CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
09 Dec 2025 07:07 PM IST
| CRUDEOIL 16-DEC-2025 5600 CE | ||||||||||||||||
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Delta: 0.12
Vega: 1.55
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 5298.00 | 15.1 | -7.5 | 33.18 | 17,958 | 1,538 | 8,392 | |||||||||
| 8 Dec | 5323.00 | 20.6 | -2 | 32.51 | 64,804 | 3,160 | 6,854 | |||||||||
| 5 Dec | 5423.00 | 41.7 | -5.1 | 27.98 | 74,755 | -82 | 3,694 | |||||||||
| 4 Dec | 5381.00 | 43.4 | -2.8 | 30.72 | 48,889 | -1,783 | 3,776 | |||||||||
| 3 Dec | 5358.00 | 44.8 | -2.6 | 31.72 | 60,510 | 802 | 5,572 | |||||||||
| 2 Dec | 5313.00 | 48.6 | -7.1 | 35.04 | 47,926 | 1,006 | 4,770 | |||||||||
| 1 Dec | 5328.00 | 55.9 | -5.8 | 34.86 | 50,199 | 635 | 3,770 | |||||||||
| 28 Nov | 5326.00 | 61 | 4.1 | 33.32 | 21,758 | -494 | 3,139 | |||||||||
| 27 Nov | 5292.00 | 56.3 | 12.1 | 33.57 | 23,574 | -1,470 | 3,648 | |||||||||
| 26 Nov | 5200.00 | 44.5 | -4 | 34.94 | 15,478 | -72 | 5,118 | |||||||||
| 25 Nov | 5163.00 | 48 | -9 | 37.32 | 23,876 | 994 | 5,452 | |||||||||
| 24 Nov | 5235.00 | 56.9 | -0.4 | 34.72 | 19,018 | -522 | 4,922 | |||||||||
| 21 Nov | 5199.00 | 59.4 | -8.2 | 35.23 | 31,979 | 1,390 | 5,557 | |||||||||
| 20 Nov | 5259.00 | 67.7 | -2.5 | 33.06 | 26,299 | 283 | 4,405 | |||||||||
| 19 Nov | 5242.00 | 71.3 | -31.7 | 33.39 | 27,883 | 2,765 | 4,455 | |||||||||
| 18 Nov | 5345.00 | 96.4 | 2.9 | 32.26 | 23,306 | 440 | 2,124 | |||||||||
| 17 Nov | 5321.00 | 92.1 | -14.2 | 32.02 | 7,402 | 880 | 1,666 | |||||||||
| 14 Nov | 5342.00 | 106.9 | 22.4 | 32.42 | 2,944 | -487 | 801 | |||||||||
| 13 Nov | 5231.00 | 82.6 | -1.4 | 32.92 | 1,451 | 169 | 1,304 | |||||||||
| 12 Nov | 5203.00 | 85 | -45.8 | 33.80 | 2,355 | 471 | 952 | |||||||||
| 11 Nov | 5400.00 | 130 | 22 | 30.72 | 835 | -184 | 478 | |||||||||
| 10 Nov | 5328.00 | 107.2 | -1.7 | 30.79 | 662 | 288 | 662 | |||||||||
| 7 Nov | 5287.00 | 107.3 | -4.7 | 31.52 | 336 | 116 | 374 | |||||||||
| 6 Nov | 5269.00 | 113.4 | -17.9 | 33.21 | 389 | 193 | 258 | |||||||||
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| 5 Nov | 5310.00 | 130.8 | -25.2 | 33.91 | 78 | 42 | 65 | |||||||||
| 4 Nov | 5399.00 | 157.5 | 39.8 | 33.01 | 39 | 23 | 23 | |||||||||
| 3 Nov | 5450.00 | 139 | 0 | - | 1 | 1 | 0 | |||||||||
| 31 Oct | 5422.00 | 139 | 0 | - | 1 | 1 | 0 | |||||||||
| 30 Oct | 5395.00 | 139 | 0 | - | 1 | 1 | 1 | |||||||||
| 29 Oct | 5377.00 | 139 | 34.4 | 30.03 | 1 | 1 | 0 | |||||||||
| 28 Oct | 5333.00 | 252 | 0.3 | - | 5 | 1 | 1 | |||||||||
| 27 Oct | 5445.00 | 252 | 0.3 | - | 5 | 1 | 0 | |||||||||
| 24 Oct | 5425.00 | 252 | 93.5 | 40.73 | 5 | 1 | 1 | |||||||||
| 23 Oct | 5427.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5600 expiring on 16DEC2025
Delta for 5600 CE is 0.12
Historical price for 5600 CE is as follows
On 9 Dec CRUDEOIL was trading at 5298.00. The strike last trading price was 15.1, which was -7.5 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1538 which increased total open position to 8392
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 20.6, which was -2 lower than the previous day. The implied volatity was 32.51, the open interest changed by 3160 which increased total open position to 6854
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 41.7, which was -5.1 lower than the previous day. The implied volatity was 27.98, the open interest changed by -82 which decreased total open position to 3694
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 43.4, which was -2.8 lower than the previous day. The implied volatity was 30.72, the open interest changed by -1783 which decreased total open position to 3776
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 44.8, which was -2.6 lower than the previous day. The implied volatity was 31.72, the open interest changed by 802 which increased total open position to 5572
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 48.6, which was -7.1 lower than the previous day. The implied volatity was 35.04, the open interest changed by 1006 which increased total open position to 4770
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 55.9, which was -5.8 lower than the previous day. The implied volatity was 34.86, the open interest changed by 635 which increased total open position to 3770
