[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5132 +61.00 (1.20%)
L: 5030 H: 5135

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Historical option data for CRUDEOIL

17 Dec 2025 04:26 PM IST
CRUDEOIL 14-JAN-2026 5200 CE
Delta: 0.47
Vega: 5.73
Theta: -3.19
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5135.00 158.2 28.7 31.80 30,080 -241 11,824
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
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 0.47

Historical price for 5200 CE is as follows

On 17 Dec CRUDEOIL was trading at 5135.00. The strike last trading price was 158.2, which was 28.7 higher than the previous day. The implied volatity was 31.80, the open interest changed by -241 which decreased total open position to 11824


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
Delta: -0.53
Vega: 5.73
Theta: -3.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5135.00 218.5 -46.2 33.08 10,288 1,226 5,905
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 -0.53

Historical price for 5200 PE is as follows

On 17 Dec CRUDEOIL was trading at 5135.00. The strike last trading price was 218.5, which was -46.2 lower than the previous day. The implied volatity was 33.08, the open interest changed by 1226 which increased total open position to 5905


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