CRUDEOIL
Crude Oil
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































































































































































































