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 61, which was 4.1 higher than the previous day. The implied volatity was 33.32, the open interest changed by -494 which decreased total open position to 3139
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 56.3, which was 12.1 higher than the previous day. The implied volatity was 33.57, the open interest changed by -1470 which decreased total open position to 3648
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 44.5, which was -4 lower than the previous day. The implied volatity was 34.94, the open interest changed by -72 which decreased total open position to 5118
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 48, which was -9 lower than the previous day. The implied volatity was 37.32, the open interest changed by 994 which increased total open position to 5452
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 56.9, which was -0.4 lower than the previous day. The implied volatity was 34.72, the open interest changed by -522 which decreased total open position to 4922
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 59.4, which was -8.2 lower than the previous day. The implied volatity was 35.23, the open interest changed by 1390 which increased total open position to 5557
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 67.7, which was -2.5 lower than the previous day. The implied volatity was 33.06, the open interest changed by 283 which increased total open position to 4405
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 71.3, which was -31.7 lower than the previous day. The implied volatity was 33.39, the open interest changed by 2765 which increased total open position to 4455
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 96.4, which was 2.9 higher than the previous day. The implied volatity was 32.26, the open interest changed by 440 which increased total open position to 2124
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 92.1, which was -14.2 lower than the previous day. The implied volatity was 32.02, the open interest changed by 880 which increased total open position to 1666
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 106.9, which was 22.4 higher than the previous day. The implied volatity was 32.42, the open interest changed by -487 which decreased total open position to 801
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 82.6, which was -1.4 lower than the previous day. The implied volatity was 32.92, the open interest changed by 169 which increased total open position to 1304
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 85, which was -45.8 lower than the previous day. The implied volatity was 33.80, the open interest changed by 471 which increased total open position to 952
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 130, which was 22 higher than the previous day. The implied volatity was 30.72, the open interest changed by -184 which decreased total open position to 478
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 107.2, which was -1.7 lower than the previous day. The implied volatity was 30.79, the open interest changed by 288 which increased total open position to 662
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 107.3, which was -4.7 lower than the previous day. The implied volatity was 31.52, the open interest changed by 116 which increased total open position to 374
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 113.4, which was -17.9 lower than the previous day. The implied volatity was 33.21, the open interest changed by 193 which increased total open position to 258
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 130.8, which was -25.2 lower than the previous day. The implied volatity was 33.91, the open interest changed by 42 which increased total open position to 65
On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 157.5, which was 39.8 higher than the previous day. The implied volatity was 33.01, the open interest changed by 23 which increased total open position to 23
On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 139, 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 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 139, 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 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 139, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 139, which was 34.4 higher than the previous day. The implied volatity was 30.03, the open interest changed by 1 which increased total open position to 0
