CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 09:01 AM IST
| CRUDEOIL 14-JAN-2026 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 4.39
Theta: -2.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5102.00 | 62.3 | 6.6 | 33.46 | 119 | -2 | 5,368 | |||||||||
| 16 Dec | 5060.00 | 55.6 | -0.1 | 33.80 | 9,721 | 2,506 | 5,370 | |||||||||
| 15 Dec | 5146.00 | 72.1 | -0.6 | 32.20 | 5,463 | 797 | 2,864 | |||||||||
| 12 Dec | 5228.00 | 89.4 | -0.5 | 29.95 | 1,971 | 338 | 2,067 | |||||||||
| 11 Dec | 5182.00 | 85 | -0.4 | 30.82 | 2,041 | 350 | 1,729 | |||||||||
| 10 Dec | 5250.00 | 102.4 | 0.8 | 30.05 | 1,674 | 285 | 1,379 | |||||||||
| 9 Dec | 5255.00 | 109.9 | -0.1 | 30.26 | 1,301 | 434 | 1,094 | |||||||||
| 8 Dec | 5323.00 | 141.3 | -2.4 | 31.58 | 1,532 | 488 | 660 | |||||||||
| 5 Dec | 5423.00 | 192.2 | -0.4 | 32.21 | 306 | 20 | 172 | |||||||||
| 4 Dec | 5381.00 | 179.9 | 3.7 | 32.86 | 209 | 68 | 152 | |||||||||
| 3 Dec | 5358.00 | 178.8 | -1.1 | 33.33 | 69 | 19 | 84 | |||||||||
| 2 Dec | 5313.00 | 173.1 | -2.1 | 34.48 | 42 | 8 | 65 | |||||||||
| 1 Dec | 5328.00 | 179 | 4.1 | 34.40 | 80 | 27 | 57 | |||||||||
| 28 Nov | 5326.00 | 175 | 45 | 32.69 | 31 | 29 | 30 | |||||||||
| 27 Nov | 5292.00 | 130 | 69.5 | 28.28 | 1 | 1 | 1 | |||||||||
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| 21 Nov | 5199.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5500 expiring on 14JAN2026
Delta for 5500 CE is 0.23
Historical price for 5500 CE is as follows
On 17 Dec CRUDEOIL was trading at 5102.00. The strike last trading price was 62.3, which was 6.6 higher than the previous day. The implied volatity was 33.46, the open interest changed by -2 which decreased total open position to 5368
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 55.6, which was -0.1 lower than the previous day. The implied volatity was 33.80, the open interest changed by 2506 which increased total open position to 5370
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 72.1, which was -0.6 lower than the previous day. The implied volatity was 32.20, the open interest changed by 797 which increased total open position to 2864
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 89.4, which was -0.5 lower than the previous day. The implied volatity was 29.95, the open interest changed by 338 which increased total open position to 2067
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 85, which was -0.4 lower than the previous day. The implied volatity was 30.82, the open interest changed by 350 which increased total open position to 1729
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 102.4, which was 0.8 higher than the previous day. The implied volatity was 30.05, the open interest changed by 285 which increased total open position to 1379
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 109.9, which was -0.1 lower than the previous day. The implied volatity was 30.26, the open interest changed by 434 which increased total open position to 1094
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 141.3, which was -2.4 lower than the previous day. The implied volatity was 31.58, the open interest changed by 488 which increased total open position to 660
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 192.2, which was -0.4 lower than the previous day. The implied volatity was 32.21, the open interest changed by 20 which increased total open position to 172
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 179.9, which was 3.7 higher than the previous day. The implied volatity was 32.86, the open interest changed by 68 which increased total open position to 152
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 178.8, which was -1.1 lower than the previous day. The implied volatity was 33.33, the open interest changed by 19 which increased total open position to 84
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 173.1, which was -2.1 lower than the previous day. The implied volatity was 34.48, the open interest changed by 8 which increased total open position to 65
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 179, which was 4.1 higher than the previous day. The implied volatity was 34.40, the open interest changed by 27 which increased total open position to 57
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 175, which was 45 higher than the previous day. The implied volatity was 32.69, the open interest changed by 29 which increased total open position to 30
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 130, which was 69.5 higher than the previous day. The implied volatity was 28.28, the open interest changed by 1 which increased total open position to 1
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 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5102.00 | 485 | -5.8 | - | 634 | 439 | 0 |
| 16 Dec | 5060.00 | 485 | -5.8 | 33.89 | 634 | 439 | 565 |
| 15 Dec | 5146.00 | 410 | -0.1 | 31.97 | 77 | -2 | 126 |
| 12 Dec | 5228.00 | 352 | -14.2 | 29.70 | 47 | 8 | 128 |
| 11 Dec | 5182.00 | 385.1 | -0.3 | 30.28 | 23 | 7 | 120 |
| 10 Dec | 5250.00 | 360 | -8.8 | 32.82 | 187 | 94 | 113 |
| 9 Dec | 5255.00 | 353.4 | 7.5 | 32.45 | 26 | 2 | 19 |
| 8 Dec | 5323.00 | 315 | 11.8 | 31.39 | 51 | 8 | 17 |
| 5 Dec | 5423.00 | 266.8 | -4.8 | 30.61 | 17 | 2 | 9 |
| 4 Dec | 5381.00 | 300 | -29 | 31.46 | 10 | 7 | 7 |
| 3 Dec | 5358.00 | 280 | 0 | - | 1 | 1 | 0 |
| 2 Dec | 5313.00 | 280 | 17.7 | 22.97 | 1 | 1 | 1 |
| 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 5500 expiring on 14JAN2026
Delta for 5500 PE is -
Historical price for 5500 PE is as follows
On 17 Dec CRUDEOIL was trading at 5102.00. The strike last trading price was 485, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by 439 which increased total open position to 0
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 485, which was -5.8 lower than the previous day. The implied volatity was 33.89, the open interest changed by 439 which increased total open position to 565
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 410, which was -0.1 lower than the previous day. The implied volatity was 31.97, the open interest changed by -2 which decreased total open position to 126
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 352, which was -14.2 lower than the previous day. The implied volatity was 29.70, the open interest changed by 8 which increased total open position to 128
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 385.1, which was -0.3 lower than the previous day. The implied volatity was 30.28, the open interest changed by 7 which increased total open position to 120
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 360, which was -8.8 lower than the previous day. The implied volatity was 32.82, the open interest changed by 94 which increased total open position to 113
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 353.4, which was 7.5 higher than the previous day. The implied volatity was 32.45, the open interest changed by 2 which increased total open position to 19
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 315, which was 11.8 higher than the previous day. The implied volatity was 31.39, the open interest changed by 8 which increased total open position to 17
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 266.8, which was -4.8 lower than the previous day. The implied volatity was 30.61, the open interest changed by 2 which increased total open position to 9
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 300, which was -29 lower than the previous day. The implied volatity was 31.46, the open interest changed by 7 which increased total open position to 7
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 280, 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 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 280, which was 17.7 higher than the previous day. The implied volatity was 22.97, the open interest changed by 1 which increased total open position to 1
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































































































































































































































