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CRUDEOIL

Crude Oil
5109 +38.00 (0.75%)
L: 5095 H: 5110

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Historical option data for CRUDEOIL

17 Dec 2025 09:07 AM IST
CRUDEOIL 14-JAN-2026 5250 CE
Delta: 0.41
Vega: 5.58
Theta: -3.16
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5108.00 130.4 16.9 32.61 666 -135 2,270
16 Dec 5060.00 114.7 1.2 32.80 6,320 1,205 2,405
15 Dec 5146.00 149.4 0.3 31.90 5,514 821 1,200
12 Dec 5228.00 182 -2 29.94 1,644 184 379
11 Dec 5182.00 176.8 1.6 31.70 663 166 195
10 Dec 5250.00 200.7 -1.5 30.13 55 28 29
9 Dec 5255.00 224.5 0 32.44 1 1 1
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
28 Nov 5326.00 0 0 - 0 0 0
27 Nov 5292.00 0 0 - 0 0 0
26 Nov 5200.00 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 5250 expiring on 14JAN2026

Delta for 5250 CE is 0.41

Historical price for 5250 CE is as follows

On 17 Dec CRUDEOIL was trading at 5108.00. The strike last trading price was 130.4, which was 16.9 higher than the previous day. The implied volatity was 32.61, the open interest changed by -135 which decreased total open position to 2270


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 114.7, which was 1.2 higher than the previous day. The implied volatity was 32.80, the open interest changed by 1205 which increased total open position to 2405


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 149.4, which was 0.3 higher than the previous day. The implied volatity was 31.90, the open interest changed by 821 which increased total open position to 1200


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 182, which was -2 lower than the previous day. The implied volatity was 29.94, the open interest changed by 184 which increased total open position to 379


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 176.8, which was 1.6 higher than the previous day. The implied volatity was 31.70, the open interest changed by 166 which increased total open position to 195


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 200.7, which was -1.5 lower than the previous day. The implied volatity was 30.13, the open interest changed by 28 which increased total open position to 29


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 224.5, which was 0 lower than the previous day. The implied volatity was 32.44, 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 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 28 Nov CRUDEOIL was trading at 5326.00. 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 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 5250 PE
Delta: -0.59
Vega: 5.59
Theta: -3.20
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5108.00 265.8 -30.2 33.04 109 86 222
16 Dec 5060.00 293.4 -2.6 32.74 881 -27 136
15 Dec 5146.00 243 0.6 32.69 1,468 133 163
12 Dec 5228.00 199.4 -1.1 30.48 312 26 30
11 Dec 5182.00 221.7 -2.2 30.42 73 4 4
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
28 Nov 5326.00 0 0 - 0 0 0
27 Nov 5292.00 0 0 - 0 0 0
26 Nov 5200.00 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 5250 expiring on 14JAN2026

Delta for 5250 PE is -0.59

Historical price for 5250 PE is as follows

On 17 Dec CRUDEOIL was trading at 5108.00. The strike last trading price was 265.8, which was -30.2 lower than the previous day. The implied volatity was 33.04, the open interest changed by 86 which increased total open position to 222


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 293.4, which was -2.6 lower than the previous day. The implied volatity was 32.74, the open interest changed by -27 which decreased total open position to 136


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 243, which was 0.6 higher than the previous day. The implied volatity was 32.69, the open interest changed by 133 which increased total open position to 163


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 199.4, which was -1.1 lower than the previous day. The implied volatity was 30.48, the open interest changed by 26 which increased total open position to 30


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 221.7, which was -2.2 lower than the previous day. The implied volatity was 30.42, the open interest changed by 4 which increased total open position to 4


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 28 Nov CRUDEOIL was trading at 5326.00. 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 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