[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5132 +61.00 (1.20%)
L: 5030 H: 5135

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Historical option data for CRUDEOIL

17 Dec 2025 04:13 PM IST
CRUDEOIL 14-JAN-2026 5350 CE
Delta: 0.35
Vega: 5.32
Theta: -2.99
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5127.00 102.9 17.8 32.04 7,707 261 1,333
16 Dec 5060.00 85 -0.1 32.88 3,552 715 1,072
15 Dec 5146.00 112 -1.7 31.81 1,362 84 357
12 Dec 5228.00 142.3 0.1 30.46 1,488 170 273
11 Dec 5182.00 136 3.2 31.59 295 83 103
10 Dec 5250.00 152.1 -1.8 29.55 12 7 20
9 Dec 5255.00 168.3 -3.6 30.85 22 9 13
8 Dec 5323.00 213 -14 33.14 4 4 4
5 Dec 5423.00 183.6 0 20.97 1 3 0
4 Dec 5381.00 257.2 0 - 1 3 0
3 Dec 5358.00 257.2 128.7 35.23 1 3 0
2 Dec 5313.00 412.7 113.9 - 3 3 0
1 Dec 5328.00 412.7 261.2 57.66 3 3 3
28 Nov 5326.00 0 0 - 0 0 0
27 Nov 5292.00 0 0 - 0 0 0
21 Nov 5199.00 0 0 - 0 0 0


For Crude Oil - strike price 5350 expiring on 14JAN2026

Delta for 5350 CE is 0.35

Historical price for 5350 CE is as follows

On 17 Dec CRUDEOIL was trading at 5127.00. The strike last trading price was 102.9, which was 17.8 higher than the previous day. The implied volatity was 32.04, the open interest changed by 261 which increased total open position to 1333


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 85, which was -0.1 lower than the previous day. The implied volatity was 32.88, the open interest changed by 715 which increased total open position to 1072


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 112, which was -1.7 lower than the previous day. The implied volatity was 31.81, the open interest changed by 84 which increased total open position to 357


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 142.3, which was 0.1 higher than the previous day. The implied volatity was 30.46, the open interest changed by 170 which increased total open position to 273


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 136, which was 3.2 higher than the previous day. The implied volatity was 31.59, the open interest changed by 83 which increased total open position to 103


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 152.1, which was -1.8 lower than the previous day. The implied volatity was 29.55, the open interest changed by 7 which increased total open position to 20


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 168.3, which was -3.6 lower than the previous day. The implied volatity was 30.85, the open interest changed by 9 which increased total open position to 13


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 213, which was -14 lower than the previous day. The implied volatity was 33.14, the open interest changed by 4 which increased total open position to 4


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 183.6, which was 0 lower than the previous day. The implied volatity was 20.97, the open interest changed by 3 which increased total open position to 0


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 257.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 257.2, which was 128.7 higher than the previous day. The implied volatity was 35.23, the open interest changed by 3 which increased total open position to 0


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 412.7, which was 113.9 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 412.7, which was 261.2 higher than the previous day. The implied volatity was 57.66, the open interest changed by 3 which increased total open position to 3


On 28 Nov CRUDEOIL was trading at 5326.00. 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 Nov CRUDEOIL was trading at 5292.00. 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 21 Nov CRUDEOIL was trading at 5199.00. 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 14JAN2026 5350 PE
Delta: -0.64
Vega: 5.36
Theta: -3.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5127.00 313.7 -58 33.31 275 14 25
16 Dec 5060.00 373 1.3 34.68 35 6 11
15 Dec 5146.00 305 0 32.53 1 0 5
12 Dec 5228.00 252.8 -17 29.89 2 5 5
11 Dec 5182.00 288.2 -0.4 31.46 8 3 0
10 Dec 5250.00 400 114.8 - 6 3 0
9 Dec 5255.00 400 114.8 - 6 3 0
8 Dec 5323.00 400 114.8 - 6 3 0
5 Dec 5423.00 400 114.8 - 6 3 0
4 Dec 5381.00 400 114.8 - 6 3 0
3 Dec 5358.00 400 228.8 55.37 6 3 3
2 Dec 5313.00 0 0 - 0 0 0
1 Dec 5328.00 0 0 - 0 0 0
28 Nov 5326.00 0 0 - 0 0 0
27 Nov 5292.00 0 0 - 0 0 0
21 Nov 5199.00 0 0 - 0 0 0


For Crude Oil - strike price 5350 expiring on 14JAN2026

Delta for 5350 PE is -0.64

Historical price for 5350 PE is as follows

On 17 Dec CRUDEOIL was trading at 5127.00. The strike last trading price was 313.7, which was -58 lower than the previous day. The implied volatity was 33.31, the open interest changed by 14 which increased total open position to 25


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 373, which was 1.3 higher than the previous day. The implied volatity was 34.68, the open interest changed by 6 which increased total open position to 11


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 305, which was 0 lower than the previous day. The implied volatity was 32.53, the open interest changed by 0 which decreased total open position to 5


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 252.8, which was -17 lower than the previous day. The implied volatity was 29.89, the open interest changed by 5 which increased total open position to 5


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 288.2, which was -0.4 lower than the previous day. The implied volatity was 31.46, the open interest changed by 3 which increased total open position to 0


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 400, which was 114.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 400, which was 114.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 400, which was 114.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 400, which was 114.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 400, which was 114.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 400, which was 228.8 higher than the previous day. The implied volatity was 55.37, the open interest changed by 3 which increased total open position to 3


On 2 Dec CRUDEOIL was trading at 5313.00. 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 1 Dec CRUDEOIL was trading at 5328.00. 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 Nov CRUDEOIL was trading at 5326.00. 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 Nov CRUDEOIL was trading at 5292.00. 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 21 Nov CRUDEOIL was trading at 5199.00. 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