[--[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 5600 CE
Delta: 0.12
Vega: 1.55
Theta: -3.45
Gamma: 0.00
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
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
Delta: -0.88
Vega: 1.50
Theta: -3.29
Gamma: 0.00
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