CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
09 Dec 2025 12:11 PM IST
| CRUDEOIL 16-DEC-2025 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 3.07
Theta: -6.21
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 5288.00 | 90.1 | -24.8 | 31.25 | 14,166 | 768 | 16,716 | |||||||||
| 8 Dec | 5323.00 | 106 | -8.9 | 29.56 | 1,40,913 | 5,541 | 15,948 | |||||||||
| 5 Dec | 5423.00 | 175.3 | -8 | 27.26 | 1,12,690 | -2,034 | 10,407 | |||||||||
| 4 Dec | 5381.00 | 161 | -0.4 | 29.76 | 1,97,073 | -3,482 | 12,441 | |||||||||
| 3 Dec | 5358.00 | 156.8 | 10.9 | 31.05 | 1,53,798 | -11,418 | 15,854 | |||||||||
| 2 Dec | 5313.00 | 150.4 | -9.1 | 34.41 | 2,24,174 | 13,750 | 27,315 | |||||||||
| 1 Dec | 5328.00 | 161 | -9.4 | 33.72 | 2,02,834 | -803 | 13,711 | |||||||||
| 28 Nov | 5326.00 | 171 | 13.6 | 33.17 | 1,47,152 | -727 | 14,584 | |||||||||
| 27 Nov | 5292.00 | 159.2 | 38 | 33.76 | 1,17,889 | -5,415 | 15,366 | |||||||||
| 26 Nov | 5200.00 | 121.5 | -2.3 | 33.83 | 82,468 | -1,641 | 20,881 | |||||||||
| 25 Nov | 5163.00 | 122 | -24.9 | 36.39 | 1,21,741 | 6,760 | 24,115 | |||||||||
| 24 Nov | 5235.00 | 146.9 | 4.9 | 34.31 | 91,465 | -1,191 | 18,545 | |||||||||
| 21 Nov | 5199.00 | 144.4 | -20.8 | 34.79 | 1,57,109 | 1,675 | 21,209 | |||||||||
| 20 Nov | 5259.00 | 164.5 | -0.8 | 32.63 | 2,03,019 | 3,991 | 23,636 | |||||||||
| 19 Nov | 5242.00 | 166.9 | -57.2 | 32.70 | 1,64,256 | 13,697 | 20,833 | |||||||||
|
|
||||||||||||||||
| 18 Nov | 5345.00 | 211.2 | 7.2 | 31.14 | 1,46,565 | 4,562 | 10,063 | |||||||||
| 17 Nov | 5321.00 | 203.6 | -20.8 | 31.09 | 41,878 | 3,194 | 5,958 | |||||||||
| 14 Nov | 5342.00 | 224 | 44.2 | 31.81 | 13,123 | -608 | 2,809 | |||||||||
| 13 Nov | 5231.00 | 179.8 | -0.9 | 32.41 | 6,029 | 1,516 | 3,441 | |||||||||
| 12 Nov | 5203.00 | 180.2 | -90 | 33.32 | 5,361 | 1,284 | 1,829 | |||||||||
| 11 Nov | 5400.00 | 267.4 | 34.5 | 30.84 | 1,579 | 67 | 548 | |||||||||
| 10 Nov | 5328.00 | 233.4 | 9.5 | 31.66 | 1,171 | 138 | 484 | |||||||||
| 7 Nov | 5287.00 | 221.2 | 2.2 | 31.54 | 1,150 | 257 | 350 | |||||||||
| 6 Nov | 5269.00 | 222.4 | -39.2 | 32.94 | 162 | 89 | 96 | |||||||||
| 5 Nov | 5310.00 | 255 | 27 | 34.85 | 8 | 6 | 6 | |||||||||
| 4 Nov | 5399.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 3 Nov | 5450.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 31 Oct | 5422.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 30 Oct | 5395.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 29 Oct | 5377.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 28 Oct | 5333.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 27 Oct | 5445.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 23 Oct | 5427.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 20 Oct | 5036.00 | 138 | 0.2 | - | 2 | 1 | 0 | |||||||||
| 17 Oct | 5060.00 | 138 | 18.1 | 28.31 | 2 | 1 | 1 | |||||||||
| 16 Oct | 5065.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5300 expiring on 16DEC2025
Delta for 5300 CE is 0.49
Historical price for 5300 CE is as follows
On 9 Dec CRUDEOIL was trading at 5288.00. The strike last trading price was 90.1, which was -24.8 lower than the previous day. The implied volatity was 31.25, the open interest changed by 768 which increased total open position to 16716
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 106, which was -8.9 lower than the previous day. The implied volatity was 29.56, the open interest changed by 5541 which increased total open position to 15948
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 175.3, which was -8 lower than the previous day. The implied volatity was 27.26, the open interest changed by -2034 which decreased total open position to 10407
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 161, which was -0.4 lower than the previous day. The implied volatity was 29.76, the open interest changed by -3482 which decreased total open position to 12441
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 156.8, which was 10.9 higher than the previous day. The implied volatity was 31.05, the open interest changed by -11418 which decreased total open position to 15854
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 150.4, which was -9.1 lower than the previous day. The implied volatity was 34.41, the open interest changed by 13750 which increased total open position to 27315
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 161, which was -9.4 lower than the previous day. The implied volatity was 33.72, the open interest changed by -803 which decreased total open position to 13711
