CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
19 Dec 2025 09:48 AM IST
| CRUDEOIL 14-JAN-2026 5050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 5.46
Theta: -3.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 5081.00 | 192.6 | -19.2 | 32.36 | 1,164 | -850 | 1,560 | |||||||||
| 18 Dec | 5081.00 | 213.5 | 1.7 | 32.77 | 31,303 | 607 | 2,410 | |||||||||
| 17 Dec | 5087.00 | 217 | 6 | 33.22 | 29,312 | 940 | 1,803 | |||||||||
| 16 Dec | 5060.00 | 198.5 | 0.3 | 32.89 | 6,432 | 863 | 863 | |||||||||
| 15 Dec | 5146.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5228.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 5182.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 5250.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 5255.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 5323.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 5050 expiring on 14JAN2026
Delta for 5050 CE is 0.54
Historical price for 5050 CE is as follows
On 19 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 192.6, which was -19.2 lower than the previous day. The implied volatity was 32.36, the open interest changed by -850 which decreased total open position to 1560
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 213.5, which was 1.7 higher than the previous day. The implied volatity was 32.77, the open interest changed by 607 which increased total open position to 2410
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 217, which was 6 higher than the previous day. The implied volatity was 33.22, the open interest changed by 940 which increased total open position to 1803
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 198.5, which was 0.3 higher than the previous day. The implied volatity was 32.89, the open interest changed by 863 which increased total open position to 863
On 15 Dec CRUDEOIL was trading at 5146.00. 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 Dec CRUDEOIL was trading at 5228.00. 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 Dec CRUDEOIL was trading at 5182.00. 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 Dec CRUDEOIL was trading at 5250.00. 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 9 Dec CRUDEOIL was trading at 5255.00. 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 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 5050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 5.46
Theta: -3.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 5081.00 | 166.4 | 13.6 | 33.06 | 1,668 | -1,862 | 1,051 |
| 18 Dec | 5081.00 | 154.4 | 1.6 | 33.12 | 38,828 | 628 | 2,913 |
| 17 Dec | 5087.00 | 161.5 | -1.1 | 33.49 | 44,129 | 1,979 | 2,285 |
| 16 Dec | 5060.00 | 181.2 | -2.8 | 33.53 | 5,224 | 306 | 306 |
| 15 Dec | 5146.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 5228.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 5182.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 5250.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 5255.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 5050 expiring on 14JAN2026
Delta for 5050 PE is -0.46
Historical price for 5050 PE is as follows
On 19 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 166.4, which was 13.6 higher than the previous day. The implied volatity was 33.06, the open interest changed by -1862 which decreased total open position to 1051
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 154.4, which was 1.6 higher than the previous day. The implied volatity was 33.12, the open interest changed by 628 which increased total open position to 2913
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 161.5, which was -1.1 lower than the previous day. The implied volatity was 33.49, the open interest changed by 1979 which increased total open position to 2285
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 181.2, which was -2.8 lower than the previous day. The implied volatity was 33.53, the open interest changed by 306 which increased total open position to 306
On 15 Dec CRUDEOIL was trading at 5146.00. 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 Dec CRUDEOIL was trading at 5228.00. 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 Dec CRUDEOIL was trading at 5182.00. 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 Dec CRUDEOIL was trading at 5250.00. 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 9 Dec CRUDEOIL was trading at 5255.00. 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 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































































































































































































































