[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5296 -38.00 (-0.71%)
L: 5280 H: 5332

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Historical option data for CRUDEOIL

09 Dec 2025 07:07 PM IST
CRUDEOIL 16-DEC-2025 5500 CE
Delta: 0.20
Vega: 2.15
Theta: -4.51
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 5298.00 26.6 -12.9 31.26 46,856 4,252 15,893
8 Dec 5323.00 35 -4.5 30.68 1,37,340 5,207 11,641
5 Dec 5423.00 70.6 -5.8 27.38 1,47,333 -1,252 6,434
4 Dec 5381.00 68.2 -2.5 29.78 91,329 -1,901 7,686
3 Dec 5358.00 69.8 0.6 31.17 1,01,337 -1,497 9,586
2 Dec 5313.00 71.7 -7.3 34.43 80,044 2,825 11,092
1 Dec 5328.00 79.4 -7.6 33.91 95,051 1,913 8,302
28 Nov 5326.00 86.7 6.4 32.83 41,527 -1,369 6,400
27 Nov 5292.00 79.6 17.6 33.05 31,571 -2,093 7,781
26 Nov 5200.00 62.3 -3.7 34.31 32,480 -70 9,878
25 Nov 5163.00 65 -13.9 36.63 46,790 1,075 10,278
24 Nov 5235.00 79.1 0.7 34.45 37,904 -412 9,728
21 Nov 5199.00 80.8 -10 34.98 59,047 901 10,715
20 Nov 5259.00 90 -3.7 32.37 59,988 1,538 11,494
19 Nov 5242.00 95.4 -41.3 33.01 59,082 5,831 10,333
18 Nov 5345.00 126 4.4 31.72 40,109 939 4,855
17 Nov 5321.00 121 -18.6 31.58 17,173 1,959 4,159
14 Nov 5342.00 140.8 33.7 32.55 8,809 -752 2,182
13 Nov 5231.00 107.1 -4.2 32.50 3,734 346 2,914
12 Nov 5203.00 111.9 -58.7 33.87 5,368 1,477 2,411
11 Nov 5400.00 171 26.6 31.16 2,199 40 943
10 Nov 5328.00 143.2 0.6 31.26 994 197 938
7 Nov 5287.00 141 -0.6 31.88 933 49 751
6 Nov 5269.00 142.6 -20.8 32.97 1,080 242 702
5 Nov 5310.00 164 -35.1 33.93 524 198 452
4 Nov 5399.00 197.7 -23.6 33.31 488 118 258
3 Nov 5450.00 230.4 11.9 34.41 122 53 159
31 Oct 5422.00 219 -10.9 33.90 119 -2 109
30 Oct 5395.00 234.8 9.2 37.22 97 23 111
29 Oct 5377.00 224.8 14.1 36.54 28 -3 88
28 Oct 5333.00 216.5 -56.1 37.78 50 29 91
27 Oct 5445.00 255 -21.5 36.31 46 18 62
24 Oct 5425.00 271.9 -21.3 38.26 17 1 44
23 Oct 5427.00 297 126.5 41.05 123 25 43
22 Oct 5147.00 180 125.9 39.15 6 18 18
20 Oct 5036.00 145 -12.5 38.63 8 8 16
17 Oct 5060.00 157.5 4.2 38.70 1 1 8
16 Oct 5065.00 162.9 -87.1 39.28 5 4 6
15 Oct 5144.00 250 128.8 46.32 1 2 2
9 Oct 5467.00 432.3 188.7 48.74 2 1 1


For Crude Oil - strike price 5500 expiring on 16DEC2025

Delta for 5500 CE is 0.20

Historical price for 5500 CE is as follows

On 9 Dec CRUDEOIL was trading at 5298.00. The strike last trading price was 26.6, which was -12.9 lower than the previous day. The implied volatity was 31.26, the open interest changed by 4252 which increased total open position to 15893


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 35, which was -4.5 lower than the previous day. The implied volatity was 30.68, the open interest changed by 5207 which increased total open position to 11641


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 70.6, which was -5.8 lower than the previous day. The implied volatity was 27.38, the open interest changed by -1252 which decreased total open position to 6434


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 68.2, which was -2.5 lower than the previous day. The implied volatity was 29.78, the open interest changed by -1901 which decreased total open position to 7686


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 69.8, which was 0.6 higher than the previous day. The implied volatity was 31.17, the open interest changed by -1497 which decreased total open position to 9586


