[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5291 -43.00 (-0.81%)
L: 5280 H: 5332

Back to Option Chain


Historical option data for CRUDEOIL

09 Dec 2025 07:48 PM IST
CRUDEOIL 16-DEC-2025 5550 CE
Delta: 0.16
Vega: 1.80
Theta: -3.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 5292.00 19.4 -10.6 32.28 17,631 -666 3,972
8 Dec 5323.00 26.7 -3.3 31.53 58,299 2,338 4,638
5 Dec 5423.00 53.1 -6.6 27.24 53,172 -997 2,300
4 Dec 5381.00 53.6 -3.1 29.97 39,311 265 3,297
3 Dec 5358.00 56.7 -0.7 31.61 37,375 215 3,032
2 Dec 5313.00 59.5 -6.8 34.83 31,676 1,324 2,817
1 Dec 5328.00 66.9 -6.6 34.44 31,834 737 1,486
28 Nov 5326.00 72.6 5.1 33.00 12,731 -682 753
27 Nov 5292.00 66.3 13.5 33.12 9,672 11 1,436
26 Nov 5200.00 52.2 -4.7 34.49 8,638 219 1,450
25 Nov 5163.00 55.8 -11.6 36.95 10,165 166 1,383
24 Nov 5235.00 67.6 -0.2 34.67 11,421 -226 1,306
21 Nov 5199.00 70 -8.5 35.24 21,004 272 1,668
20 Nov 5259.00 78.6 -2.8 32.82 15,420 200 1,509
19 Nov 5242.00 82.9 -35.5 33.26 15,195 1,239 1,491
18 Nov 5345.00 109.9 42.5 31.91 11,750 319 319
17 Nov 5321.00 0 0 - 0 0 0
14 Nov 5342.00 0 0 - 0 0 0
13 Nov 5231.00 0 0 - 0 0 0
12 Nov 5203.00 0 0 - 0 0 0
11 Nov 5400.00 0 0 - 0 0 0
10 Nov 5328.00 0 0 - 0 0 0
7 Nov 5287.00 0 0 - 0 0 0
6 Nov 5269.00 0 0 - 0 0 0
5 Nov 5310.00 0 0 - 0 0 0
4 Nov 5399.00 0 0 - 0 0 0
3 Nov 5450.00 0 0 - 0 0 0
31 Oct 5422.00 0 0 - 0 0 0
30 Oct 5395.00 0 0 - 0 0 0
29 Oct 5377.00 0 0 - 0 0 0
28 Oct 5333.00 0 0 - 0 0 0
27 Oct 5445.00 0 0 - 0 0 0
24 Oct 5425.00 0 0 - 0 0 0
23 Oct 5427.00 0 0 - 0 0 0


For Crude Oil - strike price 5550 expiring on 16DEC2025

Delta for 5550 CE is 0.16

Historical price for 5550 CE is as follows

On 9 Dec CRUDEOIL was trading at 5292.00. The strike last trading price was 19.4, which was -10.6 lower than the previous day. The implied volatity was 32.28, the open interest changed by -666 which decreased total open position to 3972


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 26.7, which was -3.3 lower than the previous day. The implied volatity was 31.53, the open interest changed by 2338 which increased total open position to 4638


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 53.1, which was -6.6 lower than the previous day. The implied volatity was 27.24, the open interest changed by -997 which decreased total open position to 2300


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 53.6, which was -3.1 lower than the previous day. The implied volatity was 29.97, the open interest changed by 265 which increased total open position to 3297


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 56.7, which was -0.7 lower than the previous day. The implied volatity was 31.61, the open interest changed by 215 which increased total open position to 3032


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 59.5, which was -6.8 lower than the previous day. The implied volatity was 34.83, the open interest changed by 1324 which increased total open position to 2817


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 66.9, which was -6.6 lower than the previous day. The implied volatity was 34.44, the open interest changed by 737 which increased total open position to 1486


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 72.6, which was 5.1 higher than the previous day. The implied volatity was 33.00, the open interest changed by -682 which decreased total open position to 753


