CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
05 Dec 2025 02:49 PM IST
| CRUDEOIL 16-DEC-2025 5350 CE | ||||||||||||||||
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Delta: 0.54
Vega: 3.80
Theta: -4.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 5370.00 | 121.5 | -12.5 | 29.16 | 13,729 | 558 | 5,991 | |||||||||
| 4 Dec | 5381.00 | 132.2 | -1.8 | 29.62 | 1,70,628 | -3,221 | 5,433 | |||||||||
| 3 Dec | 5358.00 | 130 | 7.4 | 30.98 | 1,42,405 | -4,740 | 8,646 | |||||||||
| 2 Dec | 5313.00 | 126.8 | -9.2 | 34.42 | 1,43,274 | 7,668 | 13,393 | |||||||||
| 1 Dec | 5328.00 | 136.3 | -9.2 | 33.69 | 1,32,764 | 2,512 | 5,813 | |||||||||
| 28 Nov | 5326.00 | 144.9 | 10.5 | 32.81 | 46,009 | -1,144 | 3,348 | |||||||||
| 27 Nov | 5292.00 | 134.7 | 30.5 | 33.36 | 31,168 | -1,821 | 4,501 | |||||||||
| 26 Nov | 5200.00 | 103.2 | -4.6 | 33.84 | 25,925 | -510 | 6,327 | |||||||||
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| 25 Nov | 5163.00 | 105.6 | -22.5 | 36.57 | 37,402 | 1,424 | 7,222 | |||||||||
| 24 Nov | 5235.00 | 128.1 | 4.2 | 34.58 | 28,757 | -735 | 6,147 | |||||||||
| 21 Nov | 5199.00 | 126.3 | -17.9 | 34.94 | 47,243 | 411 | 7,260 | |||||||||
| 20 Nov | 5259.00 | 144.6 | -0.5 | 32.89 | 72,341 | 802 | 7,566 | |||||||||
| 19 Nov | 5242.00 | 146.1 | -52.3 | 32.78 | 69,479 | 5,124 | 7,547 | |||||||||
| 18 Nov | 5345.00 | 185.8 | 4.9 | 31.13 | 49,964 | 763 | 2,756 | |||||||||
| 17 Nov | 5321.00 | 181.2 | -20.7 | 31.44 | 14,761 | 1,480 | 2,166 | |||||||||
| 14 Nov | 5342.00 | 201.1 | 41.2 | 32.12 | 3,753 | -268 | 704 | |||||||||
| 13 Nov | 5231.00 | 160.5 | -2.3 | 32.68 | 987 | -116 | 987 | |||||||||
| 12 Nov | 5203.00 | 162.5 | -75.2 | 33.76 | 3,548 | 1,049 | 1,067 | |||||||||
| 11 Nov | 5400.00 | 247.1 | 44.4 | 31.94 | 58 | -1 | 18 | |||||||||
| 10 Nov | 5328.00 | 203.9 | -18 | 30.94 | 45 | 14 | 19 | |||||||||
| 7 Nov | 5287.00 | 207 | 11.4 | 32.84 | 8 | 1 | 5 | |||||||||
| 6 Nov | 5269.00 | 191.1 | -38.8 | 31.68 | 2 | 0 | 4 | |||||||||
| 5 Nov | 5310.00 | 255 | 54.4 | 38.15 | 4 | 4 | 4 | |||||||||
| 4 Nov | 5399.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 5450.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 5422.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 5377.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 5445.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 5350 expiring on 16DEC2025
Delta for 5350 CE is 0.54
Historical price for 5350 CE is as follows
On 5 Dec CRUDEOIL was trading at 5370.00. The strike last trading price was 121.5, which was -12.5 lower than the previous day. The implied volatity was 29.16, the open interest changed by 558 which increased total open position to 5991
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 132.2, which was -1.8 lower than the previous day. The implied volatity was 29.62, the open interest changed by -3221 which decreased total open position to 5433
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 130, which was 7.4 higher than the previous day. The implied volatity was 30.98, the open interest changed by -4740 which decreased total open position to 8646
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 126.8, which was -9.2 lower than the previous day. The implied volatity was 34.42, the open interest changed by 7668 which increased total open position to 13393
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 136.3, which was -9.2 lower than the previous day. The implied volatity was 33.69, the open interest changed by 2512 which increased total open position to 5813
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 144.9, which was 10.5 higher than the previous day. The implied volatity was 32.81, the open interest changed by -1144 which decreased total open position to 3348
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 134.7, which was 30.5 higher than the previous day. The implied volatity was 33.36, the open interest changed by -1821 which decreased total open position to 4501
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 103.2, which was -4.6 lower than the previous day. The implied volatity was 33.84, the open interest changed by -510 which decreased total open position to 6327
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 105.6, which was -22.5 lower than the previous day. The implied volatity was 36.57, the open interest changed by 1424 which increased total open position to 7222
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 128.1, which was 4.2 higher than the previous day. The implied volatity was 34.58, the open interest changed by -735 which decreased total open position to 6147
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 126.3, which was -17.9 lower than the previous day. The implied volatity was 34.94, the open interest changed by 411 which increased total open position to 7260
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 144.6, which was -0.5 lower than the previous day. The implied volatity was 32.89, the open interest changed by 802 which increased total open position to 7566
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 146.1, which was -52.3 lower than the previous day. The implied volatity was 32.78, the open interest changed by 5124 which increased total open position to 7547
