CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
12 Dec 2025 11:58 PM IST
| CRUDEOIL 16-DEC-2025 5050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 1.28
Theta: -4.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5228.00 | 191.2 | -0.1 | 30.94 | 18,766 | -574 | 375 | |||||||||
| 11 Dec | 5182.00 | 160.8 | 2.2 | 31.76 | 16,862 | 538 | 949 | |||||||||
| 10 Dec | 5250.00 | 224 | 10.4 | 33.97 | 7,749 | 90 | 411 | |||||||||
| 9 Dec | 5255.00 | 229.6 | 4.1 | 32.30 | 1,406 | 96 | 321 | |||||||||
| 8 Dec | 5323.00 | 296.7 | -3.8 | 35.57 | 191 | 2 | 225 | |||||||||
| 5 Dec | 5423.00 | 389.3 | -1.4 | 33.21 | 132 | -16 | 223 | |||||||||
| 4 Dec | 5381.00 | 352.5 | -1.9 | 31.94 | 312 | 6 | 239 | |||||||||
| 3 Dec | 5358.00 | 340.2 | 29.7 | 33.72 | 368 | 5 | 233 | |||||||||
| 2 Dec | 5313.00 | 315.2 | -10.3 | 36.27 | 808 | -6 | 228 | |||||||||
| 1 Dec | 5328.00 | 323.5 | -10.1 | 33.74 | 842 | -32 | 235 | |||||||||
| 28 Nov | 5326.00 | 333.3 | 23 | 34.07 | 1,102 | -275 | 268 | |||||||||
| 27 Nov | 5292.00 | 312.9 | 64.5 | 34.90 | 2,005 | -394 | 543 | |||||||||
| 26 Nov | 5200.00 | 251 | 4.4 | 34.35 | 13,060 | -1,405 | 938 | |||||||||
| 25 Nov | 5163.00 | 244.3 | -40.4 | 37.35 | 11,065 | 1,873 | 2,403 | |||||||||
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| 24 Nov | 5235.00 | 283.9 | 13.4 | 34.94 | 4,275 | 42 | 556 | |||||||||
| 21 Nov | 5199.00 | 272.2 | -35.1 | 35.30 | 6,764 | 453 | 514 | |||||||||
| 20 Nov | 5259.00 | 307.2 | 3.1 | 33.41 | 459 | 11 | 56 | |||||||||
| 19 Nov | 5242.00 | 306.3 | -62.7 | 33.02 | 486 | 44 | 65 | |||||||||
| 18 Nov | 5345.00 | 373.1 | 46.6 | 31.90 | 54 | 21 | 21 | |||||||||
| 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 | |||||||||
| 5 Nov | 5310.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 5399.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5450.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5422.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 5377.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 5427.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 5036.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5050 expiring on 16DEC2025
Delta for 5050 CE is 0.85
Historical price for 5050 CE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 191.2, which was -0.1 lower than the previous day. The implied volatity was 30.94, the open interest changed by -574 which decreased total open position to 375
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 160.8, which was 2.2 higher than the previous day. The implied volatity was 31.76, the open interest changed by 538 which increased total open position to 949
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 224, which was 10.4 higher than the previous day. The implied volatity was 33.97, the open interest changed by 90 which increased total open position to 411
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 229.6, which was 4.1 higher than the previous day. The implied volatity was 32.30, the open interest changed by 96 which increased total open position to 321
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 296.7, which was -3.8 lower than the previous day. The implied volatity was 35.57, the open interest changed by 2 which increased total open position to 225
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 389.3, which was -1.4 lower than the previous day. The implied volatity was 33.21, the open interest changed by -16 which decreased total open position to 223
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 352.5, which was -1.9 lower than the previous day. The implied volatity was 31.94, the open interest changed by 6 which increased total open position to 239
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 340.2, which was 29.7 higher than the previous day. The implied volatity was 33.72, the open interest changed by 5 which increased total open position to 233
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 315.2, which was -10.3 lower than the previous day. The implied volatity was 36.27, the open interest changed by -6 which decreased total open position to 228
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 323.5, which was -10.1 lower than the previous day. The implied volatity was 33.74, the open interest changed by -32 which decreased total open position to 235
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 333.3, which was 23 higher than the previous day. The implied volatity was 34.07, the open interest changed by -275 which decreased total open position to 268
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 312.9, which was 64.5 higher than the previous day. The implied volatity was 34.90, the open interest changed by -394 which decreased total open position to 543
