[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5228 +49.00 (0.95%)
L: 5183 H: 5260

Back to Option Chain


Historical option data for CRUDEOIL

12 Dec 2025 11:58 PM IST
CRUDEOIL 16-DEC-2025 5100 CE
Delta: 0.83
Vega: 1.44
Theta: -4.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5228.00 141 -6.3 24.70 1,15,629 -709 5,886
11 Dec 5182.00 127 5.8 32.32 96,560 4,158 6,595
10 Dec 5250.00 177.4 5.7 30.16 49,049 593 2,437
9 Dec 5255.00 186.9 3 30.51 14,773 827 1,844
8 Dec 5323.00 250 -12.3 32.68 3,215 82 1,017
5 Dec 5423.00 344.7 -1.2 32.59 3,163 -439 935
4 Dec 5381.00 310.2 1.1 31.71 5,052 -103 1,374
3 Dec 5358.00 295.4 22.4 31.93 3,796 -135 1,477
2 Dec 5313.00 275.3 -11.7 35.25 6,706 -129 1,612
1 Dec 5328.00 286.4 -5.9 33.85 6,754 -216 1,741
28 Nov 5326.00 293.7 19.9 33.22 5,224 -139 1,958
27 Nov 5292.00 275.1 57.3 34.06 11,143 -1,537 2,097
26 Nov 5200.00 221 5.4 34.38 46,541 -1,567 3,652
25 Nov 5163.00 213.2 -38.8 36.68 60,353 3,403 5,912
24 Nov 5235.00 250.9 10.8 34.56 45,724 253 2,765
21 Nov 5199.00 241 -33.3 34.91 44,373 1,342 2,612
20 Nov 5259.00 273.4 3.5 33.04 7,058 -76 1,335
19 Nov 5242.00 270.5 -76.8 32.25 7,967 1,092 1,461
18 Nov 5345.00 333.1 12 31.00 2,983 128 370
17 Nov 5321.00 320.5 -18.7 30.67 1,292 93 248
14 Nov 5342.00 334.8 55 30.27 595 2 153
13 Nov 5231.00 279.7 0.4 31.83 465 103 152
12 Nov 5203.00 282 -94.6 33.59 165 38 42
11 Nov 5400.00 379.7 151.6 27.64 27 4 4
10 Nov 5328.00 371.1 89.8 35.08 4 1 0
7 Nov 5287.00 353 0 - 1 1 0
6 Nov 5269.00 353 59.6 36.51 1 1 1
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
17 Oct 5060.00 0 0 - 0 0 0
16 Oct 5065.00 0 0 - 0 0 0


For Crude Oil - strike price 5100 expiring on 16DEC2025

Delta for 5100 CE is 0.83

Historical price for 5100 CE is as follows

On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 141, which was -6.3 lower than the previous day. The implied volatity was 24.70, the open interest changed by -709 which decreased total open position to 5886


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 127, which was 5.8 higher than the previous day. The implied volatity was 32.32, the open interest changed by 4158 which increased total open position to 6595


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 177.4, which was 5.7 higher than the previous day. The implied volatity was 30.16, the open interest changed by 593 which increased total open position to 2437


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 186.9, which was 3 higher than the previous day. The implied volatity was 30.51, the open interest changed by 827 which increased total open position to 1844


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 250, which was -12.3 lower than the previous day. The implied volatity was 32.68, the open interest changed by 82 which increased total open position to 1017


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 344.7, which was -1.2 lower than the previous day. The implied volatity was 32.59, the open interest changed by -439 which decreased total open position to 935


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 310.2, which was 1.1 higher than the previous day. The implied volatity was 31.71, the open interest changed by -103 which decreased total open position to 1374


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 295.4, which was 22.4 higher than the previous day. The implied volatity was 31.93, the open interest changed by -135 which decreased total open position to 1477


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 275.3, which was -11.7 lower than the previous day. The implied volatity was 35.25, the open interest changed by -129 which decreased total open position to 1612


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 286.4, which was -5.9 lower than the previous day. The implied volatity was 33.85, the open interest changed by -216 which decreased total open position to 1741


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 293.7, which was 19.9 higher than the previous day. The implied volatity was 33.22, the open interest changed by -139 which decreased total open position to 1958


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 275.1, which was 57.3 higher than the previous day. The implied volatity was 34.06, the open interest changed by -1537 which decreased total open position to 2097


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 221, which was 5.4 higher than the previous day. The implied volatity was 34.38, the open interest changed by -1567 which decreased total open position to 3652


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 213.2, which was -38.8 lower than the previous day. The implied volatity was 36.68, the open interest changed by 3403 which increased total open position to 5912