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 71.7, which was -7.3 lower than the previous day. The implied volatity was 34.43, the open interest changed by 2825 which increased total open position to 11092


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 79.4, which was -7.6 lower than the previous day. The implied volatity was 33.91, the open interest changed by 1913 which increased total open position to 8302


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 86.7, which was 6.4 higher than the previous day. The implied volatity was 32.83, the open interest changed by -1369 which decreased total open position to 6400


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 79.6, which was 17.6 higher than the previous day. The implied volatity was 33.05, the open interest changed by -2093 which decreased total open position to 7781


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 62.3, which was -3.7 lower than the previous day. The implied volatity was 34.31, the open interest changed by -70 which decreased total open position to 9878


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 65, which was -13.9 lower than the previous day. The implied volatity was 36.63, the open interest changed by 1075 which increased total open position to 10278


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 79.1, which was 0.7 higher than the previous day. The implied volatity was 34.45, the open interest changed by -412 which decreased total open position to 9728


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 80.8, which was -10 lower than the previous day. The implied volatity was 34.98, the open interest changed by 901 which increased total open position to 10715


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 90, which was -3.7 lower than the previous day. The implied volatity was 32.37, the open interest changed by 1538 which increased total open position to 11494


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 95.4, which was -41.3 lower than the previous day. The implied volatity was 33.01, the open interest changed by 5831 which increased total open position to 10333


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 126, which was 4.4 higher than the previous day. The implied volatity was 31.72, the open interest changed by 939 which increased total open position to 4855


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 121, which was -18.6 lower than the previous day. The implied volatity was 31.58, the open interest changed by 1959 which increased total open position to 4159


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 140.8, which was 33.7 higher than the previous day. The implied volatity was 32.55, the open interest changed by -752 which decreased total open position to 2182


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 107.1, which was -4.2 lower than the previous day. The implied volatity was 32.50, the open interest changed by 346 which increased total open position to 2914


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 111.9, which was -58.7 lower than the previous day. The implied volatity was 33.87, the open interest changed by 1477 which increased total open position to 2411


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 171, which was 26.6 higher than the previous day. The implied volatity was 31.16, the open interest changed by 40 which increased total open position to 943


On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 143.2, which was 0.6 higher than the previous day. The implied volatity was 31.26, the open interest changed by 197 which increased total open position to 938


On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 141, which was -0.6 lower than the previous day. The implied volatity was 31.88, the open interest changed by 49 which increased total open position to 751


On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 142.6, which was -20.8 lower than the previous day. The implied volatity was 32.97, the open interest changed by 242 which increased total open position to 702


On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 164, which was -35.1 lower than the previous day. The implied volatity was 33.93, the open interest changed by 198 which increased total open position to 452


On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 197.7, which was -23.6 lower than the previous day. The implied volatity was 33.31, the open interest changed by 118 which increased total open position to 258


On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 230.4, which was 11.9 higher than the previous day. The implied volatity was 34.41, the open interest changed by 53 which increased total open position to 159


On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 219, which was -10.9 lower than the previous day. The implied volatity was 33.90, the open interest changed by -2 which decreased total open position to 109


On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 234.8, which was 9.2 higher than the previous day. The implied volatity was 37.22, the open interest changed by 23 which increased total open position to 111


On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 224.8, which was 14.1 higher than the previous day. The implied volatity was 36.54, the open interest changed by -3 which decreased total open position to 88


On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 216.5, which was -56.1 lower than the previous day. The implied volatity was 37.78, the open interest changed by 29 which increased total open position to 91


On 27 Oct CRUDEOIL was trading at 5445.00. The strike last trading price was 255, which was -21.5 lower than the previous day. The implied volatity was 36.31, the open interest changed by 18 which increased total open position to 62


On 24 Oct CRUDEOIL was trading at 5425.00. The strike last trading price was 271.9, which was -21.3 lower than the previous day. The implied volatity was 38.26, the open interest changed by 1 which increased total open position to 44


On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 297, which was 126.5 higher than the previous day. The implied volatity was 41.05, the open interest changed by 25 which increased total open position to 43


On 22 Oct CRUDEOIL was trading at 5147.00. The strike last trading price was 180, which was 125.9 higher than the previous day. The implied volatity was 39.15, the open interest changed by 18 which increased total open position to 18


