CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
09 Jan 2026 11:58 PM IST
| CRUDEOIL 14-JAN-2026 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 2.48
Theta: -9.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 5356.00 | 131.5 | 2.1 | 39.71 | 5,07,734 | -7,470 | 10,017 | |||||||||
| 8 Jan | 5169.00 | 47.8 | 1.2 | 36.64 | 1,25,811 | -789 | 24,613 | |||||||||
| 7 Jan | 5045.00 | 32.5 | -0.1 | 40.98 | 1,75,194 | 176 | 25,990 | |||||||||
| 6 Jan | 5208.00 | 66.4 | 0.3 | 33.72 | 4,53,806 | 16,333 | 32,565 | |||||||||
| 5 Jan | 5272.00 | 92.9 | -0.2 | 31.71 | 3,27,010 | 2,122 | 21,862 | |||||||||
| 2 Jan | 5161.00 | 61 | -0.6 | 30.81 | 1,22,176 | 6,680 | 23,520 | |||||||||
| 31 Dec | 5207.00 | 83.3 | -6.2 | 30.04 | 1,38,970 | 1,411 | 16,659 | |||||||||
| 30 Dec | 5239.00 | 104.9 | -0.5 | 31.02 | 1,05,018 | 3,379 | 17,919 | |||||||||
| 29 Dec | 5240.00 | 109.2 | -4.2 | 30.93 | 1,24,035 | -2,758 | 17,163 | |||||||||
| 26 Dec | 5180.00 | 98 | -2.9 | 31.36 | 1,58,280 | 11,133 | 23,254 | |||||||||
| 24 Dec | 5270.00 | 144.1 | -2.4 | 31.21 | 1,19,116 | 8,459 | 18,030 | |||||||||
| 23 Dec | 5258.00 | 143.4 | 2.7 | 31.47 | 67,370 | 1,975 | 9,690 | |||||||||
| 22 Dec | 5229.00 | 136 | 1.4 | 31.93 | 69,479 | -1,684 | 7,715 | |||||||||
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| 19 Dec | 5106.00 | 102.3 | 2 | 32.94 | 38,018 | 291 | 11,906 | |||||||||
| 18 Dec | 5081.00 | 105.7 | -0.6 | 32.64 | 42,467 | -639 | 11,615 | |||||||||
| 17 Dec | 5087.00 | 109.2 | 3 | 32.98 | 56,054 | 701 | 12,254 | |||||||||
| 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 0.60
Historical price for 5300 CE is as follows
On 9 Jan CRUDEOIL was trading at 5356.00. The strike last trading price was 131.5, which was 2.1 higher than the previous day. The implied volatity was 39.71, the open interest changed by -7470 which decreased total open position to 10017
On 8 Jan CRUDEOIL was trading at 5169.00. The strike last trading price was 47.8, which was 1.2 higher than the previous day. The implied volatity was 36.64, the open interest changed by -789 which decreased total open position to 24613
On 7 Jan CRUDEOIL was trading at 5045.00. The strike last trading price was 32.5, which was -0.1 lower than the previous day. The implied volatity was 40.98, the open interest changed by 176 which increased total open position to 25990
On 6 Jan CRUDEOIL was trading at 5208.00. The strike last trading price was 66.4, which was 0.3 higher than the previous day. The implied volatity was 33.72, the open interest changed by 16333 which increased total open position to 32565
On 5 Jan CRUDEOIL was trading at 5272.00. The strike last trading price was 92.9, which was -0.2 lower than the previous day. The implied volatity was 31.71, the open interest changed by 2122 which increased total open position to 21862
On 2 Jan CRUDEOIL was trading at 5161.00. The strike last trading price was 61, which was -0.6 lower than the previous day. The implied volatity was 30.81, the open interest changed by 6680 which increased total open position to 23520
On 31 Dec CRUDEOIL was trading at 5207.00. The strike last trading price was 83.3, which was -6.2 lower than the previous day. The implied volatity was 30.04, the open interest changed by 1411 which increased total open position to 16659
On 30 Dec CRUDEOIL was trading at 5239.00. The strike last trading price was 104.9, which was -0.5 lower than the previous day. The implied volatity was 31.02, the open interest changed by 3379 which increased total open position to 17919
On 29 Dec CRUDEOIL was trading at 5240.00. The strike last trading price was 109.2, which was -4.2 lower than the previous day. The implied volatity was 30.93, the open interest changed by -2758 which decreased total open position to 17163
On 26 Dec CRUDEOIL was trading at 5180.00. The strike last trading price was 98, which was -2.9 lower than the previous day. The implied volatity was 31.36, the open interest changed by 11133 which increased total open position to 23254
On 24 Dec CRUDEOIL was trading at 5270.00. The strike last trading price was 144.1, which was -2.4 lower than the previous day. The implied volatity was 31.21, the open interest changed by 8459 which increased total open position to 18030
On 23 Dec CRUDEOIL was trading at 5258.00. The strike last trading price was 143.4, which was 2.7 higher than the previous day. The implied volatity was 31.47, the open interest changed by 1975 which increased total open position to 9690
On 22 Dec CRUDEOIL was trading at 5229.00. The strike last trading price was 136, which was 1.4 higher than the previous day. The implied volatity was 31.93, the open interest changed by -1684 which decreased total open position to 7715
On 19 Dec CRUDEOIL was trading at 5106.00. The strike last trading price was 102.3, which was 2 higher than the previous day. The implied volatity was 32.94, the open interest changed by 291 which increased total open position to 11906
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 105.7, which was -0.6 lower than the previous day. The implied volatity was 32.64, the open interest changed by -639 which decreased total open position to 11615
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 109.2, which was 3 higher than the previous day. The implied volatity was 32.98, the open interest changed by 701 which increased total open position to 12254