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 250.9, which was 10.8 higher than the previous day. The implied volatity was 34.56, the open interest changed by 253 which increased total open position to 2765


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 241, which was -33.3 lower than the previous day. The implied volatity was 34.91, the open interest changed by 1342 which increased total open position to 2612


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 273.4, which was 3.5 higher than the previous day. The implied volatity was 33.04, the open interest changed by -76 which decreased total open position to 1335


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 270.5, which was -76.8 lower than the previous day. The implied volatity was 32.25, the open interest changed by 1092 which increased total open position to 1461


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 333.1, which was 12 higher than the previous day. The implied volatity was 31.00, the open interest changed by 128 which increased total open position to 370


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 320.5, which was -18.7 lower than the previous day. The implied volatity was 30.67, the open interest changed by 93 which increased total open position to 248


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 334.8, which was 55 higher than the previous day. The implied volatity was 30.27, the open interest changed by 2 which increased total open position to 153


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 279.7, which was 0.4 higher than the previous day. The implied volatity was 31.83, the open interest changed by 103 which increased total open position to 152


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 282, which was -94.6 lower than the previous day. The implied volatity was 33.59, the open interest changed by 38 which increased total open position to 42


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 379.7, which was 151.6 higher than the previous day. The implied volatity was 27.64, the open interest changed by 4 which increased total open position to 4


On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 371.1, which was 89.8 higher than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 0


On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 353, 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 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 353, which was 59.6 higher than the previous day. The implied volatity was 36.51, the open interest changed by 1 which increased total open position to 1


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


On 17 Oct CRUDEOIL was trading at 5060.00. 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 16 Oct CRUDEOIL was trading at 5065.00. 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 5100 PE
Delta: -0.19
Vega: 1.53
Theta: -4.85
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5228.00 16.1 -3.8 26.79 2,30,772 2,352 12,158
11 Dec 5182.00 41.1 -0.7 30.59 2,29,254 4,626 9,806
10 Dec 5250.00 29.8 -2.4 31.31 1,34,328 47 5,180
9 Dec 5255.00 33.2 -4.2 31.08 83,854 -472 5,133
8 Dec 5323.00 29.1 1 33.65 67,747 92 5,605
5 Dec 5423.00 23.9 -0.2 33.64 34,522 -286 5,513
4 Dec 5381.00 32.3 -0.3 32.93 55,574 -3,334 5,799
3 Dec 5358.00 43.9 -23.6 34.16 67,151 2,408 9,133
2 Dec 5313.00 67.9 -0.1 36.86 67,731 -280 6,725
1 Dec 5328.00 65.8 -10.6 36.24 69,847 -859 7,008
28 Nov 5326.00 73.7 -15.3 35.00 40,371 445 7,871
27 Nov 5292.00 88.5 -38.9 35.09 46,294 2,292 7,445
26 Nov 5200.00 122.5 -28.7 34.70 79,188 -31 5,235
25 Nov 5163.00 152.4 30.9 36.72 1,18,606 1,011 6,285
24 Nov 5235.00 121 -25.9 35.41 1,10,090 4,669 7,301
21 Nov 5199.00 146.6 29.8 35.41 96,925 2,030 3,502
20 Nov 5259.00 118.5 -1.4 33.83 42,918 -737 1,848
19 Nov 5242.00 119.1 35.9 33.11 47,167 1,112 2,860
18 Nov 5345.00 87.2 -7.5 32.22 30,052 1,490 2,612
17 Nov 5321.00 95.1 -4.4 32.13 8,635 678 1,257
14 Nov 5342.00 99.3 -36.7 32.02 2,353 204 582
13 Nov 5231.00 137.1 -15.5 32.41 1,241 184 371
12 Nov 5203.00 149.9 60.7 32.92 943 30 175
11 Nov 5400.00 90.2 -31.1 32.46 213 47 118
10 Nov 5328.00 119.9 -17 33.55 117 43 73
7 Nov 5287.00 138.5 -16.5 33.28 76 19 29
6 Nov 5269.00 155 71.2 34.23 3 8 8
5 Nov 5310.00 134.2 0 - 1 1 0
4 Nov 5399.00 134.2 0 - 1 1 0
3 Nov 5450.00 134.2 0 - 1 1 0
31 Oct 5422.00 134.2 47.4 34.79 1 1 6
30 Oct 5395.00 151 -40.8 - 6 5 5
29 Oct 5377.00 151 -40.8 - 6 5 0
28 Oct 5333.00 151 -40.8 - 6 5 5
23 Oct 5427.00 151 -8.1 34.22 6 5 5
20 Oct 5036.00 200.4 0 - 1 0 0
17 Oct 5060.00 200.4 0 - 1 0 1
16 Oct 5065.00 200.4 0 21.65 1 1 1