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 171, which was 13.6 higher than the previous day. The implied volatity was 33.17, the open interest changed by -727 which decreased total open position to 14584
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 159.2, which was 38 higher than the previous day. The implied volatity was 33.76, the open interest changed by -5415 which decreased total open position to 15366
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 121.5, which was -2.3 lower than the previous day. The implied volatity was 33.83, the open interest changed by -1641 which decreased total open position to 20881
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 122, which was -24.9 lower than the previous day. The implied volatity was 36.39, the open interest changed by 6760 which increased total open position to 24115
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 146.9, which was 4.9 higher than the previous day. The implied volatity was 34.31, the open interest changed by -1191 which decreased total open position to 18545
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 144.4, which was -20.8 lower than the previous day. The implied volatity was 34.79, the open interest changed by 1675 which increased total open position to 21209
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 164.5, which was -0.8 lower than the previous day. The implied volatity was 32.63, the open interest changed by 3991 which increased total open position to 23636
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 166.9, which was -57.2 lower than the previous day. The implied volatity was 32.70, the open interest changed by 13697 which increased total open position to 20833
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 211.2, which was 7.2 higher than the previous day. The implied volatity was 31.14, the open interest changed by 4562 which increased total open position to 10063
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 203.6, which was -20.8 lower than the previous day. The implied volatity was 31.09, the open interest changed by 3194 which increased total open position to 5958
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 224, which was 44.2 higher than the previous day. The implied volatity was 31.81, the open interest changed by -608 which decreased total open position to 2809
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 179.8, which was -0.9 lower than the previous day. The implied volatity was 32.41, the open interest changed by 1516 which increased total open position to 3441
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 180.2, which was -90 lower than the previous day. The implied volatity was 33.32, the open interest changed by 1284 which increased total open position to 1829
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 267.4, which was 34.5 higher than the previous day. The implied volatity was 30.84, the open interest changed by 67 which increased total open position to 548
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 233.4, which was 9.5 higher than the previous day. The implied volatity was 31.66, the open interest changed by 138 which increased total open position to 484
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 221.2, which was 2.2 higher than the previous day. The implied volatity was 31.54, the open interest changed by 257 which increased total open position to 350
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 222.4, which was -39.2 lower than the previous day. The implied volatity was 32.94, the open interest changed by 89 which increased total open position to 96
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 255, which was 27 higher than the previous day. The implied volatity was 34.85, the open interest changed by 6 which increased total open position to 6
On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 138, which was 0.2 higher 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 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Oct CRUDEOIL was trading at 5445.00. The strike last trading price was 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Oct CRUDEOIL was trading at 5036.00. The strike last trading price was 138, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Oct CRUDEOIL was trading at 5060.00. The strike last trading price was 138, which was 18.1 higher than the previous day. The implied volatity was 28.31, the open interest changed by 1 which increased total open position to 1