On 20 Oct CRUDEOIL was trading at 5036.00. The strike last trading price was 145, which was -12.5 lower than the previous day. The implied volatity was 38.63, the open interest changed by 8 which increased total open position to 16


On 17 Oct CRUDEOIL was trading at 5060.00. The strike last trading price was 157.5, which was 4.2 higher than the previous day. The implied volatity was 38.70, the open interest changed by 1 which increased total open position to 8


On 16 Oct CRUDEOIL was trading at 5065.00. The strike last trading price was 162.9, which was -87.1 lower than the previous day. The implied volatity was 39.28, the open interest changed by 4 which increased total open position to 6


On 15 Oct CRUDEOIL was trading at 5144.00. The strike last trading price was 250, which was 128.8 higher than the previous day. The implied volatity was 46.32, the open interest changed by 2 which increased total open position to 2


On 9 Oct CRUDEOIL was trading at 5467.00. The strike last trading price was 432.3, which was 188.7 higher than the previous day. The implied volatity was 48.74, the open interest changed by 1 which increased total open position to 1


CRUDEOIL 16DEC2025 5500 PE
Delta: -0.79
Vega: 2.17
Theta: -4.61
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 5298.00 231.5 26.4 31.68 9,023 642 1,505
8 Dec 5323.00 214.7 9.6 31.74 53,981 -1,173 863
5 Dec 5423.00 150.6 -1.2 28.20 51,067 197 2,036
4 Dec 5381.00 188.8 -2.6 30.22 21,976 -333 1,839
3 Dec 5358.00 213.3 -48.2 31.57 25,767 551 2,173
2 Dec 5313.00 260 6 34.78 13,473 113 1,622
1 Dec 5328.00 252.6 -14.6 34.47 11,060 145 1,509
28 Nov 5326.00 262.9 -29.7 33.55 4,336 166 1,364
27 Nov 5292.00 290.7 -77.5 33.54 3,180 218 1,199
26 Nov 5200.00 361 -38.7 33.98 1,042 -64 981
25 Nov 5163.00 403.7 59.5 36.55 1,763 31 1,046
24 Nov 5235.00 347 -36.1 34.87 832 59 1,042
21 Nov 5199.00 383.5 55 34.92 2,322 300 1,192
20 Nov 5259.00 335.3 -4.3 33.22 4,829 245 918
19 Nov 5242.00 343.7 80.8 33.84 4,868 -309 673
18 Nov 5345.00 276.8 -15.8 32.21 3,544 104 751
17 Nov 5321.00 292.4 -5.8 32.35 1,862 123 635
14 Nov 5342.00 298 -63.5 32.91 583 97 499
13 Nov 5231.00 359.7 -26.5 32.25 133 13 404
12 Nov 5203.00 387 131.3 34.40 671 81 389
11 Nov 5400.00 256 -58.3 31.16 200 125 306
10 Nov 5328.00 310.4 -34.3 32.67 83 28 181
7 Nov 5287.00 345.3 -25.2 33.28 120 10 154
6 Nov 5269.00 369.1 20.1 34.39 236 117 140
5 Nov 5310.00 347.8 116.6 33.61 28 27 27
4 Nov 5399.00 294 -11.5 - 3 1 0
3 Nov 5450.00 294 -6 35.16 3 1 6
31 Oct 5422.00 300 32.1 32.40 1 1 5
30 Oct 5395.00 331.1 0.5 - 2 4 4
29 Oct 5377.00 331.1 0.5 - 2 0 0
28 Oct 5333.00 331.1 0.5 - 2 0 4
27 Oct 5445.00 331.1 0 35.83 2 1 4
24 Oct 5425.00 325.2 -21.6 33.07 4 1 3
23 Oct 5427.00 319.1 -85.6 31.90 6 2 2
22 Oct 5147.00 0 0 - 0 0 0
20 Oct 5036.00 0 0 - 0 0 0
17 Oct 5060.00 0 0 - 0 0 0
16 Oct 5065.00 0 0 - 0 0 0
15 Oct 5144.00 0 0 - 0 0 0
9 Oct 5467.00 0 0 - 0 0 0


For Crude Oil - strike price 5500 expiring on 16DEC2025

Delta for 5500 PE is -0.79

Historical price for 5500 PE is as follows

On 9 Dec CRUDEOIL was trading at 5298.00. The strike last trading price was 231.5, which was 26.4 higher than the previous day. The implied volatity was 31.68, the open interest changed by 642 which increased total open position to 1505


