interest changed by 2 which increased total open position to 16
On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 125, which was -8.6 lower than the previous day. The implied volatity was 35.79, the open interest changed by 5 which increased total open position to 14
On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 139, which was 34.7 higher than the previous day. The implied volatity was 35.47, the open interest changed by 9 which increased total open position to 9
On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 149.9, which was 32.6 higher than the previous day. The implied volatity was 38.85, the open interest changed by 4 which increased total open position to 4
On 20 Oct CRUDEOIL was trading at 5036.00. 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































































































































































































