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 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 3.07
Theta: -6.20
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 5288.00 | 102 | 19.3 | 31.22 | 15,677 | -456 | 14,310 |
| 8 Dec | 5323.00 | 86.1 | 3.4 | 30.54 | 2,65,220 | -3,510 | 14,766 |
| 5 Dec | 5423.00 | 60.7 | 0.2 | 29.75 | 1,79,446 | -5,039 | 18,276 |
| 4 Dec | 5381.00 | 81.6 | -0.6 | 30.18 | 2,46,068 | -451 | 23,315 |
| 3 Dec | 5358.00 | 102 | -37.3 | 31.86 | 2,19,355 | 6,994 | 23,728 |
| 2 Dec | 5313.00 | 140 | 0.4 | 35.03 | 2,57,481 | 5,852 | 16,730 |
| 1 Dec | 5328.00 | 136.1 | -14.9 | 34.67 | 2,36,759 | -4,142 | 10,919 |
| 28 Nov | 5326.00 | 148 | -22.9 | 34.02 | 1,34,664 | 4,397 | 15,161 |
| 27 Nov | 5292.00 | 170.9 | -57.8 | 34.31 | 86,440 | 4,363 | 10,811 |
| 26 Nov | 5200.00 | 223 | -34.1 | 34.14 | 25,061 | 49 | 6,463 |
| 25 Nov | 5163.00 | 259.2 | 46 | 36.02 | 42,050 | -802 | 6,540 |
| 24 Nov | 5235.00 | 214.7 | -32.1 | 34.66 | 27,995 | 630 | 7,781 |
| 21 Nov | 5199.00 | 247.3 | 41.3 | 34.77 | 63,693 | -3,395 | 7,336 |
| 20 Nov | 5259.00 | 208.2 | -5.6 | 33.12 | 1,60,619 | 862 | 11,472 |
| 19 Nov | 5242.00 | 212 | 56.7 | 32.89 | 1,26,335 | 2,952 | 11,248 |
| 18 Nov | 5345.00 | 163 | -13.4 | 31.79 | 1,26,491 | 4,335 | 9,904 |
| 17 Nov | 5321.00 | 176.5 | -7.7 | 32.08 | 37,857 | 3,622 | 5,978 |
| 14 Nov | 5342.00 | 184.9 | -48.2 | 32.75 | 10,529 | 1,227 | 2,450 |
| 13 Nov | 5231.00 | 233 | -22.8 | 32.28 | 1,060 | 211 | 1,193 |
| 12 Nov | 5203.00 | 255 | 99.4 | 33.76 | 2,537 | 338 | 990 |
| 11 Nov | 5400.00 | 157.1 | -41.8 | 31.57 | 1,561 | 339 | 658 |
| 10 Nov | 5328.00 | 200.9 | -24.6 | 33.09 | 643 | 97 | 309 |
| 7 Nov | 5287.00 | 228.6 | -16.3 | 33.33 | 541 | 154 | 210 |
| 6 Nov | 5269.00 | 240.5 | 34.5 | 33.10 | 86 | 41 | 56 |
| 5 Nov | 5310.00 | 230 | 101.3 | 33.31 | 5 | 15 | 15 |
| 4 Nov | 5399.00 | 200 | 0 | - | 10 | 10 | 0 |
| 3 Nov | 5450.00 | 200 | 0 | - | 10 | 10 | 0 |
| 31 Oct | 5422.00 | 200 | 38.3 | 32.89 | 10 | 10 | 11 |
| 30 Oct | 5395.00 | 222.8 | 0 | - | 1 | 1 | 1 |
| 29 Oct | 5377.00 | 222.8 | 0 | - | 1 | 0 | 0 |
| 28 Oct | 5333.00 | 222.8 | 0 | - | 1 | 0 | 1 |
| 27 Oct | 5445.00 | 222.8 | 41.8 | 35.15 | 1 | 1 | 1 |
| 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 5300 expiring on 16DEC2025
Delta for 5300 PE is -0.51
Historical price for 5300 PE is as follows
On 9 Dec CRUDEOIL was trading at 5288.00. The strike last trading price was 102, which was 19.3 higher than the previous day. The implied volatity was 31.22, the open interest changed by -456 which decreased total open position to 14310
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 86.1, which was 3.4 higher than the previous day. The implied volatity was 30.54, the open interest changed by -3510 which decreased total open position to 14766
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 60.7, which was 0.2 higher than the previous day. The implied volatity was 29.75, the open interest changed by -5039 which decreased total open position to 18276
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 81.6, which was -0.6 lower than the previous day. The implied volatity was 30.18, the open interest changed by -451 which decreased total open position to 23315
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 102, which was -37.3 lower than the previous day. The implied volatity was 31.86, the open interest changed by 6994 which increased total open position to 23728
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 140, which was 0.4 higher than the previous day. The implied volatity was 35.03, the open interest changed by 5852 which increased total open position to 16730
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 136.1, which was -14.9 lower than the previous day. The implied volatity was 34.67, the open interest changed by -4142 which decreased total open position to 10919
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 148, which was -22.9 lower than the previous day. The implied volatity was 34.02, the open interest changed by 4397 which increased total open position to 15161
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 170.9, which was -57.8 lower than the previous day. The implied volatity was 34.31, the open interest changed by 4363 which increased total open position to 10811