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 | |||||||
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Delta: -0.41
Vega: 2.49
Theta: -9.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 5356.00 | 80 | 1.5 | 41.53 | 3,74,064 | 9,707 | 14,537 |
| 8 Jan | 5169.00 | 180 | -7.3 | 37.14 | 19,870 | 1,042 | 5,562 |
| 7 Jan | 5045.00 | 290.6 | -1.7 | 42.50 | 31,972 | -2,626 | 5,406 |
| 6 Jan | 5208.00 | 160 | 1 | 34.26 | 2,99,368 | 14,144 | 22,797 |
| 5 Jan | 5272.00 | 124.6 | -1.7 | 32.82 | 1,41,822 | 5,446 | 10,814 |
| 2 Jan | 5161.00 | 201 | -7.9 | 31.10 | 52,861 | -942 | 6,097 |
| 31 Dec | 5207.00 | 179.5 | 0.2 | 30.85 | 85,452 | 104 | 7,124 |
| 30 Dec | 5239.00 | 172 | -1.8 | 32.46 | 75,191 | 3,193 | 9,228 |
| 29 Dec | 5240.00 | 174.3 | -2.2 | 32.10 | 66,103 | 929 | 6,496 |
| 26 Dec | 5180.00 | 222.8 | -0.5 | 32.41 | 1,19,769 | -452 | 6,469 |
| 24 Dec | 5270.00 | 179.7 | 1.7 | 32.31 | 93,054 | 5,879 | 11,080 |
| 23 Dec | 5258.00 | 188 | -5.2 | 31.98 | 32,855 | 2,114 | 5,561 |
| 22 Dec | 5229.00 | 213 | -2.8 | 33.08 | 24,674 | 1,045 | 3,447 |
| 19 Dec | 5106.00 | 295.5 | -2.5 | 32.78 | 2,760 | 82 | 2,564 |
| 18 Dec | 5081.00 | 293.9 | -2.3 | 32.48 | 2,181 | -18 | 2,482 |
| 17 Dec | 5087.00 | 303.2 | -2.6 | 33.17 | 4,257 | 74 | 2,500 |
| 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 -0.41
Historical price for 5300 PE is as follows
On 9 Jan CRUDEOIL was trading at 5356.00. The strike last trading price was 80, which was 1.5 higher than the previous day. The implied volatity was 41.53, the open interest changed by 9707 which increased total open position to 14537
On 8 Jan CRUDEOIL was trading at 5169.00. The strike last trading price was 180, which was -7.3 lower than the previous day. The implied volatity was 37.14, the open interest changed by 1042 which increased total open position to 5562
On 7 Jan CRUDEOIL was trading at 5045.00. The strike last trading price was 290.6, which was -1.7 lower than the previous day. The implied volatity was 42.50, the open interest changed by -2626 which decreased total open position to 5406
On 6 Jan CRUDEOIL was trading at 5208.00. The strike last trading price was 160, which was 1 higher than the previous day. The implied volatity was 34.26, the open interest changed by 14144 which increased total open position to 22797
On 5 Jan CRUDEOIL was trading at 5272.00. The strike last trading price was 124.6, which was -1.7 lower than the previous day. The implied volatity was 32.82, the open interest changed by 5446 which increased total open position to 10814
On 2 Jan CRUDEOIL was trading at 5161.00. The strike last trading price was 201, which was -7.9 lower than the previous day. The implied volatity was 31.10, the open interest changed by -942 which decreased total open position to 6097
On 31 Dec CRUDEOIL was trading at 5207.00. The strike last trading price was 179.5, which was 0.2 higher than the previous day. The implied volatity was 30.85, the open interest changed by 104 which increased total open position to 7124
On 30 Dec CRUDEOIL was trading at 5239.00. The strike last trading price was 172, which was -1.8 lower than the previous day. The implied volatity was 32.46, the open interest changed by 3193 which increased total open position to 9228
On 29 Dec CRUDEOIL was trading at 5240.00. The strike last trading price was 174.3, which was -2.2 lower than the previous day. The implied volatity was 32.10, the open interest changed by 929 which increased total open position to 6496
On 26 Dec CRUDEOIL was trading at 5180.00. The strike last trading price was 222.8, which was -0.5 lower than the previous day. The implied volatity was 32.41, the open interest changed by -452 which decreased total open position to 6469
On 24 Dec CRUDEOIL was trading at 5270.00. The strike last trading price was 179.7, which was 1.7 higher than the previous day. The implied volatity was 32.31, the open interest changed by 5879 which increased total open position to 11080
On 23 Dec CRUDEOIL was trading at 5258.00. The strike last trading price was 188, which was -5.2 lower than the previous day. The implied volatity was 31.98, the open interest changed by 2114 which increased total open position to 5561
On 22 Dec CRUDEOIL was trading at 5229.00. The strike last trading price was 213, which was -2.8 lower than the previous day. The implied volatity was 33.08, the open interest changed by 1045 which increased total open position to 3447
On 19 Dec CRUDEOIL was trading at 5106.00. The strike last trading price was 295.5, which was -2.5 lower than the previous day. The implied volatity was 32.78, the open interest changed by 82 which increased total open position to 2564
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 293.9, which was -2.3 lower than the previous day. The implied volatity was 32.48, the open interest changed by -18 which decreased total open position to 2482
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 303.2, which was -2.6 lower than the previous day. The implied volatity was 33.17, the open interest changed by 74 which increased total open position to 2500
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































































































































































































































