CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 5150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 5.66
Theta: -3.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5087.00 | 165 | 2.5 | 32.65 | 64,972 | 4,121 | 5,949 | |||||||||
| 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 | |||||||||
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| 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 0.48
Historical price for 5150 CE is as follows
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 165, which was 2.5 higher than the previous day. The implied volatity was 32.65, the open interest changed by 4121 which increased total open position to 5949
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 | |||||||
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Delta: -0.52
Vega: 5.66
Theta: -3.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5087.00 | 211.2 | -2.3 | 33.21 | 47,014 | 2,249 | 2,372 |
| 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 -0.52
Historical price for 5150 PE is as follows
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 211.2, which was -2.3 lower than the previous day. The implied volatity was 33.21, the open interest changed by 2249 which increased total open position to 2372
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































































































































































































































