[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5356 +4.00 (0.07%)
L: 5202 H: 5400

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Historical option data for CRUDEOIL

09 Jan 2026 11:58 PM IST
CRUDEOIL 14-JAN-2026 5300 CE
Delta: 0.60
Vega: 2.48
Theta: -9.42
Gamma: 0.00
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
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
Delta: -0.41
Vega: 2.49
Theta: -9.87
Gamma: 0.00
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