CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
14 Jan 2026 11:58 PM IST
| CRUDEOIL 17-FEB-2026 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 6.46
Theta: -3.96
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 5569.00 | 386 | -3.7 | 41.96 | 5,973 | 627 | 1,630 | |||||||||
| 13 Jan | 5516.00 | 345.2 | -2.7 | 41.22 | 7,974 | 503 | 1,168 | |||||||||
| 12 Jan | 5330.00 | 240.3 | 5.2 | 39.4 | 4,464 | 145 | 775 | |||||||||
| 9 Jan | 5356.00 | 240.8 | 2.2 | 36.3 | 729 | 505 | 630 | |||||||||
| 8 Jan | 5169.00 | 135.3 | 2.2 | 32.54 | 408 | -54 | 112 | |||||||||
| 7 Jan | 5045.00 | 109 | 1.7 | 33.86 | 370 | 29 | 50 | |||||||||
| 6 Jan | 5208.00 | 154.8 | 1.6 | 32.42 | 46 | 6 | 18 | |||||||||
| 5 Jan | 5272.00 | 172.6 | 16 | 31.18 | 14 | 3 | 9 | |||||||||
| 2 Jan | 5161.00 | 109.1 | 3.7 | 27.17 | 4 | 3 | 6 | |||||||||
| 31 Dec | 5207.00 | - | - | - | 0 | 0 | 2 | |||||||||
| 30 Dec | 5239.00 | 108.6 | 0 | - | 1 | 0 | 2 | |||||||||
| 29 Dec | 5240.00 | 108.6 | 0 | 22.11 | 1 | 1 | 2 | |||||||||
| 26 Dec | 5180.00 | 160 | - | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 5270.00 | - | - | - | 0 | 0 | 1 | |||||||||
| 23 Dec | 5258.00 | - | - | - | 0 | 0 | 1 | |||||||||
| 22 Dec | 5229.00 | - | - | - | 0 | 0 | 1 | |||||||||
| 19 Dec | 5106.00 | - | - | - | 0 | 0 | 1 | |||||||||
| 18 Dec | 5081.00 | - | - | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 5087.00 | 74 | 0 | 20.72 | 1 | 1 | 1 | |||||||||
| 16 Dec | 5060.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 5146.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5228.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 5182.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 5250.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 5255.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 8 Dec | 5323.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 5423.00 | - | - | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5400 expiring on 17FEB2026
Delta for 5400 CE is 0.63
Historical price for 5400 CE is as follows
On 14 Jan CRUDEOIL was trading at 5569.00. The strike last trading price was 386, which was -3.7 lower than the previous day. The implied volatity was 41.96, the open interest changed by 627 which increased total open position to 1630
On 13 Jan CRUDEOIL was trading at 5516.00. The strike last trading price was 345.2, which was -2.7 lower than the previous day. The implied volatity was 41.22, the open interest changed by 503 which increased total open position to 1168
On 12 Jan CRUDEOIL was trading at 5330.00. The strike last trading price was 240.3, which was 5.2 higher than the previous day. The implied volatity was 39.4, the open interest changed by 145 which increased total open position to 775
On 9 Jan CRUDEOIL was trading at 5356.00. The strike last trading price was 240.8, which was 2.2 higher than the previous day. The implied volatity was 36.3, the open interest changed by 505 which increased total open position to 630
On 8 Jan CRUDEOIL was trading at 5169.00. The strike last trading price was 135.3, which was 2.2 higher than the previous day. The implied volatity was 32.54, the open interest changed by -54 which decreased total open position to 112
On 7 Jan CRUDEOIL was trading at 5045.00. The strike last trading price was 109, which was 1.7 higher than the previous day. The implied volatity was 33.86, the open interest changed by 29 which increased total open position to 50
On 6 Jan CRUDEOIL was trading at 5208.00. The strike last trading price was 154.8, which was 1.6 higher than the previous day. The implied volatity was 32.42, the open interest changed by 6 which increased total open position to 18
On 5 Jan CRUDEOIL was trading at 5272.00. The strike last trading price was 172.6, which was 16 higher than the previous day. The implied volatity was 31.18, the open interest changed by 3 which increased total open position to 9
On 2 Jan CRUDEOIL was trading at 5161.00. The strike last trading price was 109.1, which was 3.7 higher than the previous day. The implied volatity was 27.17, the open interest changed by 3 which increased total open position to 6
On 31 Dec CRUDEOIL was trading at 5207.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Dec CRUDEOIL was trading at 5239.00. The strike last trading price was 108.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 Dec CRUDEOIL was trading at 5240.00. The strike last trading price was 108.6, which was 0 lower than the previous day. The implied volatity was 22.11, the open interest changed by 1 which increased total open position to 2
