CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 04:13 PM IST
| CRUDEOIL 14-JAN-2026 5450 CE | ||||||||||||||||
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Delta: 0.28
Vega: 4.82
Theta: -2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5127.00 | 76 | 11.4 | 32.28 | 5,368 | 1,563 | 1,596 | |||||||||
| 16 Dec | 5060.00 | 63.8 | -0.8 | 33.42 | 109 | 30 | 33 | |||||||||
| 15 Dec | 5146.00 | 110 | 0 | 37.08 | 1 | 0 | 3 | |||||||||
| 12 Dec | 5228.00 | 110 | -144.5 | 30.95 | 3 | 3 | 3 | |||||||||
| 11 Dec | 5182.00 | 160 | 0 | - | 1 | 1 | 0 | |||||||||
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| 10 Dec | 5250.00 | 160 | 0 | - | 1 | 1 | 0 | |||||||||
| 9 Dec | 5255.00 | 160 | 0 | - | 1 | 1 | 0 | |||||||||
| 8 Dec | 5323.00 | 160 | 0 | - | 1 | 1 | 0 | |||||||||
| 5 Dec | 5423.00 | 160 | 0 | 24.67 | 1 | 1 | 1 | |||||||||
| 4 Dec | 5381.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 5358.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 5450 expiring on 14JAN2026
Delta for 5450 CE is 0.28
Historical price for 5450 CE is as follows
On 17 Dec CRUDEOIL was trading at 5127.00. The strike last trading price was 76, which was 11.4 higher than the previous day. The implied volatity was 32.28, the open interest changed by 1563 which increased total open position to 1596
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 63.8, which was -0.8 lower than the previous day. The implied volatity was 33.42, the open interest changed by 30 which increased total open position to 33
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 110, which was 0 lower than the previous day. The implied volatity was 37.08, the open interest changed by 0 which decreased total open position to 3
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 110, which was -144.5 lower than the previous day. The implied volatity was 30.95, the open interest changed by 3 which increased total open position to 3
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 160, 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 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 160, 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 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 160, 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 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 160, 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 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 160, which was 0 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 1
On 4 Dec CRUDEOIL was trading at 5381.00. 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 3 Dec CRUDEOIL was trading at 5358.00. 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 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 5450 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5127.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 5060.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 5146.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 5228.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 5182.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 5250.00 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 5255.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 5323.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 5423.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 5381.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 5358.00 | 0 | 0 | - | 0 | 0 | 0 |
| 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 5450 expiring on 14JAN2026
Delta for 5450 PE is -
Historical price for 5450 PE is as follows
On 17 Dec CRUDEOIL was trading at 5127.00. 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 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 15 Dec CRUDEOIL was trading at 5146.00. 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 12 Dec CRUDEOIL was trading at 5228.00. 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 11 Dec CRUDEOIL was trading at 5182.00. 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 10 Dec CRUDEOIL was trading at 5250.00. 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 9 Dec CRUDEOIL was trading at 5255.00. 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 8 Dec CRUDEOIL was trading at 5323.00. 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 5 Dec CRUDEOIL was trading at 5423.00. 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 4 Dec CRUDEOIL was trading at 5381.00. 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 3 Dec CRUDEOIL was trading at 5358.00. 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 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































































































































































































































