CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 11:58 PM IST
| CRUDEOIL 14-JAN-2026 5300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 5.31
Theta: -3.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.36
Historical price for 5300 CE is as follows
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: -0.64
Vega: 5.32
Theta: -3.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.64
Historical price for 5300 PE is as follows
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































































































































































































