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 66.3, which was 13.5 higher than the previous day. The implied volatity was 33.12, the open interest changed by 11 which increased total open position to 1436


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 52.2, which was -4.7 lower than the previous day. The implied volatity was 34.49, the open interest changed by 219 which increased total open position to 1450


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 55.8, which was -11.6 lower than the previous day. The implied volatity was 36.95, the open interest changed by 166 which increased total open position to 1383


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 67.6, which was -0.2 lower than the previous day. The implied volatity was 34.67, the open interest changed by -226 which decreased total open position to 1306


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 70, which was -8.5 lower than the previous day. The implied volatity was 35.24, the open interest changed by 272 which increased total open position to 1668


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 78.6, which was -2.8 lower than the previous day. The implied volatity was 32.82, the open interest changed by 200 which increased total open position to 1509


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 82.9, which was -35.5 lower than the previous day. The implied volatity was 33.26, the open interest changed by 1239 which increased total open position to 1491


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 109.9, which was 42.5 higher than the previous day. The implied volatity was 31.91, the open interest changed by 319 which increased total open position to 319


On 17 Nov CRUDEOIL was trading at 5321.00. 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 14 Nov CRUDEOIL was trading at 5342.00. 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 13 Nov CRUDEOIL was trading at 5231.00. 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 Nov CRUDEOIL was trading at 5203.00. 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 Nov CRUDEOIL was trading at 5400.00. 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 Nov 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 7 Nov CRUDEOIL was trading at 5287.00. 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 6 Nov CRUDEOIL was trading at 5269.00. 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 Nov CRUDEOIL was trading at 5310.00. 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 Nov CRUDEOIL was trading at 5399.00. 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 Nov CRUDEOIL was trading at 5450.00. 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 31 Oct CRUDEOIL was trading at 5422.00. 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 30 Oct CRUDEOIL was trading at 5395.00. 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 Oct CRUDEOIL was trading at 5377.00. 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 Oct CRUDEOIL was trading at 5333.00. 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 Oct CRUDEOIL was trading at 5445.00. 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 24 Oct CRUDEOIL was trading at 5425.00. 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 23 Oct CRUDEOIL was trading at 5427.00. 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 16DEC2025 5550 PE
Delta: -0.84
Vega: 1.83
Theta: -4.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 5292.00 278.4 32.1 32.83 1,365 -217 138
8 Dec 5323.00 255.4 9.1 32.29 12,619 -463 355
5 Dec 5423.00 185.3 1.3 28.75 15,685 -2,481 818
4 Dec 5381.00 225.5 -2.6 30.82 14,215 2,965 3,299
3 Dec 5358.00 252.2 -48.9 32.60 6,729 234 347
2 Dec 5313.00 296.8 3.3 34.91 1,461 65 113
1 Dec 5328.00 289 -15.1 34.73 1,291 26 48
28 Nov 5326.00 301.5 -34.9 34.42 320 4 22
27 Nov 5292.00 322.4 -48.4 32.41 33 20 20
26 Nov 5200.00 396.6 -56.5 - 44 13 0
25 Nov 5163.00 396.6 -28.2 20.08 44 13 25
24 Nov 5235.00 425.1 -1.7 44.08 8 1 12
21 Nov 5199.00 420.9 54.6 34.76 105 -10 14
20 Nov 5259.00 390.5 10.6 37.09 215 13 24
19 Nov 5242.00 380.1 131 33.91 190 14 14
18 Nov 5345.00 318.2 -23.2 - 10 4 0
17 Nov 5321.00 318.2 33.2 30.99 10 4 4
14 Nov 5342.00 0 0 - 0 0 0
13 Nov 5231.00 0 0 - 0 0 0
12 Nov 5203.00 0 0 - 0 0 0
11 Nov 5400.00 0 0 - 0 0 0
10 Nov 5328.00 0 0 - 0 0 0
7 Nov 5287.00 0 0 - 0 0 0
6 Nov 5269.00 0 0 - 0 0 0
5 Nov 5310.00 0 0 - 0 0 0
4 Nov 5399.00 0 0 - 0 0 0
3 Nov 5450.00 0 0 - 0 0 0
31 Oct 5422.00 0 0 - 0 0 0
30 Oct 5395.00 0 0 - 0 0 0
29 Oct 5377.00 0 0 - 0 0 0
28 Oct 5333.00 0 0 - 0 0 0
27 Oct 5445.00 0 0 - 0 0 0
24 Oct 5425.00 0 0 - 0 0 0
23 Oct 5427.00 0 0 - 0 0 0


