[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5060 -82.00 (-1.59%)
L: 5006 H: 5154

Back to Option Chain


Historical option data for CRUDEOIL

16 Dec 2025 11:58 PM IST
CRUDEOIL 14-JAN-2026 5150 CE
Delta: 0.45
Vega: 5.68
Theta: -3.16
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 5060.00 150.5 -0.7 32.49 9,458 1,765 1,828
15 Dec 5146.00 198.5 0.8 32.61 984 57 63
12 Dec 5228.00 247.4 -1.4 32.25 6 4 6
11 Dec 5182.00 220 -8.2 30.96 15 2 2
10 Dec 5250.00 261.9 0 31.45 1 1 0
9 Dec 5255.00 209.4 -44.9 21.59 2 1 1
8 Dec 5323.00 789.9 0 - 1 1 0
5 Dec 5423.00 789.9 0 - 1 1 0
4 Dec 5381.00 789.9 0 - 1 1 0
3 Dec 5358.00 789.9 0 - 1 1 0
2 Dec 5313.00 789.9 0 - 1 1 0
1 Dec 5328.00 789.9 0 - 1 1 0
27 Nov 5292.00 789.9 0 - 1 1 0
26 Nov 5200.00 789.9 0 - 1 1 0
25 Nov 5163.00 789.9 571.2 103.34 1 1 1
24 Nov 5235.00 0 0 - 0 0 0
21 Nov 5199.00 0 0 - 0 0 0


For Crude Oil - strike price 5150 expiring on 14JAN2026

Delta for 5150 CE is 0.45

Historical price for 5150 CE is as follows

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 150.5, which was -0.7 lower than the previous day. The implied volatity was 32.49, the open interest changed by 1765 which increased total open position to 1828


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 198.5, which was 0.8 higher than the previous day. The implied volatity was 32.61, the open interest changed by 57 which increased total open position to 63


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 247.4, which was -1.4 lower than the previous day. The implied volatity was 32.25, the open interest changed by 4 which increased total open position to 6


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 220, which was -8.2 lower than the previous day. The implied volatity was 30.96, the open interest changed by 2 which increased total open position to 2


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 261.9, which was 0 lower than the previous day. The implied volatity was 31.45, the open interest changed by 1 which increased total open position to 0


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 209.4, which was -44.9 lower than the previous day. The implied volatity was 21.59, the open interest changed by 1 which increased total open position to 1


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 789.9, 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 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 789.9, 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 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 789.9, 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 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 789.9, 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 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 789.9, 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 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 789.9, 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 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 789.9, 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 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 789.9, 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 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 789.9, which was 571.2 higher than the previous day. The implied volatity was 103.34, the open interest changed by 1 which increased total open position to 1


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 5150 PE
Delta: -0.55
Vega: 5.68
Theta: -3.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 5060.00 230 -6 32.57 5,712 91 123
15 Dec 5146.00 188.4 1.7 32.76 677 32 32
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
26 Nov 5200.00 0 0 - 0 0 0
25 Nov 5163.00 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 5150 expiring on 14JAN2026

Delta for 5150 PE is -0.55

Historical price for 5150 PE is as follows

On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 230, which was -6 lower than the previous day. The implied volatity was 32.57, the open interest changed by 91 which increased total open position to 123


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 188.4, which was 1.7 higher than the previous day. The implied volatity was 32.76, the open interest changed by 32 which increased total open position to 32


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 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 25 Nov CRUDEOIL was trading at 5163.00. 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