[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5256 +14.00 (0.27%)
L: 5253 H: 5283

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Historical option data for CRUDEOIL

11 Dec 2025 12:52 PM IST
CRUDEOIL 16-DEC-2025 5250 CE
Delta: 0.52
Vega: 2.62
Theta: -6.51
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 5254.00 76.2 0.1 28.35 18,078 -2,196 7,308
10 Dec 5250.00 80 3.9 29.24 3,12,341 1,033 9,504
9 Dec 5255.00 88.6 1.7 29.19 1,22,025 6,520 8,471
8 Dec 5323.00 138 -8.5 30.69 27,393 1,226 1,951
5 Dec 5423.00 212 -9.2 27.66 24,236 -949 725
4 Dec 5381.00 192 -1.5 29.58 42,669 -639 1,674
3 Dec 5358.00 188 14.8 31.46 33,004 -3,375 2,297
2 Dec 5313.00 177 -10.2 34.45 46,356 3,902 5,671
1 Dec 5328.00 188 -9.4 33.66 43,744 370 1,788
28 Nov 5326.00 198.1 14.2 33.22 41,480 -1,237 1,427
27 Nov 5292.00 185.4 42.3 34.01 64,463 -3,428 2,697
26 Nov 5200.00 143.7 -1.4 34.14 57,837 -1,202 6,149
25 Nov 5163.00 142.4 -27.9 36.63 99,395 4,144 8,888
24 Nov 5235.00 169.8 6 34.42 59,690 -425 5,757
21 Nov 5199.00 165.6 -24.5 34.85 90,236 2,919 6,776
20 Nov 5259.00 189.5 0.7 32.91 51,007 240 5,268
19 Nov 5242.00 188.9 -65 32.47 58,783 5,345 5,823
18 Nov 5345.00 238.8 8.6 31.17 25,432 492 901
17 Nov 5321.00 229.7 -24.6 31.01 5,252 236 410
14 Nov 5342.00 249.6 46.2 31.61 1,378 -125 187
13 Nov 5231.00 203.9 -0.4 32.60 1,376 217 297
12 Nov 5203.00 207.8 -38.1 34.16 242 18 18
11 Nov 5400.00 245.5 0 - 1 1 0
10 Nov 5328.00 245.5 0 - 1 1 0
7 Nov 5287.00 245.5 -12.1 31.43 1 1 0
6 Nov 5269.00 257.6 54.9 34.52 1 1 1
5 Nov 5310.00 0 0 - 0 0 0
4 Nov 5399.00 0 0 - 0 0 0
3 Nov 5450.00 0 0 - 0 0 0
31 Oct 5422.00 0 0 - 0 0 0
30 Oct 5395.00 0 0 - 0 0 0
29 Oct 5377.00 0 0 - 0 0 0
28 Oct 5333.00 0 0 - 0 0 0
23 Oct 5427.00 0 0 - 0 0 0
20 Oct 5036.00 0 0 - 0 0 0
17 Oct 5060.00 0 0 - 0 0 0
16 Oct 5065.00 0 0 - 0 0 0


For Crude Oil - strike price 5250 expiring on 16DEC2025

Delta for 5250 CE is 0.52

Historical price for 5250 CE is as follows

On 11 Dec CRUDEOIL was trading at 5254.00. The strike last trading price was 76.2, which was 0.1 higher than the previous day. The implied volatity was 28.35, the open interest changed by -2196 which decreased total open position to 7308


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 80, which was 3.9 higher than the previous day. The implied volatity was 29.24, the open interest changed by 1033 which increased total open position to 9504


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 88.6, which was 1.7 higher than the previous day. The implied volatity was 29.19, the open interest changed by 6520 which increased total open position to 8471


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 138, which was -8.5 lower than the previous day. The implied volatity was 30.69, the open interest changed by 1226 which increased total open position to 1951


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 212, which was -9.2 lower than the previous day. The implied volatity was 27.66, the open interest changed by -949 which decreased total open position to 725


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 192, which was -1.5 lower than the previous day. The implied volatity was 29.58, the open interest changed by -639 which decreased total open position to 1674


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 188, which was 14.8 higher than the previous day. The implied volatity was 31.46, the open interest changed by -3375 which decreased total open position to 2297


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 177, which was -10.2 lower than the previous day. The implied volatity was 34.45, the open interest changed by 3902 which increased total open position to 5671


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 188, which was -9.4 lower than the previous day. The implied volatity was 33.66, the open interest changed by 370 which increased total open position to 1788


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 198.1, which was 14.2 higher than the previous day. The implied volatity was 33.22, the open interest changed by -1237 which decreased total open position to 1427


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 185.4, which was 42.3 higher than the previous day. The implied volatity was 34.01, the open interest changed by -3428 which decreased total open position to 2697