For Crude Oil - strike price 5550 expiring on 16DEC2025

Delta for 5550 PE is -0.84

Historical price for 5550 PE is as follows

On 9 Dec CRUDEOIL was trading at 5292.00. The strike last trading price was 278.4, which was 32.1 higher than the previous day. The implied volatity was 32.83, the open interest changed by -217 which decreased total open position to 138


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 255.4, which was 9.1 higher than the previous day. The implied volatity was 32.29, the open interest changed by -463 which decreased total open position to 355


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 185.3, which was 1.3 higher than the previous day. The implied volatity was 28.75, the open interest changed by -2481 which decreased total open position to 818


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 225.5, which was -2.6 lower than the previous day. The implied volatity was 30.82, the open interest changed by 2965 which increased total open position to 3299


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 252.2, which was -48.9 lower than the previous day. The implied volatity was 32.60, the open interest changed by 234 which increased total open position to 347


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 296.8, which was 3.3 higher than the previous day. The implied volatity was 34.91, the open interest changed by 65 which increased total open position to 113


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 289, which was -15.1 lower than the previous day. The implied volatity was 34.73, the open interest changed by 26 which increased total open position to 48


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 301.5, which was -34.9 lower than the previous day. The implied volatity was 34.42, the open interest changed by 4 which increased total open position to 22


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 322.4, which was -48.4 lower than the previous day. The implied volatity was 32.41, the open interest changed by 20 which increased total open position to 20


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 396.6, which was -56.5 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 396.6, which was -28.2 lower than the previous day. The implied volatity was 20.08, the open interest changed by 13 which increased total open position to 25


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 425.1, which was -1.7 lower than the previous day. The implied volatity was 44.08, the open interest changed by 1 which increased total open position to 12


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 420.9, which was 54.6 higher than the previous day. The implied volatity was 34.76, the open interest changed by -10 which decreased total open position to 14


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 390.5, which was 10.6 higher than the previous day. The implied volatity was 37.09, the open interest changed by 13 which increased total open position to 24


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 380.1, which was 131 higher than the previous day. The implied volatity was 33.91, the open interest changed by 14 which increased total open position to 14


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 318.2, which was -23.2 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 318.2, which was 33.2 higher than the previous day. The implied volatity was 30.99, the open interest changed by 4 which increased total open position to 4


On 14 Nov CRUDEOIL was trading at 5342.00. 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 13 Nov CRUDEOIL was trading at 5231.00. 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 Nov CRUDEOIL was trading at 5203.00. 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 Nov CRUDEOIL was trading at 5400.00. 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 Nov 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 7 Nov CRUDEOIL was trading at 5287.00. 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 6 Nov CRUDEOIL was trading at 5269.00. 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 Nov CRUDEOIL was trading at 5310.00. 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 Nov CRUDEOIL was trading at 5399.00. 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 Nov CRUDEOIL was trading at 5450.00. 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 31 Oct CRUDEOIL was trading at 5422.00. 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 30 Oct CRUDEOIL was trading at 5395.00. 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 Oct CRUDEOIL was trading at 5377.00. 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 Oct CRUDEOIL was trading at 5333.00. 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 Oct CRUDEOIL was trading at 5445.00. 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 24 Oct CRUDEOIL was trading at 5425.00. 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 23 Oct CRUDEOIL was trading at 5427.00. 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