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 223, which was -34.1 lower than the previous day. The implied volatity was 34.14, the open interest changed by 49 which increased total open position to 6463
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 259.2, which was 46 higher than the previous day. The implied volatity was 36.02, the open interest changed by -802 which decreased total open position to 6540
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 214.7, which was -32.1 lower than the previous day. The implied volatity was 34.66, the open interest changed by 630 which increased total open position to 7781
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 247.3, which was 41.3 higher than the previous day. The implied volatity was 34.77, the open interest changed by -3395 which decreased total open position to 7336
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 208.2, which was -5.6 lower than the previous day. The implied volatity was 33.12, the open interest changed by 862 which increased total open position to 11472
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 212, which was 56.7 higher than the previous day. The implied volatity was 32.89, the open interest changed by 2952 which increased total open position to 11248
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 163, which was -13.4 lower than the previous day. The implied volatity was 31.79, the open interest changed by 4335 which increased total open position to 9904
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 176.5, which was -7.7 lower than the previous day. The implied volatity was 32.08, the open interest changed by 3622 which increased total open position to 5978
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 184.9, which was -48.2 lower than the previous day. The implied volatity was 32.75, the open interest changed by 1227 which increased total open position to 2450
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 233, which was -22.8 lower than the previous day. The implied volatity was 32.28, the open interest changed by 211 which increased total open position to 1193
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 255, which was 99.4 higher than the previous day. The implied volatity was 33.76, the open interest changed by 338 which increased total open position to 990
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 157.1, which was -41.8 lower than the previous day. The implied volatity was 31.57, the open interest changed by 339 which increased total open position to 658
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 200.9, which was -24.6 lower than the previous day. The implied volatity was 33.09, the open interest changed by 97 which increased total open position to 309
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 228.6, which was -16.3 lower than the previous day. The implied volatity was 33.33, the open interest changed by 154 which increased total open position to 210
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 240.5, which was 34.5 higher than the previous day. The implied volatity was 33.10, the open interest changed by 41 which increased total open position to 56
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 230, which was 101.3 higher than the previous day. The implied volatity was 33.31, the open interest changed by 15 which increased total open position to 15
On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 200, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 200, which was 38.3 higher than the previous day. The implied volatity was 32.89, the open interest changed by 10 which increased total open position to 11
On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 222.8, which was 0 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 222.8, 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 222.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Oct CRUDEOIL was trading at 5445.00. The strike last trading price was 222.8, which was 41.8 higher than the previous day. The implied volatity was 35.15, 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 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































































































































































































