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 251, which was 4.4 higher than the previous day. The implied volatity was 34.35, the open interest changed by -1405 which decreased total open position to 938
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 244.3, which was -40.4 lower than the previous day. The implied volatity was 37.35, the open interest changed by 1873 which increased total open position to 2403
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 283.9, which was 13.4 higher than the previous day. The implied volatity was 34.94, the open interest changed by 42 which increased total open position to 556
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 272.2, which was -35.1 lower than the previous day. The implied volatity was 35.30, the open interest changed by 453 which increased total open position to 514
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 307.2, which was 3.1 higher than the previous day. The implied volatity was 33.41, the open interest changed by 11 which increased total open position to 56
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 306.3, which was -62.7 lower than the previous day. The implied volatity was 33.02, the open interest changed by 44 which increased total open position to 65
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 373.1, which was 46.6 higher than the previous day. The implied volatity was 31.90, the open interest changed by 21 which increased total open position to 21
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 5 Nov CRUDEOIL was trading at 5310.00. 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 Nov CRUDEOIL was trading at 5399.00. 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 Nov CRUDEOIL was trading at 5450.00. 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 31 Oct CRUDEOIL was trading at 5422.00. 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 29 Oct CRUDEOIL was trading at 5377.00. 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
On 23 Oct CRUDEOIL was trading at 5427.00. 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 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
| CRUDEOIL 16DEC2025 5050 PE | |||||||
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Delta: -0.13
Vega: 1.22
Theta: -4.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5228.00 | 11.5 | -2.3 | 29.58 | 69,415 | -1,287 | 2,193 |
| 11 Dec | 5182.00 | 29.1 | 0.1 | 31.91 | 82,472 | 1,886 | 3,480 |
| 10 Dec | 5250.00 | 20.5 | -3.1 | 32.01 | 49,287 | 201 | 1,594 |
| 9 Dec | 5255.00 | 25.4 | -2.8 | 32.71 | 32,530 | -189 | 1,393 |
| 8 Dec | 5323.00 | 21.7 | -0.6 | 34.51 | 20,290 | 107 | 1,582 |
| 5 Dec | 5423.00 | 19.4 | -0.6 | 34.94 | 10,780 | -212 | 1,475 |
| 4 Dec | 5381.00 | 26.6 | 0.6 | 34.26 | 17,012 | -580 | 1,687 |
| 3 Dec | 5358.00 | 34.7 | -21.5 | 34.68 | 21,909 | 102 | 2,267 |
| 2 Dec | 5313.00 | 55.8 | -1.2 | 37.40 | 37,721 | 478 | 2,165 |
| 1 Dec | 5328.00 | 54.4 | -9.8 | 36.84 | 33,965 | -869 | 1,695 |
| 28 Nov | 5326.00 | 61.7 | -13.6 | 35.55 | 11,376 | 491 | 2,599 |
| 27 Nov | 5292.00 | 74.4 | -33.8 | 35.53 | 15,976 | 322 | 2,108 |
| 26 Nov | 5200.00 | 103.1 | -27.1 | 34.81 | 22,626 | 130 | 1,787 |
| 25 Nov | 5163.00 | 132 | 28.4 | 37.08 | 39,480 | 1,032 | 2,015 |
| 24 Nov | 5235.00 | 103.2 | -24.1 | 35.65 | 22,527 | 922 | 1,308 |
| 21 Nov | 5199.00 | 127.3 | 26.3 | 35.71 | 26,467 | 87 | 536 |
| 20 Nov | 5259.00 | 102.6 | -0.1 | 34.29 | 13,233 | 117 | 502 |
| 19 Nov | 5242.00 | 102.3 | 30.2 | 33.41 | 16,460 | 158 | 437 |
| 18 Nov | 5345.00 | 75.2 | 29.4 | 32.77 | 7,281 | 337 | 337 |
| 17 Nov | 5321.00 | 85 | 0 | - | 1 | 1 | 0 |
| 14 Nov | 5342.00 | 85 | 0 | - | 1 | 1 | 0 |
| 13 Nov | 5231.00 | 85 | 40.5 | 26.59 | 1 | 1 | 2 |
| 12 Nov | 5203.00 | 44.5 | 14.8 | 17.63 | 1 | 1 | 1 |
| 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 |
| 5 Nov | 5310.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 5399.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 5450.00 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 5422.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 5377.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 5427.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Oct | 5036.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 5050 expiring on 16DEC2025
Delta for 5050 PE is -0.13
Historical price for 5050 PE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 11.5, which was -2.3 lower than the previous day. The implied volatity was 29.58, the open interest changed by -1287 which decreased total open position to 2193
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 29.1, which was 0.1 higher than the previous day. The implied volatity was 31.91, the open interest changed by 1886 which increased total open position to 3480
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 20.5, which was -3.1 lower than the previous day. The implied volatity was 32.01, the open interest changed by 201 which increased total open position to 1594
