CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
16 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 5100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 5.72
Theta: -3.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 5060.00 | 173 | 1.6 | 32.61 | 41,404 | 8,553 | 9,362 | |||||||||
| 15 Dec | 5146.00 | 219 | -2.7 | 31.74 | 3,675 | 486 | 809 | |||||||||
| 12 Dec | 5228.00 | 265.9 | 2.3 | 30.59 | 774 | 41 | 323 | |||||||||
| 11 Dec | 5182.00 | 248 | 0.6 | 31.12 | 835 | 167 | 282 | |||||||||
| 10 Dec | 5250.00 | 283 | -0.7 | 30.11 | 241 | 74 | 115 | |||||||||
| 9 Dec | 5255.00 | 290 | -8.5 | 29.66 | 59 | 26 | 41 | |||||||||
| 8 Dec | 5323.00 | 369.4 | -1.7 | 36.21 | 2 | 15 | 15 | |||||||||
| 5 Dec | 5423.00 | 344.5 | -17.7 | - | 14 | 11 | 0 | |||||||||
| 4 Dec | 5381.00 | 344.5 | -17.7 | 25.35 | 14 | 11 | 14 | |||||||||
| 3 Dec | 5358.00 | 384.4 | 113.7 | 33.40 | 3 | 3 | 3 | |||||||||
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| 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 | |||||||||
| 26 Nov | 5200.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 5235.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 5199.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5100 expiring on 14JAN2026
Delta for 5100 CE is 0.49
Historical price for 5100 CE is as follows
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 173, which was 1.6 higher than the previous day. The implied volatity was 32.61, the open interest changed by 8553 which increased total open position to 9362
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 219, which was -2.7 lower than the previous day. The implied volatity was 31.74, the open interest changed by 486 which increased total open position to 809
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 265.9, which was 2.3 higher than the previous day. The implied volatity was 30.59, the open interest changed by 41 which increased total open position to 323
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 248, which was 0.6 higher than the previous day. The implied volatity was 31.12, the open interest changed by 167 which increased total open position to 282
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 283, which was -0.7 lower than the previous day. The implied volatity was 30.11, the open interest changed by 74 which increased total open position to 115
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 290, which was -8.5 lower than the previous day. The implied volatity was 29.66, the open interest changed by 26 which increased total open position to 41
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 369.4, which was -1.7 lower than the previous day. The implied volatity was 36.21, the open interest changed by 15 which increased total open position to 15
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 344.5, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 344.5, which was -17.7 lower than the previous day. The implied volatity was 25.35, the open interest changed by 11 which increased total open position to 14
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 384.4, which was 113.7 higher than the previous day. The implied volatity was 33.40, the open interest changed by 3 which increased total open position to 3
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 26 Nov CRUDEOIL was trading at 5200.00. 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
On 21 Nov CRUDEOIL was trading at 5199.00. 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 5100 PE | |||||||
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Delta: -0.51
Vega: 5.72
Theta: -3.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 5060.00 | 206.5 | -1.2 | 33.39 | 33,062 | 4,469 | 5,409 |
| 15 Dec | 5146.00 | 164 | -0.3 | 32.77 | 4,094 | 303 | 940 |
| 12 Dec | 5228.00 | 132.3 | -0.7 | 30.99 | 1,488 | 266 | 637 |
| 11 Dec | 5182.00 | 151 | -2.1 | 31.12 | 1,102 | 187 | 371 |
| 10 Dec | 5250.00 | 124 | -8.7 | 30.11 | 311 | 38 | 184 |
| 9 Dec | 5255.00 | 137 | 0.1 | 32.43 | 217 | 43 | 146 |
| 8 Dec | 5323.00 | 112 | -0.7 | 30.91 | 134 | 8 | 103 |
| 5 Dec | 5423.00 | 102 | 0.7 | 32.34 | 40 | 21 | 95 |
| 4 Dec | 5381.00 | 119 | 1.5 | 32.67 | 91 | 57 | 74 |
| 3 Dec | 5358.00 | 124 | -27.8 | 32.25 | 12 | 1 | 17 |
| 2 Dec | 5313.00 | 142 | -4.5 | 32.64 | 4 | 2 | 16 |
| 1 Dec | 5328.00 | 151.2 | 75.4 | 34.08 | 9 | 14 | 14 |
| 27 Nov | 5292.00 | 209.4 | 0 | - | 5 | 5 | 0 |
| 26 Nov | 5200.00 | 209.4 | 0 | 33.93 | 5 | 5 | 8 |
| 24 Nov | 5235.00 | 201 | 0.5 | - | 2 | 2 | 0 |
| 21 Nov | 5199.00 | 201 | 79.6 | 31.15 | 2 | 2 | 2 |
For Crude Oil - strike price 5100 expiring on 14JAN2026
Delta for 5100 PE is -0.51
Historical price for 5100 PE is as follows
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 206.5, which was -1.2 lower than the previous day. The implied volatity was 33.39, the open interest changed by 4469 which increased total open position to 5409
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 164, which was -0.3 lower than the previous day. The implied volatity was 32.77, the open interest changed by 303 which increased total open position to 940
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 132.3, which was -0.7 lower than the previous day. The implied volatity was 30.99, the open interest changed by 266 which increased total open position to 637
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 151, which was -2.1 lower than the previous day. The implied volatity was 31.12, the open interest changed by 187 which increased total open position to 371
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 124, which was -8.7 lower than the previous day. The implied volatity was 30.11, the open interest changed by 38 which increased total open position to 184
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 137, which was 0.1 higher than the previous day. The implied volatity was 32.43, the open interest changed by 43 which increased total open position to 146
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 112, which was -0.7 lower than the previous day. The implied volatity was 30.91, the open interest changed by 8 which increased total open position to 103
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 102, which was 0.7 higher than the previous day. The implied volatity was 32.34, the open interest changed by 21 which increased total open position to 95
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 119, which was 1.5 higher than the previous day. The implied volatity was 32.67, the open interest changed by 57 which increased total open position to 74
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 124, which was -27.8 lower than the previous day. The implied volatity was 32.25, the open interest changed by 1 which increased total open position to 17
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 142, which was -4.5 lower than the previous day. The implied volatity was 32.64, the open interest changed by 2 which increased total open position to 16
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 151.2, which was 75.4 higher than the previous day. The implied volatity was 34.08, the open interest changed by 14 which increased total open position to 14
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 209.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 209.4, which was 0 lower than the previous day. The implied volatity was 33.93, the open interest changed by 5 which increased total open position to 8
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 201, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 201, which was 79.6 higher than the previous day. The implied volatity was 31.15, the open interest changed by 2 which increased total open position to 2































































































































































































































