CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
16 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 5200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 5.58
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 5060.00 | 130.4 | 0.9 | 32.42 | 35,367 | 7,620 | 12,065 | |||||||||
| 15 Dec | 5146.00 | 169 | -1.4 | 31.60 | 18,047 | 2,534 | 4,445 | |||||||||
| 12 Dec | 5228.00 | 205.6 | -1.5 | 29.79 | 6,305 | 711 | 1,911 | |||||||||
| 11 Dec | 5182.00 | 194.9 | 1.1 | 30.93 | 3,913 | 531 | 1,200 | |||||||||
| 10 Dec | 5250.00 | 226.9 | -0.3 | 30.25 | 1,680 | 376 | 669 | |||||||||
| 9 Dec | 5255.00 | 235.3 | -1.7 | 30.16 | 663 | 263 | 293 | |||||||||
| 8 Dec | 5323.00 | 290 | -3.4 | 33.11 | 28 | 11 | 30 | |||||||||
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| 5 Dec | 5423.00 | 327 | 4.3 | 28.79 | 5 | 1 | 19 | |||||||||
| 4 Dec | 5381.00 | 312.5 | 8.8 | 30.64 | 4 | 1 | 18 | |||||||||
| 3 Dec | 5358.00 | 303.7 | 4.4 | 30.56 | 17 | -3 | 17 | |||||||||
| 2 Dec | 5313.00 | 307 | -11.5 | 34.16 | 7 | -1 | 20 | |||||||||
| 1 Dec | 5328.00 | 319.9 | -16.2 | 34.82 | 12 | 6 | 21 | |||||||||
| 28 Nov | 5326.00 | 305 | 5 | 31.60 | 13 | 15 | 15 | |||||||||
| 27 Nov | 5292.00 | 300 | 17.7 | 33.59 | 1 | -2 | 0 | |||||||||
| 26 Nov | 5200.00 | 280 | 21.6 | 36.85 | 10 | -2 | 4 | |||||||||
| 25 Nov | 5163.00 | 257 | 64.8 | 35.96 | 10 | 5 | 5 | |||||||||
| 24 Nov | 5235.00 | 198.3 | 0 | - | 2 | 2 | 0 | |||||||||
| 21 Nov | 5199.00 | 198.3 | -106 | 25.00 | 2 | 2 | 3 | |||||||||
For Crude Oil - strike price 5200 expiring on 14JAN2026
Delta for 5200 CE is 0.41
Historical price for 5200 CE is as follows
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 130.4, which was 0.9 higher than the previous day. The implied volatity was 32.42, the open interest changed by 7620 which increased total open position to 12065
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 169, which was -1.4 lower than the previous day. The implied volatity was 31.60, the open interest changed by 2534 which increased total open position to 4445
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 205.6, which was -1.5 lower than the previous day. The implied volatity was 29.79, the open interest changed by 711 which increased total open position to 1911
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 194.9, which was 1.1 higher than the previous day. The implied volatity was 30.93, the open interest changed by 531 which increased total open position to 1200
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 226.9, which was -0.3 lower than the previous day. The implied volatity was 30.25, the open interest changed by 376 which increased total open position to 669
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 235.3, which was -1.7 lower than the previous day. The implied volatity was 30.16, the open interest changed by 263 which increased total open position to 293
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 290, which was -3.4 lower than the previous day. The implied volatity was 33.11, the open interest changed by 11 which increased total open position to 30
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 327, which was 4.3 higher than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 19
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 312.5, which was 8.8 higher than the previous day. The implied volatity was 30.64, the open interest changed by 1 which increased total open position to 18
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 303.7, which was 4.4 higher than the previous day. The implied volatity was 30.56, the open interest changed by -3 which decreased total open position to 17
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 307, which was -11.5 lower than the previous day. The implied volatity was 34.16, the open interest changed by -1 which decreased total open position to 20
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 319.9, which was -16.2 lower than the previous day. The implied volatity was 34.82, the open interest changed by 6 which increased total open position to 21
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 305, which was 5 higher than the previous day. The implied volatity was 31.60, the open interest changed by 15 which increased total open position to 15
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 300, which was 17.7 higher than the previous day. The implied volatity was 33.59, the open interest changed by -2 which decreased total open position to 0
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 280, which was 21.6 higher than the previous day. The implied volatity was 36.85, the open interest changed by -2 which decreased total open position to 4
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 257, which was 64.8 higher than the previous day. The implied volatity was 35.96, the open interest changed by 5 which increased total open position to 5
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 198.3, which was 0 lower 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 198.3, which was -106 lower than the previous day. The implied volatity was 25.00, the open interest changed by 2 which increased total open position to 3
