[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5105 +34.00 (0.67%)
L: 5095 H: 5109

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Historical option data for CRUDEOIL

17 Dec 2025 09:03 AM IST
CRUDEOIL 14-JAN-2026 5300 CE
Delta: 0.37
Vega: 5.41
Theta: -3.04
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5107.00 111.5 15.2 32.45 836 -8 11,545
16 Dec 5060.00 98 1.7 32.65 23,215 6,174 11,553
15 Dec 5146.00 127.5 -1.1 31.47 13,421 3,019 5,379
12 Dec 5228.00 160.2 -0.8 30.05 8,143 59 2,360
11 Dec 5182.00 152 1 31.09 5,095 1,141 2,301
10 Dec 5250.00 180.8 1.7 30.67 3,170 495 1,160
9 Dec 5255.00 190.5 1.1 30.90 1,555 553 665
8 Dec 5323.00 230 -4.2 32.11 188 69 112
5 Dec 5423.00 288.5 -2.3 32.00 51 3 43
4 Dec 5381.00 275.3 -1.1 33.38 71 19 40
3 Dec 5358.00 270 7.6 33.58 18 -2 21
2 Dec 5313.00 284.4 -68.3 38.16 12 7 23
1 Dec 5328.00 255 0 33.08 16 16 16
28 Nov 5326.00 255 92.6 31.94 2 8 0
27 Nov 5292.00 210.6 95.2 - 11 8 0
26 Nov 5200.00 210.6 95.2 33.56 11 8 8
24 Nov 5235.00 250.1 111.7 36.01 1 1 7
21 Nov 5199.00 204.5 -61.9 - 10 0 6
20 Nov 5259.00 204.5 28.6 27.94 10 6 6


For Crude Oil - strike price 5300 expiring on 14JAN2026

Delta for 5300 CE is 0.37

Historical price for 5300 CE is as follows

On 17 Dec CRUDEOIL was trading at 5107.00. The strike last trading price was 111.5, which was 15.2 higher than the previous day. The implied volatity was 32.45, the open interest changed by -8 which decreased total open position to 11545


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 98, which was 1.7 higher than the previous day. The implied volatity was 32.65, the open interest changed by 6174 which increased total open position to 11553


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 127.5, which was -1.1 lower than the previous day. The implied volatity was 31.47, the open interest changed by 3019 which increased total open position to 5379


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 160.2, which was -0.8 lower than the previous day. The implied volatity was 30.05, the open interest changed by 59 which increased total open position to 2360


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 152, which was 1 higher than the previous day. The implied volatity was 31.09, the open interest changed by 1141 which increased total open position to 2301


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 180.8, which was 1.7 higher than the previous day. The implied volatity was 30.67, the open interest changed by 495 which increased total open position to 1160


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 190.5, which was 1.1 higher than the previous day. The implied volatity was 30.90, the open interest changed by 553 which increased total open position to 665


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 230, which was -4.2 lower than the previous day. The implied volatity was 32.11, the open interest changed by 69 which increased total open position to 112


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 288.5, which was -2.3 lower than the previous day. The implied volatity was 32.00, the open interest changed by 3 which increased total open position to 43


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 275.3, which was -1.1 lower than the previous day. The implied volatity was 33.38, the open interest changed by 19 which increased total open position to 40


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 270, which was 7.6 higher than the previous day. The implied volatity was 33.58, the open interest changed by -2 which decreased total open position to 21


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 284.4, which was -68.3 lower than the previous day. The implied volatity was 38.16, the open interest changed by 7 which increased total open position to 23


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 255, which was 0 lower than the previous day. The implied volatity was 33.08, the open interest changed by 16 which increased total open position to 16


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 255, which was 92.6 higher than the previous day. The implied volatity was 31.94, the open interest changed by 8 which increased total open position to 0


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 210.6, which was 95.2 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 210.6, which was 95.2 higher than the previous day. The implied volatity was 33.56, the open interest changed by 8 which increased total open position to 8


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 250.1, which was 111.7 higher than the previous day. The implied volatity was 36.01, the open interest changed by 1 which increased total open position to 7


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 204.5, which was -61.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 204.5, which was 28.6 higher than the previous day. The implied volatity was 27.94, the open interest changed by 6 which increased total open position to 6


CRUDEOIL 14JAN2026 5300 PE
Delta: -0.63
Vega: 5.43
Theta: -3.11
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5107.00 298.8 -33.7 33.06 27 9 2,435
16 Dec 5060.00 323.1 -9.4 31.90 3,630 1,210 2,426
15 Dec 5146.00 273 0.7 32.60 4,128 671 1,216
12 Dec 5228.00 223.7 -1.3 29.97 2,524 -35 545
11 Dec 5182.00 258 1 31.57 1,429 251 580
10 Dec 5250.00 219 -3.8 30.24 1,349 132 329
9 Dec 5255.00 225.1 -4.7 31.59 627 105 197
8 Dec 5323.00 196.1 -2.2 30.80 179 65 92
5 Dec 5423.00 163 -5.7 30.35 29 22 27
4 Dec 5381.00 195 -22.1 31.93 4 5 5
3 Dec 5358.00 347.7 0 - 1 1 0
2 Dec 5313.00 347.7 0 - 1 1 0
1 Dec 5328.00 347.7 0 - 1 1 0
28 Nov 5326.00 347.7 0 - 1 1 0
27 Nov 5292.00 347.7 0 - 1 1 0
26 Nov 5200.00 347.7 0 - 1 1 0
24 Nov 5235.00 299 0 - 1 1 0
21 Nov 5199.00 299 49 30.25 1 1 2
20 Nov 5259.00 250 26.5 27.39 1 1 1


For Crude Oil - strike price 5300 expiring on 14JAN2026

Delta for 5300 PE is -0.63

Historical price for 5300 PE is as follows

On 17 Dec CRUDEOIL was trading at 5107.00. The strike last trading price was 298.8, which was -33.7 lower than the previous day. The implied volatity was 33.06, the open interest changed by 9 which increased total open position to 2435


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 323.1, which was -9.4 lower than the previous day. The implied volatity was 31.90, the open interest changed by 1210 which increased total open position to 2426


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 273, which was 0.7 higher than the previous day. The implied volatity was 32.60, the open interest changed by 671 which increased total open position to 1216


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 223.7, which was -1.3 lower than the previous day. The implied volatity was 29.97, the open interest changed by -35 which decreased total open position to 545


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 258, which was 1 higher than the previous day. The implied volatity was 31.57, the open interest changed by 251 which increased total open position to 580


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 219, which was -3.8 lower than the previous day. The implied volatity was 30.24, the open interest changed by 132 which increased total open position to 329


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 225.1, which was -4.7 lower than the previous day. The implied volatity was 31.59, the open interest changed by 105 which increased total open position to 197


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 196.1, which was -2.2 lower than the previous day. The implied volatity was 30.80, the open interest changed by 65 which increased total open position to 92


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 163, which was -5.7 lower than the previous day. The implied volatity was 30.35, the open interest changed by 22 which increased total open position to 27


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 195, which was -22.1 lower than the previous day. The implied volatity was 31.93, the open interest changed by 5 which increased total open position to 5


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 347.7, 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 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 347.7, 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 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 347.7, 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 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 347.7, 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 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 347.7, 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 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 347.7, 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 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 299, 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 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 299, which was 49 higher than the previous day. The implied volatity was 30.25, the open interest changed by 1 which increased total open position to 2


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 250, which was 26.5 higher than the previous day. The implied volatity was 27.39, the open interest changed by 1 which increased total open position to 1