CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 09:07 AM IST
| CRUDEOIL 14-JAN-2026 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 4.97
Theta: -2.83
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5108.00 | 84 | 11.6 | 32.82 | 914 | -86 | 5,811 | |||||||||
| 16 Dec | 5060.00 | 72.1 | -0.3 | 32.81 | 10,666 | 2,901 | 5,897 | |||||||||
| 15 Dec | 5146.00 | 97 | -0.6 | 31.93 | 6,533 | 1,171 | 2,996 | |||||||||
| 12 Dec | 5228.00 | 119.7 | -1.3 | 29.78 | 3,812 | 9 | 1,825 | |||||||||
| 11 Dec | 5182.00 | 115.3 | 1.1 | 31.02 | 3,766 | 887 | 1,816 | |||||||||
| 10 Dec | 5250.00 | 140 | 2.5 | 30.71 | 1,523 | 190 | 929 | |||||||||
| 9 Dec | 5255.00 | 152 | 4.8 | 31.43 | 1,414 | 398 | 739 | |||||||||
| 8 Dec | 5323.00 | 184.3 | -1.4 | 32.18 | 791 | 323 | 341 | |||||||||
| 5 Dec | 5423.00 | 242 | 7.6 | 32.82 | 36 | 11 | 18 | |||||||||
| 4 Dec | 5381.00 | 225.1 | 1.9 | 33.23 | 6 | 4 | 7 | |||||||||
| 3 Dec | 5358.00 | 225 | 117.1 | 33.98 | 4 | 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 5400 expiring on 14JAN2026
Delta for 5400 CE is 0.30
Historical price for 5400 CE is as follows
On 17 Dec CRUDEOIL was trading at 5108.00. The strike last trading price was 84, which was 11.6 higher than the previous day. The implied volatity was 32.82, the open interest changed by -86 which decreased total open position to 5811
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 72.1, which was -0.3 lower than the previous day. The implied volatity was 32.81, the open interest changed by 2901 which increased total open position to 5897
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 97, which was -0.6 lower than the previous day. The implied volatity was 31.93, the open interest changed by 1171 which increased total open position to 2996
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 119.7, which was -1.3 lower than the previous day. The implied volatity was 29.78, the open interest changed by 9 which increased total open position to 1825
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 115.3, which was 1.1 higher than the previous day. The implied volatity was 31.02, the open interest changed by 887 which increased total open position to 1816
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 140, which was 2.5 higher than the previous day. The implied volatity was 30.71, the open interest changed by 190 which increased total open position to 929
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 152, which was 4.8 higher than the previous day. The implied volatity was 31.43, the open interest changed by 398 which increased total open position to 739
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 184.3, which was -1.4 lower than the previous day. The implied volatity was 32.18, the open interest changed by 323 which increased total open position to 341
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 242, which was 7.6 higher than the previous day. The implied volatity was 32.82, the open interest changed by 11 which increased total open position to 18
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 225.1, which was 1.9 higher than the previous day. The implied volatity was 33.23, the open interest changed by 4 which increased total open position to 7
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 225, which was 117.1 higher than the previous day. The implied volatity was 33.98, 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
| CRUDEOIL 14JAN2026 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 4.99
Theta: -2.87
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5108.00 | 369.1 | -38.2 | 33.24 | 19 | 4 | 694 |
| 16 Dec | 5060.00 | 401.5 | -5.8 | 32.89 | 674 | 332 | 690 |
| 15 Dec | 5146.00 | 342.3 | 4.7 | 33.10 | 334 | 20 | 358 |
| 12 Dec | 5228.00 | 282.5 | 0.7 | 29.58 | 222 | 25 | 338 |
| 11 Dec | 5182.00 | 318.6 | 0 | 31.07 | 181 | 42 | 313 |
| 10 Dec | 5250.00 | 274.6 | -8.9 | 29.70 | 369 | 117 | 271 |
| 9 Dec | 5255.00 | 286.4 | -3.2 | 32.11 | 278 | 38 | 154 |
| 8 Dec | 5323.00 | 256 | 2 | 31.69 | 296 | 97 | 116 |
| 5 Dec | 5423.00 | 207.7 | -5.1 | 29.98 | 24 | 19 | 19 |
| 4 Dec | 5381.00 | 255 | 0 | - | 2 | 1 | 0 |
| 3 Dec | 5358.00 | 255 | 54.7 | 31.64 | 2 | 1 | 1 |
| 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 5400 expiring on 14JAN2026
Delta for 5400 PE is -0.70
Historical price for 5400 PE is as follows
On 17 Dec CRUDEOIL was trading at 5108.00. The strike last trading price was 369.1, which was -38.2 lower than the previous day. The implied volatity was 33.24, the open interest changed by 4 which increased total open position to 694
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 401.5, which was -5.8 lower than the previous day. The implied volatity was 32.89, the open interest changed by 332 which increased total open position to 690
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 342.3, which was 4.7 higher than the previous day. The implied volatity was 33.10, the open interest changed by 20 which increased total open position to 358
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 282.5, which was 0.7 higher than the previous day. The implied volatity was 29.58, the open interest changed by 25 which increased total open position to 338
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 318.6, which was 0 lower than the previous day. The implied volatity was 31.07, the open interest changed by 42 which increased total open position to 313
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 274.6, which was -8.9 lower than the previous day. The implied volatity was 29.70, the open interest changed by 117 which increased total open position to 271
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 286.4, which was -3.2 lower than the previous day. The implied volatity was 32.11, the open interest changed by 38 which increased total open position to 154
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 256, which was 2 higher than the previous day. The implied volatity was 31.69, the open interest changed by 97 which increased total open position to 116
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 207.7, which was -5.1 lower than the previous day. The implied volatity was 29.98, the open interest changed by 19 which increased total open position to 19
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 255, 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 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 255, which was 54.7 higher than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 1
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































































































































































































