On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 252, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Oct CRUDEOIL was trading at 5445.00. The strike last trading price was 252, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Oct CRUDEOIL was trading at 5425.00. The strike last trading price was 252, which was 93.5 higher than the previous day. The implied volatity was 40.73, the open interest changed by 1 which increased total open position to 1
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 5600 PE | |||||||
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Delta: -0.88
Vega: 1.50
Theta: -3.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 5298.00 | 318.1 | 28.9 | 32.52 | 862 | -131 | 373 |
| 8 Dec | 5323.00 | 297.5 | 8.3 | 32.46 | 8,397 | -449 | 504 |
| 5 Dec | 5423.00 | 222.9 | 2.1 | 29.31 | 9,518 | 349 | 953 |
| 4 Dec | 5381.00 | 263.9 | -2 | 31.20 | 3,361 | 236 | 604 |
| 3 Dec | 5358.00 | 288.3 | -50.1 | 32.19 | 3,159 | 2 | 369 |
| 2 Dec | 5313.00 | 337.9 | 5.4 | 35.75 | 1,654 | 45 | 367 |
| 1 Dec | 5328.00 | 328.2 | -13 | 35.23 | 1,681 | 3 | 324 |
| 28 Nov | 5326.00 | 334.5 | -34.8 | 33.45 | 548 | 19 | 321 |
| 27 Nov | 5292.00 | 365.7 | -82.3 | 33.68 | 436 | 15 | 302 |
| 26 Nov | 5200.00 | 447.2 | -39.3 | 35.74 | 158 | -20 | 287 |
| 25 Nov | 5163.00 | 485 | 65.7 | 36.73 | 286 | 29 | 307 |
| 24 Nov | 5235.00 | 425 | -36.7 | 35.26 | 226 | -3 | 271 |
| 21 Nov | 5199.00 | 467.6 | 60.6 | 36.48 | 333 | 6 | 274 |
| 20 Nov | 5259.00 | 409.1 | -8.3 | 33.15 | 882 | 18 | 271 |
| 19 Nov | 5242.00 | 417.1 | 80.9 | 33.78 | 859 | 85 | 255 |
| 18 Nov | 5345.00 | 350 | -11 | 33.30 | 515 | 34 | 156 |
| 17 Nov | 5321.00 | 362.8 | -2.6 | 32.71 | 313 | 34 | 116 |
| 14 Nov | 5342.00 | 372.1 | -77.9 | 34.18 | 45 | 5 | 82 |
| 13 Nov | 5231.00 | 433.6 | -3.9 | 32.34 | 29 | 0 | 77 |
| 12 Nov | 5203.00 | 466.2 | 138.2 | 35.52 | 93 | 77 | 77 |
| 11 Nov | 5400.00 | 328 | -49.9 | 32.74 | 4 | 2 | 0 |
| 10 Nov | 5328.00 | 397 | 14.4 | 35.91 | 6 | 2 | 12 |
| 7 Nov | 5287.00 | 399.9 | -41.4 | 31.13 | 12 | -1 | 10 |
| 6 Nov | 5269.00 | 459.3 | 103.5 | 37.75 | 11 | 11 | 11 |
| 5 Nov | 5310.00 | 500 | 45.3 | - | 2 | 1 | 0 |
| 4 Nov | 5399.00 | 500 | 45.3 | - | 2 | 1 | 0 |
| 3 Nov | 5450.00 | 500 | 45.3 | - | 2 | 1 | 0 |
| 31 Oct | 5422.00 | 500 | 45.3 | - | 2 | 1 | 0 |
| 30 Oct | 5395.00 | 500 | 45.3 | - | 2 | 1 | 0 |
| 29 Oct | 5377.00 | 500 | 45.3 | - | 2 | 1 | 0 |
| 28 Oct | 5333.00 | 500 | 172.7 | 42.47 | 2 | 1 | 1 |
| 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 5600 expiring on 16DEC2025
Delta for 5600 PE is -0.88
Historical price for 5600 PE is as follows
On 9 Dec CRUDEOIL was trading at 5298.00. The strike last trading price was 318.1, which was 28.9 higher than the previous day. The implied volatity was 32.52, the open interest changed by -131 which decreased total open position to 373
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 297.5, which was 8.3 higher than the previous day. The implied volatity was 32.46, the open interest changed by -449 which decreased total open position to 504
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 222.9, which was 2.1 higher than the previous day. The implied volatity was 29.31, the open interest changed by 349 which increased total open position to 953
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 263.9, which was -2 lower than the previous day. The implied volatity was 31.20, the open interest changed by 236 which increased total open position to 604
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 288.3, which was -50.1 lower than the previous day. The implied volatity was 32.19, the open interest changed by 2 which increased total open position to 369
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 337.9, which was 5.4 higher than the previous day. The implied volatity was 35.75, the open interest changed by 45 which increased total open position to 367
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 328.2, which was -13 lower than the previous day. The implied volatity was 35.23, the open interest changed by 3 which increased total open position to 324