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 185.8, which was 4.9 higher than the previous day. The implied volatity was 31.13, the open interest changed by 763 which increased total open position to 2756
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 181.2, which was -20.7 lower than the previous day. The implied volatity was 31.44, the open interest changed by 1480 which increased total open position to 2166
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 201.1, which was 41.2 higher than the previous day. The implied volatity was 32.12, the open interest changed by -268 which decreased total open position to 704
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 160.5, which was -2.3 lower than the previous day. The implied volatity was 32.68, the open interest changed by -116 which decreased total open position to 987
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 162.5, which was -75.2 lower than the previous day. The implied volatity was 33.76, the open interest changed by 1049 which increased total open position to 1067
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 247.1, which was 44.4 higher than the previous day. The implied volatity was 31.94, the open interest changed by -1 which decreased total open position to 18
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 203.9, which was -18 lower than the previous day. The implied volatity was 30.94, the open interest changed by 14 which increased total open position to 19
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 207, which was 11.4 higher than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 5
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 191.1, which was -38.8 lower than the previous day. The implied volatity was 31.68, the open interest changed by 0 which decreased total open position to 4
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 255, which was 54.4 higher than the previous day. The implied volatity was 38.15, the open interest changed by 4 which increased total open position to 4
On 4 Nov CRUDEOIL was trading at 5399.00. 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 3 Nov CRUDEOIL was trading at 5450.00. 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 31 Oct CRUDEOIL was trading at 5422.00. 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 30 Oct CRUDEOIL was trading at 5395.00. 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 29 Oct CRUDEOIL was trading at 5377.00. 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 28 Oct CRUDEOIL was trading at 5333.00. 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 27 Oct CRUDEOIL was trading at 5445.00. 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 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
| CRUDEOIL 16DEC2025 5350 PE | |||||||
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Delta: -0.46
Vega: 3.80
Theta: -4.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 5370.00 | 105.4 | 0.8 | 30.19 | 13,852 | 406 | 8,895 |
| 4 Dec | 5381.00 | 104.5 | -0.1 | 30.47 | 1,47,612 | -1,307 | 8,489 |
| 3 Dec | 5358.00 | 125.7 | -40.6 | 31.89 | 1,60,674 | 5,353 | 9,824 |
| 2 Dec | 5313.00 | 165.2 | 0.2 | 34.76 | 1,07,509 | 1,984 | 4,473 |
| 1 Dec | 5328.00 | 161 | -14.7 | 34.54 | 1,01,526 | 1,040 | 2,513 |
| 28 Nov | 5326.00 | 171.2 | -25.5 | 33.50 | 27,196 | 675 | 1,570 |
| 27 Nov | 5292.00 | 197 | -62.9 | 34.04 | 17,800 | 182 | 903 |
| 26 Nov | 5200.00 | 255.5 | -35 | 34.34 | 22,270 | 188 | 722 |
| 25 Nov | 5163.00 | 291 | 47.8 | 35.80 | 11,115 | -44 | 546 |
| 24 Nov | 5235.00 | 245.3 | -31.6 | 34.82 | 2,959 | 43 | 603 |
| 21 Nov | 5199.00 | 277.5 | 46.2 | 34.59 | 7,802 | -488 | 586 |
| 20 Nov | 5259.00 | 233.4 | -8.9 | 32.49 | 37,358 | 425 | 1,180 |
| 19 Nov | 5242.00 | 240.4 | 60.1 | 32.83 | 45,634 | -675 | 959 |
| 18 Nov | 5345.00 | 189.1 | -12.9 | 32.02 | 29,449 | 1,038 | 1,819 |
| 17 Nov | 5321.00 | 203 | -8.7 | 32.23 | 8,266 | 351 | 815 |
| 14 Nov | 5342.00 | 212.4 | -49.6 | 33.11 | 1,560 | 205 | 462 |
| 13 Nov | 5231.00 | 266 | -19.2 | 32.92 | 127 | 1 | 257 |
| 12 Nov | 5203.00 | 282 | 96.1 | 33.36 | 474 | 238 | 254 |
| 11 Nov | 5400.00 | 185 | 30.5 | 32.37 | 22 | 16 | 16 |
| 10 Nov | 5328.00 | 250 | -0.4 | - | 23 | -1 | 0 |
| 7 Nov | 5287.00 | 250 | -33.4 | 32.56 | 23 | -1 | 1 |
| 6 Nov | 5269.00 | 306.7 | 114.3 | 38.63 | 2 | 2 | 2 |
| 5 Nov | 5310.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 5399.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 5450.00 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 5422.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 5377.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 5445.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 5350 expiring on 16DEC2025
Delta for 5350 PE is -0.46
Historical price for 5350 PE is as follows
On 5 Dec CRUDEOIL was trading at 5370.00. The strike last trading price was 105.4, which was 0.8 higher than the previous day. The implied volatity was 30.19, the open interest changed by 406 which increased total open position to 8895
