[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5130 +59.00 (1.16%)
L: 5030 H: 5135

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Historical option data for CRUDEOIL

17 Dec 2025 04:13 PM IST
CRUDEOIL 14-JAN-2026 5400 CE
Delta: 0.31
Vega: 5.09
Theta: -2.86
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5127.00 88.5 16.1 32.13 15,339 1,281 7,178
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 0.31

Historical price for 5400 CE is as follows

On 17 Dec CRUDEOIL was trading at 5127.00. The strike last trading price was 88.5, which was 16.1 higher than the previous day. The implied volatity was 32.13, the open interest changed by 1281 which increased total open position to 7178


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: -0.68
Vega: 5.15
Theta: -3.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5127.00 350 -57.3 33.60 402 72 762
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 -0.68

Historical price for 5400 PE is as follows

On 17 Dec CRUDEOIL was trading at 5127.00. The strike last trading price was 350, which was -57.3 lower than the previous day. The implied volatity was 33.60, the open interest changed by 72 which increased total open position to 762


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