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 214.7, which was 9.6 higher than the previous day. The implied volatity was 31.74, the open interest changed by -1173 which decreased total open position to 863


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 150.6, which was -1.2 lower than the previous day. The implied volatity was 28.20, the open interest changed by 197 which increased total open position to 2036


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 188.8, which was -2.6 lower than the previous day. The implied volatity was 30.22, the open interest changed by -333 which decreased total open position to 1839


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 213.3, which was -48.2 lower than the previous day. The implied volatity was 31.57, the open interest changed by 551 which increased total open position to 2173


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 260, which was 6 higher than the previous day. The implied volatity was 34.78, the open interest changed by 113 which increased total open position to 1622


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 252.6, which was -14.6 lower than the previous day. The implied volatity was 34.47, the open interest changed by 145 which increased total open position to 1509


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 262.9, which was -29.7 lower than the previous day. The implied volatity was 33.55, the open interest changed by 166 which increased total open position to 1364


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 290.7, which was -77.5 lower than the previous day. The implied volatity was 33.54, the open interest changed by 218 which increased total open position to 1199


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 361, which was -38.7 lower than the previous day. The implied volatity was 33.98, the open interest changed by -64 which decreased total open position to 981


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 403.7, which was 59.5 higher than the previous day. The implied volatity was 36.55, the open interest changed by 31 which increased total open position to 1046


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 347, which was -36.1 lower than the previous day. The implied volatity was 34.87, the open interest changed by 59 which increased total open position to 1042


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 383.5, which was 55 higher than the previous day. The implied volatity was 34.92, the open interest changed by 300 which increased total open position to 1192


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 335.3, which was -4.3 lower than the previous day. The implied volatity was 33.22, the open interest changed by 245 which increased total open position to 918


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 343.7, which was 80.8 higher than the previous day. The implied volatity was 33.84, the open interest changed by -309 which decreased total open position to 673


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 276.8, which was -15.8 lower than the previous day. The implied volatity was 32.21, the open interest changed by 104 which increased total open position to 751


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 292.4, which was -5.8 lower than the previous day. The implied volatity was 32.35, the open interest changed by 123 which increased total open position to 635


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 298, which was -63.5 lower than the previous day. The implied volatity was 32.91, the open interest changed by 97 which increased total open position to 499


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 359.7, which was -26.5 lower than the previous day. The implied volatity was 32.25, the open interest changed by 13 which increased total open position to 404


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 387, which was 131.3 higher than the previous day. The implied volatity was 34.40, the open interest changed by 81 which increased total open position to 389


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 256, which was -58.3 lower than the previous day. The implied volatity was 31.16, the open interest changed by 125 which increased total open position to 306


On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 310.4, which was -34.3 lower than the previous day. The implied volatity was 32.67, the open interest changed by 28 which increased total open position to 181


On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 345.3, which was -25.2 lower than the previous day. The implied volatity was 33.28, the open interest changed by 10 which increased total open position to 154


On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 369.1, which was 20.1 higher than the previous day. The implied volatity was 34.39, the open interest changed by 117 which increased total open position to 140


On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 347.8, which was 116.6 higher than the previous day. The implied volatity was 33.61, the open interest changed by 27 which increased total open position to 27


On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 294, which was -11.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 294, which was -6 lower than the previous day. The implied volatity was 35.16, the open interest changed by 1 which increased total open position to 6


On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 300, which was 32.1 higher than the previous day. The implied volatity was 32.40, the open interest changed by 1 which increased total open position to 5


On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 331.1, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 331.1, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 331.1, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 27 Oct CRUDEOIL was trading at 5445.00. The strike last trading price was 331.1, which was 0 lower than the previous day. The implied volatity was 35.83, the open interest changed by 1 which increased total open position to 4


On 24 Oct CRUDEOIL was trading at 5425.00. The strike last trading price was 325.2, which was -21.6 lower than the previous day. The implied volatity was 33.07, the open interest changed by 1 which increased total open position to 3


On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 319.1, which was -85.6 lower than the previous day. The implied volatity was 31.90, the open interest changed by 2 which increased total open position to 2


On 22 Oct CRUDEOIL was trading at 5147.00. 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 20 Oct CRUDEOIL was trading at 5036.00. 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 17 Oct 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 16 Oct CRUDEOIL was trading at 5065.00. 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 Oct CRUDEOIL was trading at 5144.00. 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 Oct CRUDEOIL was trading at 5467.00. 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