On 26 Dec CRUDEOIL was trading at 5180.00. The strike last trading price was 160, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec CRUDEOIL was trading at 5270.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec CRUDEOIL was trading at 5258.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Dec CRUDEOIL was trading at 5229.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec CRUDEOIL was trading at 5106.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 74, which was 0 lower than the previous day. The implied volatity was 20.72, the open interest changed by 1 which increased total open position to 1
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CRUDEOIL 17FEB2026 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 6.49
Theta: -4.22
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 5569.00 | 213.5 | -3.5 | 44.51 | 9,373 | 1,094 | 2,511 |
| 13 Jan | 5516.00 | 225 | -0.6 | 41.79 | 5,719 | 833 | 1,215 |
| 12 Jan | 5330.00 | 296.5 | 2.8 | 39.88 | 1,453 | -96 | 318 |
| 9 Jan | 5356.00 | 274.2 | -4.2 | 36.79 | 26 | 410 | 414 |
| 8 Jan | 5169.00 | 378.6 | 0 | 36.4 | 2 | 1 | 0 |
| 7 Jan | 5045.00 | 290 | 0 | - | 1 | 1 | 0 |
| 6 Jan | 5208.00 | 290 | 0 | - | 1 | 1 | 0 |
| 5 Jan | 5272.00 | 290 | 0 | 30.54 | 1 | 1 | 0 |
| 2 Jan | 5161.00 | 268.6 | 0 | 16.02 | 1 | 1 | 1 |
| 31 Dec | 5207.00 | - | - | - | 0 | 0 | 0 |
| 30 Dec | 5239.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 5240.00 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 5180.00 | 0 | - | - | 0 | 0 | 0 |
| 24 Dec | 5270.00 | - | - | - | 0 | 0 | 0 |
| 23 Dec | 5258.00 | - | - | - | 0 | 0 | 0 |
| 22 Dec | 5229.00 | - | - | - | 0 | 0 | 0 |
| 19 Dec | 5106.00 | - | - | - | 0 | 0 | 0 |
| 18 Dec | 5081.00 | - | - | - | 0 | 0 | 0 |
| 17 Dec | 5087.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 5060.00 | - | - | - | 0 | 0 | 0 |
| 15 Dec | 5146.00 | - | - | - | 0 | 0 | 0 |
| 12 Dec | 5228.00 | - | - | - | 0 | 0 | 0 |
| 11 Dec | 5182.00 | - | - | - | 0 | 0 | 0 |
| 10 Dec | 5250.00 | - | - | - | 0 | 0 | 0 |
| 9 Dec | 5255.00 | - | - | - | 0 | 0 | 0 |
| 8 Dec | 5323.00 | - | - | - | 0 | 0 | 0 |
| 5 Dec | 5423.00 | - | - | - | 0 | 0 | 0 |
For Crude Oil - strike price 5400 expiring on 17FEB2026
Delta for 5400 PE is -0.37
Historical price for 5400 PE is as follows
On 14 Jan CRUDEOIL was trading at 5569.00. The strike last trading price was 213.5, which was -3.5 lower than the previous day. The implied volatity was 44.51, the open interest changed by 1094 which increased total open position to 2511
On 13 Jan CRUDEOIL was trading at 5516.00. The strike last trading price was 225, which was -0.6 lower than the previous day. The implied volatity was 41.79, the open interest changed by 833 which increased total open position to 1215
On 12 Jan CRUDEOIL was trading at 5330.00. The strike last trading price was 296.5, which was 2.8 higher than the previous day. The implied volatity was 39.88, the open interest changed by -96 which decreased total open position to 318
On 9 Jan CRUDEOIL was trading at 5356.00. The strike last trading price was 274.2, which was -4.2 lower than the previous day. The implied volatity was 36.79, the open interest changed by 410 which increased total open position to 414
On 8 Jan CRUDEOIL was trading at 5169.00. The strike last trading price was 378.6, which was 0 lower than the previous day. The implied volatity was 36.4, the open interest changed by 1 which increased total open position to 0
On 7 Jan CRUDEOIL was trading at 5045.00. The strike last trading price was 290, 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 6 Jan CRUDEOIL was trading at 5208.00. The strike last trading price was 290, 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 5 Jan CRUDEOIL was trading at 5272.00. The strike last trading price was 290, which was 0 lower than the previous day. The implied volatity was 30.54, the open interest changed by 1 which increased total open position to 0
On 2 Jan CRUDEOIL was trading at 5161.00. The strike last trading price was 268.6, which was 0 lower than the previous day. The implied volatity was 16.02, the open interest changed by 1 which increased total open position to 1
On 31 Dec CRUDEOIL was trading at 5207.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec CRUDEOIL was trading at 5239.00. 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 Dec CRUDEOIL was trading at 5240.00. 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 26 Dec CRUDEOIL was trading at 5180.00. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec CRUDEOIL was trading at 5270.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec CRUDEOIL was trading at 5258.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec CRUDEOIL was trading at 5229.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec CRUDEOIL was trading at 5106.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec CRUDEOIL was trading at 5087.00. 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 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