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 143.7, which was -1.4 lower than the previous day. The implied volatity was 34.14, the open interest changed by -1202 which decreased total open position to 6149


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 142.4, which was -27.9 lower than the previous day. The implied volatity was 36.63, the open interest changed by 4144 which increased total open position to 8888


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 169.8, which was 6 higher than the previous day. The implied volatity was 34.42, the open interest changed by -425 which decreased total open position to 5757


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 165.6, which was -24.5 lower than the previous day. The implied volatity was 34.85, the open interest changed by 2919 which increased total open position to 6776


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 189.5, which was 0.7 higher than the previous day. The implied volatity was 32.91, the open interest changed by 240 which increased total open position to 5268


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 188.9, which was -65 lower than the previous day. The implied volatity was 32.47, the open interest changed by 5345 which increased total open position to 5823


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 238.8, which was 8.6 higher than the previous day. The implied volatity was 31.17, the open interest changed by 492 which increased total open position to 901


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 229.7, which was -24.6 lower than the previous day. The implied volatity was 31.01, the open interest changed by 236 which increased total open position to 410


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 249.6, which was 46.2 higher than the previous day. The implied volatity was 31.61, the open interest changed by -125 which decreased total open position to 187


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 203.9, which was -0.4 lower than the previous day. The implied volatity was 32.60, the open interest changed by 217 which increased total open position to 297


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 207.8, which was -38.1 lower than the previous day. The implied volatity was 34.16, the open interest changed by 18 which increased total open position to 18


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 245.5, 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 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 245.5, 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 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 245.5, which was -12.1 lower than the previous day. The implied volatity was 31.43, the open interest changed by 1 which increased total open position to 0


On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 257.6, which was 54.9 higher than the previous day. The implied volatity was 34.52, the open interest changed by 1 which increased total open position to 1


On 5 Nov CRUDEOIL was trading at 5310.00. 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 Nov CRUDEOIL was trading at 5399.00. 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 Nov CRUDEOIL was trading at 5450.00. 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 31 Oct CRUDEOIL was trading at 5422.00. 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 30 Oct CRUDEOIL was trading at 5395.00. 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 29 Oct CRUDEOIL was trading at 5377.00. 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 28 Oct CRUDEOIL was trading at 5333.00. 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 23 Oct CRUDEOIL was trading at 5427.00. 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 20 Oct CRUDEOIL was trading at 5036.00. 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 17 Oct CRUDEOIL was trading at 5060.00. 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 16 Oct CRUDEOIL was trading at 5065.00. 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 16DEC2025 5250 PE
Delta: -0.48
Vega: 2.62
Theta: -6.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
11 Dec 5254.00 69 -16.3 27.13 15,828 1,605 5,638
10 Dec 5250.00 78.5 -6.8 28.69 2,73,739 13 4,033
9 Dec 5255.00 83.3 -6.7 29.09 1,79,698 171 4,020
8 Dec 5323.00 66.4 2.6 31.15 94,465 -1,751 3,849
5 Dec 5423.00 47.8 0 30.54 54,254 -1,730 5,600
4 Dec 5381.00 65.1 0 30.75 74,112 -1,703 7,330
3 Dec 5358.00 83.5 -33.8 32.38 77,618 2,823 9,026
2 Dec 5313.00 117 -0.2 35.18 77,401 530 6,205
1 Dec 5328.00 113.3 -15 34.69 72,165 -1,666 5,686
28 Nov 5326.00 124.8 -23.4 34.02 63,944 937 7,384
27 Nov 5292.00 147.9 -52.3 34.73 71,502 5,498 6,504
26 Nov 5200.00 192.8 -35.3 33.96 24,356 269 1,023
25 Nov 5163.00 231.1 42.9 36.57 46,064 -677 867
24 Nov 5235.00 188.8 -31.4 35.01 23,439 1,298 2,150
21 Nov 5199.00 219.7 41.6 35.05 51,228 -808 1,205
20 Nov 5259.00 179.1 -7.5 32.66 50,447 876 2,647
19 Nov 5242.00 183.8 49 32.63 68,585 498 2,395
18 Nov 5345.00 141.5 -11.3 31.99 34,196 1,016 2,082
17 Nov 5321.00 152.8 -7.5 32.05 6,530 939 1,148
14 Nov 5342.00 160 -47.8 32.49 1,171 125 232
13 Nov 5231.00 209.1 -27.2 32.79 318 78 92
12 Nov 5203.00 225.4 77.3 33.47 79 4 7
11 Nov 5400.00 143 35.3 32.62 7 3 3
10 Nov 5328.00 260 0 - 1 2 0
7 Nov 5287.00 260 0 - 1 2 0
6 Nov 5269.00 260 117.9 39.61 1 2 2
5 Nov 5310.00 157.6 0 - 1 -1 0
4 Nov 5399.00 157.6 0 - 1 -1 0
3 Nov 5450.00 157.6 0 32.92 1 -1 1
31 Oct 5422.00 157.6 17.5 30.14 1 1 2
30 Oct 5395.00 25.1 -131.9 - 2 1 1
29 Oct 5377.00 25.1 -131.9 - 2 1 0
28 Oct 5333.00 25.1 -131.9 - 2 1 1
23 Oct 5427.00 25.1 -211.9 9.88 2 1 1
20 Oct 5036.00 0 0 - 0 0 0
17 Oct 5060.00 0 0 - 0 0 0
16 Oct 5065.00 0 0 - 0 0 0