For Crude Oil - strike price 5100 expiring on 16DEC2025

Delta for 5100 PE is -0.19

Historical price for 5100 PE is as follows

On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 16.1, which was -3.8 lower than the previous day. The implied volatity was 26.79, the open interest changed by 2352 which increased total open position to 12158


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 41.1, which was -0.7 lower than the previous day. The implied volatity was 30.59, the open interest changed by 4626 which increased total open position to 9806


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 29.8, which was -2.4 lower than the previous day. The implied volatity was 31.31, the open interest changed by 47 which increased total open position to 5180


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 33.2, which was -4.2 lower than the previous day. The implied volatity was 31.08, the open interest changed by -472 which decreased total open position to 5133


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 29.1, which was 1 higher than the previous day. The implied volatity was 33.65, the open interest changed by 92 which increased total open position to 5605


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 23.9, which was -0.2 lower than the previous day. The implied volatity was 33.64, the open interest changed by -286 which decreased total open position to 5513


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 32.3, which was -0.3 lower than the previous day. The implied volatity was 32.93, the open interest changed by -3334 which decreased total open position to 5799


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 43.9, which was -23.6 lower than the previous day. The implied volatity was 34.16, the open interest changed by 2408 which increased total open position to 9133


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 67.9, which was -0.1 lower than the previous day. The implied volatity was 36.86, the open interest changed by -280 which decreased total open position to 6725


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 65.8, which was -10.6 lower than the previous day. The implied volatity was 36.24, the open interest changed by -859 which decreased total open position to 7008


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 73.7, which was -15.3 lower than the previous day. The implied volatity was 35.00, the open interest changed by 445 which increased total open position to 7871


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 88.5, which was -38.9 lower than the previous day. The implied volatity was 35.09, the open interest changed by 2292 which increased total open position to 7445


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 122.5, which was -28.7 lower than the previous day. The implied volatity was 34.70, the open interest changed by -31 which decreased total open position to 5235


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 152.4, which was 30.9 higher than the previous day. The implied volatity was 36.72, the open interest changed by 1011 which increased total open position to 6285


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 121, which was -25.9 lower than the previous day. The implied volatity was 35.41, the open interest changed by 4669 which increased total open position to 7301


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 146.6, which was 29.8 higher than the previous day. The implied volatity was 35.41, the open interest changed by 2030 which increased total open position to 3502


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 118.5, which was -1.4 lower than the previous day. The implied volatity was 33.83, the open interest changed by -737 which decreased total open position to 1848


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 119.1, which was 35.9 higher than the previous day. The implied volatity was 33.11, the open interest changed by 1112 which increased total open position to 2860


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 87.2, which was -7.5 lower than the previous day. The implied volatity was 32.22, the open interest changed by 1490 which increased total open position to 2612


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 95.1, which was -4.4 lower than the previous day. The implied volatity was 32.13, the open interest changed by 678 which increased total open position to 1257


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 99.3, which was -36.7 lower than the previous day. The implied volatity was 32.02, the open interest changed by 204 which increased total open position to 582


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 137.1, which was -15.5 lower than the previous day. The implied volatity was 32.41, the open interest changed by 184 which increased total open position to 371


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 149.9, which was 60.7 higher than the previous day. The implied volatity was 32.92, the open interest changed by 30 which increased total open position to 175


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 90.2, which was -31.1 lower than the previous day. The implied volatity was 32.46, the open interest changed by 47 which increased total open position to 118


On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 119.9, which was -17 lower than the previous day. The implied volatity was 33.55, the open interest changed by 43 which increased total open position to 73


On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 138.5, which was -16.5 lower than the previous day. The implied volatity was 33.28, the open interest changed by 19 which increased total open position to 29


On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 155, which was 71.2 higher than the previous day. The implied volatity was 34.23, the open interest changed by 8 which increased total open position to 8


On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 134.2, 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 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 134.2, 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 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 134.2, 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 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 134.2, which was 47.4 higher than the previous day. The implied volatity was 34.79, the open interest changed by 1 which increased total open position to 6


On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 151, which was -40.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 151, which was -40.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 151, which was -40.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 151, which was -8.1 lower than the previous day. The implied volatity was 34.22, the open interest changed by 5 which increased total open position to 5


On 20 Oct CRUDEOIL was trading at 5036.00. The strike last trading price was 200.4, 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 17 Oct CRUDEOIL was trading at 5060.00. The strike last trading price was 200.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Oct CRUDEOIL was trading at 5065.00. The strike last trading price was 200.4, which was 0 lower than the previous day. The implied volatity was 21.65, the open interest changed by 1 which increased total open position to 1