| CRUDEOIL 14JAN2026 5200 PE | |||||||
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Delta: -0.59
Vega: 5.57
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 5060.00 | 256.4 | -8.3 | 31.88 | 12,835 | 2,211 | 4,679 |
| 15 Dec | 5146.00 | 212 | -2.1 | 32.27 | 10,323 | 1,242 | 2,468 |
| 12 Dec | 5228.00 | 172 | -1.8 | 30.17 | 4,726 | 259 | 1,226 |
| 11 Dec | 5182.00 | 202.1 | 1.1 | 31.60 | 2,762 | 377 | 967 |
| 10 Dec | 5250.00 | 177.8 | 3.4 | 31.79 | 1,217 | 279 | 590 |
| 9 Dec | 5255.00 | 174.7 | -5.5 | 31.60 | 746 | 206 | 311 |
| 8 Dec | 5323.00 | 149 | 1.5 | 30.66 | 173 | 71 | 105 |
| 5 Dec | 5423.00 | 125 | -8.7 | 30.65 | 24 | 12 | 34 |
| 4 Dec | 5381.00 | 180.6 | 2.8 | 36.25 | 2 | 1 | 22 |
| 3 Dec | 5358.00 | 175 | -34.1 | 34.08 | 9 | 2 | 21 |
| 2 Dec | 5313.00 | 200.8 | 0.3 | 35.12 | 13 | 13 | 19 |
| 1 Dec | 5328.00 | 186.6 | -45.6 | 33.24 | 3 | 1 | 6 |
| 28 Nov | 5326.00 | 232.2 | 13.3 | 38.38 | 3 | -1 | 5 |
| 27 Nov | 5292.00 | 218.9 | 49.6 | 34.11 | 1 | 6 | 6 |
| 26 Nov | 5200.00 | 276.5 | -2.8 | - | 4 | 5 | 0 |
| 25 Nov | 5163.00 | 276.5 | 116.1 | 33.54 | 4 | 5 | 5 |
| 24 Nov | 5235.00 | 272.5 | 23.7 | - | 5 | 2 | 0 |
| 21 Nov | 5199.00 | 272.5 | 108.3 | 33.92 | 5 | 2 | 2 |
For Crude Oil - strike price 5200 expiring on 14JAN2026
Delta for 5200 PE is -0.59
Historical price for 5200 PE is as follows
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 256.4, which was -8.3 lower than the previous day. The implied volatity was 31.88, the open interest changed by 2211 which increased total open position to 4679
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 212, which was -2.1 lower than the previous day. The implied volatity was 32.27, the open interest changed by 1242 which increased total open position to 2468
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 172, which was -1.8 lower than the previous day. The implied volatity was 30.17, the open interest changed by 259 which increased total open position to 1226
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 202.1, which was 1.1 higher than the previous day. The implied volatity was 31.60, the open interest changed by 377 which increased total open position to 967
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 177.8, which was 3.4 higher than the previous day. The implied volatity was 31.79, the open interest changed by 279 which increased total open position to 590
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 174.7, which was -5.5 lower than the previous day. The implied volatity was 31.60, the open interest changed by 206 which increased total open position to 311
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 149, which was 1.5 higher than the previous day. The implied volatity was 30.66, the open interest changed by 71 which increased total open position to 105
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 125, which was -8.7 lower than the previous day. The implied volatity was 30.65, the open interest changed by 12 which increased total open position to 34
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 180.6, which was 2.8 higher than the previous day. The implied volatity was 36.25, the open interest changed by 1 which increased total open position to 22
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 175, which was -34.1 lower than the previous day. The implied volatity was 34.08, the open interest changed by 2 which increased total open position to 21
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 200.8, which was 0.3 higher than the previous day. The implied volatity was 35.12, the open interest changed by 13 which increased total open position to 19
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 186.6, which was -45.6 lower than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 6
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 232.2, which was 13.3 higher than the previous day. The implied volatity was 38.38, the open interest changed by -1 which decreased total open position to 5
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 218.9, which was 49.6 higher than the previous day. The implied volatity was 34.11, the open interest changed by 6 which increased total open position to 6
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 276.5, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 276.5, which was 116.1 higher than the previous day. The implied volatity was 33.54, the open interest changed by 5 which increased total open position to 5
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 272.5, which was 23.7 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 272.5, which was 108.3 higher than the previous day. The implied volatity was 33.92, the open interest changed by 2 which increased total open position to 2































































































































































































