For Crude Oil - strike price 5250 expiring on 16DEC2025

Delta for 5250 PE is -0.48

Historical price for 5250 PE is as follows

On 11 Dec CRUDEOIL was trading at 5254.00. The strike last trading price was 69, which was -16.3 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1605 which increased total open position to 5638


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 78.5, which was -6.8 lower than the previous day. The implied volatity was 28.69, the open interest changed by 13 which increased total open position to 4033


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 83.3, which was -6.7 lower than the previous day. The implied volatity was 29.09, the open interest changed by 171 which increased total open position to 4020


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 66.4, which was 2.6 higher than the previous day. The implied volatity was 31.15, the open interest changed by -1751 which decreased total open position to 3849


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 47.8, which was 0 lower than the previous day. The implied volatity was 30.54, the open interest changed by -1730 which decreased total open position to 5600


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 65.1, which was 0 lower than the previous day. The implied volatity was 30.75, the open interest changed by -1703 which decreased total open position to 7330


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 83.5, which was -33.8 lower than the previous day. The implied volatity was 32.38, the open interest changed by 2823 which increased total open position to 9026


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 117, which was -0.2 lower than the previous day. The implied volatity was 35.18, the open interest changed by 530 which increased total open position to 6205


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 113.3, which was -15 lower than the previous day. The implied volatity was 34.69, the open interest changed by -1666 which decreased total open position to 5686


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 124.8, which was -23.4 lower than the previous day. The implied volatity was 34.02, the open interest changed by 937 which increased total open position to 7384


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 147.9, which was -52.3 lower than the previous day. The implied volatity was 34.73, the open interest changed by 5498 which increased total open position to 6504


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 192.8, which was -35.3 lower than the previous day. The implied volatity was 33.96, the open interest changed by 269 which increased total open position to 1023


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 231.1, which was 42.9 higher than the previous day. The implied volatity was 36.57, the open interest changed by -677 which decreased total open position to 867


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 188.8, which was -31.4 lower than the previous day. The implied volatity was 35.01, the open interest changed by 1298 which increased total open position to 2150


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 219.7, which was 41.6 higher than the previous day. The implied volatity was 35.05, the open interest changed by -808 which decreased total open position to 1205


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 179.1, which was -7.5 lower than the previous day. The implied volatity was 32.66, the open interest changed by 876 which increased total open position to 2647


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 183.8, which was 49 higher than the previous day. The implied volatity was 32.63, the open interest changed by 498 which increased total open position to 2395


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 141.5, which was -11.3 lower than the previous day. The implied volatity was 31.99, the open interest changed by 1016 which increased total open position to 2082


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 152.8, which was -7.5 lower than the previous day. The implied volatity was 32.05, the open interest changed by 939 which increased total open position to 1148


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 160, which was -47.8 lower than the previous day. The implied volatity was 32.49, the open interest changed by 125 which increased total open position to 232


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 209.1, which was -27.2 lower than the previous day. The implied volatity was 32.79, the open interest changed by 78 which increased total open position to 92


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 225.4, which was 77.3 higher than the previous day. The implied volatity was 33.47, the open interest changed by 4 which increased total open position to 7


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 143, which was 35.3 higher than the previous day. The implied volatity was 32.62, the open interest changed by 3 which increased total open position to 3


On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 260, 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 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 260, 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 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 260, which was 117.9 higher than the previous day. The implied volatity was 39.61, the open interest changed by 2 which increased total open position to 2


On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 157.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 157.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 157.6, which was 0 lower than the previous day. The implied volatity was 32.92, the open interest changed by -1 which decreased total open position to 1


On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 157.6, which was 17.5 higher than the previous day. The implied volatity was 30.14, the open interest changed by 1 which increased total open position to 2


On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 25.1, which was -131.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 25.1, which was -131.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 25.1, which was -131.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 25.1, which was -211.9 lower than the previous day. The implied volatity was 9.88, the open interest changed by 1 which increased total open position to 1


On 20 Oct CRUDEOIL was trading at 5036.00. 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 17 Oct CRUDEOIL was trading at 5060.00. 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 16 Oct CRUDEOIL was trading at 5065.00. 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