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 334.5, which was -34.8 lower than the previous day. The implied volatity was 33.45, the open interest changed by 19 which increased total open position to 321
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 365.7, which was -82.3 lower than the previous day. The implied volatity was 33.68, the open interest changed by 15 which increased total open position to 302
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 447.2, which was -39.3 lower than the previous day. The implied volatity was 35.74, the open interest changed by -20 which decreased total open position to 287
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 485, which was 65.7 higher than the previous day. The implied volatity was 36.73, the open interest changed by 29 which increased total open position to 307
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 425, which was -36.7 lower than the previous day. The implied volatity was 35.26, the open interest changed by -3 which decreased total open position to 271
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 467.6, which was 60.6 higher than the previous day. The implied volatity was 36.48, the open interest changed by 6 which increased total open position to 274
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 409.1, which was -8.3 lower than the previous day. The implied volatity was 33.15, the open interest changed by 18 which increased total open position to 271
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 417.1, which was 80.9 higher than the previous day. The implied volatity was 33.78, the open interest changed by 85 which increased total open position to 255
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 350, which was -11 lower than the previous day. The implied volatity was 33.30, the open interest changed by 34 which increased total open position to 156
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 362.8, which was -2.6 lower than the previous day. The implied volatity was 32.71, the open interest changed by 34 which increased total open position to 116
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 372.1, which was -77.9 lower than the previous day. The implied volatity was 34.18, the open interest changed by 5 which increased total open position to 82
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 433.6, which was -3.9 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 77
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 466.2, which was 138.2 higher than the previous day. The implied volatity was 35.52, the open interest changed by 77 which increased total open position to 77
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 328, which was -49.9 lower than the previous day. The implied volatity was 32.74, the open interest changed by 2 which increased total open position to 0
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 397, which was 14.4 higher than the previous day. The implied volatity was 35.91, the open interest changed by 2 which increased total open position to 12
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 399.9, which was -41.4 lower than the previous day. The implied volatity was 31.13, the open interest changed by -1 which decreased total open position to 10
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 459.3, which was 103.5 higher than the previous day. The implied volatity was 37.75, the open interest changed by 11 which increased total open position to 11
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 500, which was 45.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 500, which was 45.3 higher 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 500, which was 45.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 500, which was 45.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 500, which was 45.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 500, which was 45.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 500, which was 172.7 higher than the previous day. The implied volatity was 42.47, the open interest changed by 1 which increased total open position to 1
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































































































































































































