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 25.4, which was -2.8 lower than the previous day. The implied volatity was 32.71, the open interest changed by -189 which decreased total open position to 1393
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 21.7, which was -0.6 lower than the previous day. The implied volatity was 34.51, the open interest changed by 107 which increased total open position to 1582
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 19.4, which was -0.6 lower than the previous day. The implied volatity was 34.94, the open interest changed by -212 which decreased total open position to 1475
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 26.6, which was 0.6 higher than the previous day. The implied volatity was 34.26, the open interest changed by -580 which decreased total open position to 1687
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 34.7, which was -21.5 lower than the previous day. The implied volatity was 34.68, the open interest changed by 102 which increased total open position to 2267
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 55.8, which was -1.2 lower than the previous day. The implied volatity was 37.40, the open interest changed by 478 which increased total open position to 2165
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 54.4, which was -9.8 lower than the previous day. The implied volatity was 36.84, the open interest changed by -869 which decreased total open position to 1695
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 61.7, which was -13.6 lower than the previous day. The implied volatity was 35.55, the open interest changed by 491 which increased total open position to 2599
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 74.4, which was -33.8 lower than the previous day. The implied volatity was 35.53, the open interest changed by 322 which increased total open position to 2108
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 103.1, which was -27.1 lower than the previous day. The implied volatity was 34.81, the open interest changed by 130 which increased total open position to 1787
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 132, which was 28.4 higher than the previous day. The implied volatity was 37.08, the open interest changed by 1032 which increased total open position to 2015
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 103.2, which was -24.1 lower than the previous day. The implied volatity was 35.65, the open interest changed by 922 which increased total open position to 1308
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 127.3, which was 26.3 higher than the previous day. The implied volatity was 35.71, the open interest changed by 87 which increased total open position to 536
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 102.6, which was -0.1 lower than the previous day. The implied volatity was 34.29, the open interest changed by 117 which increased total open position to 502
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 102.3, which was 30.2 higher than the previous day. The implied volatity was 33.41, the open interest changed by 158 which increased total open position to 437
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 75.2, which was 29.4 higher than the previous day. The implied volatity was 32.77, the open interest changed by 337 which increased total open position to 337
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 85, which was 40.5 higher than the previous day. The implied volatity was 26.59, the open interest changed by 1 which increased total open position to 2
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 44.5, which was 14.8 higher than the previous day. The implied volatity was 17.63, the open interest changed by 1 which increased total open position to 1
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 5 Nov CRUDEOIL was trading at 5310.00. 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 Nov CRUDEOIL was trading at 5399.00. 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 Nov CRUDEOIL was trading at 5450.00. 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 31 Oct CRUDEOIL was trading at 5422.00. 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 29 Oct CRUDEOIL was trading at 5377.00. 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
On 23 Oct CRUDEOIL was trading at 5427.00. 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 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































































































































































































