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 104.5, which was -0.1 lower than the previous day. The implied volatity was 30.47, the open interest changed by -1307 which decreased total open position to 8489
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 125.7, which was -40.6 lower than the previous day. The implied volatity was 31.89, the open interest changed by 5353 which increased total open position to 9824
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 165.2, which was 0.2 higher than the previous day. The implied volatity was 34.76, the open interest changed by 1984 which increased total open position to 4473
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 161, which was -14.7 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1040 which increased total open position to 2513
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 171.2, which was -25.5 lower than the previous day. The implied volatity was 33.50, the open interest changed by 675 which increased total open position to 1570
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 197, which was -62.9 lower than the previous day. The implied volatity was 34.04, the open interest changed by 182 which increased total open position to 903
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 255.5, which was -35 lower than the previous day. The implied volatity was 34.34, the open interest changed by 188 which increased total open position to 722
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 291, which was 47.8 higher than the previous day. The implied volatity was 35.80, the open interest changed by -44 which decreased total open position to 546
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 245.3, which was -31.6 lower than the previous day. The implied volatity was 34.82, the open interest changed by 43 which increased total open position to 603
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 277.5, which was 46.2 higher than the previous day. The implied volatity was 34.59, the open interest changed by -488 which decreased total open position to 586
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 233.4, which was -8.9 lower than the previous day. The implied volatity was 32.49, the open interest changed by 425 which increased total open position to 1180
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 240.4, which was 60.1 higher than the previous day. The implied volatity was 32.83, the open interest changed by -675 which decreased total open position to 959
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 189.1, which was -12.9 lower than the previous day. The implied volatity was 32.02, the open interest changed by 1038 which increased total open position to 1819
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 203, which was -8.7 lower than the previous day. The implied volatity was 32.23, the open interest changed by 351 which increased total open position to 815
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 212.4, which was -49.6 lower than the previous day. The implied volatity was 33.11, the open interest changed by 205 which increased total open position to 462
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 266, which was -19.2 lower than the previous day. The implied volatity was 32.92, the open interest changed by 1 which increased total open position to 257
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 282, which was 96.1 higher than the previous day. The implied volatity was 33.36, the open interest changed by 238 which increased total open position to 254
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 185, which was 30.5 higher than the previous day. The implied volatity was 32.37, the open interest changed by 16 which increased total open position to 16
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 250, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 250, which was -33.4 lower than the previous day. The implied volatity was 32.56, the open interest changed by -1 which decreased total open position to 1
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 306.7, which was 114.3 higher than the previous day. The implied volatity was 38.63, the open interest changed by 2 which increased total open position to 2
On 5 Nov CRUDEOIL was trading at 5310.00. 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 4 Nov CRUDEOIL was trading at 5399.00. 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 3 Nov CRUDEOIL was trading at 5450.00. 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 31 Oct CRUDEOIL was trading at 5422.00. 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 30 Oct CRUDEOIL was trading at 5395.00. 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 29 Oct CRUDEOIL was trading at 5377.00. 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 28 Oct CRUDEOIL was trading at 5333.00. 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 27 Oct CRUDEOIL was trading at 5445.00. 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 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































































































































































































































