CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 09:06 AM IST
| CRUDEOIL 14-JAN-2026 5600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 3.81
Theta: -2.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5106.00 | 46.6 | 5.8 | 33.94 | 427 | -21 | 2,388 | |||||||||
| 16 Dec | 5060.00 | 41 | 0.2 | 34.23 | 3,741 | 681 | 2,409 | |||||||||
| 15 Dec | 5146.00 | 53.1 | -0.6 | 32.52 | 2,603 | 236 | 1,728 | |||||||||
| 12 Dec | 5228.00 | 64.8 | 0.6 | 29.94 | 1,094 | 239 | 1,492 | |||||||||
| 11 Dec | 5182.00 | 61 | 0.4 | 30.59 | 1,280 | 322 | 1,253 | |||||||||
| 10 Dec | 5250.00 | 75 | 1.4 | 29.92 | 672 | 192 | 931 | |||||||||
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| 9 Dec | 5255.00 | 82 | 0.3 | 30.23 | 783 | 225 | 739 | |||||||||
| 8 Dec | 5323.00 | 108 | -1.5 | 31.42 | 871 | 452 | 514 | |||||||||
| 5 Dec | 5423.00 | 141 | -10.9 | 30.41 | 77 | 44 | 62 | |||||||||
| 4 Dec | 5381.00 | 141.1 | 2.2 | 32.47 | 5 | 18 | 18 | |||||||||
| 3 Dec | 5358.00 | 127.5 | -17.8 | - | 18 | 13 | 0 | |||||||||
| 2 Dec | 5313.00 | 127.5 | 69.9 | 32.69 | 18 | 13 | 13 | |||||||||
| 1 Dec | 5328.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 5199.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 5600 expiring on 14JAN2026
Delta for 5600 CE is 0.18
Historical price for 5600 CE is as follows
On 17 Dec CRUDEOIL was trading at 5106.00. The strike last trading price was 46.6, which was 5.8 higher than the previous day. The implied volatity was 33.94, the open interest changed by -21 which decreased total open position to 2388
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 41, which was 0.2 higher than the previous day. The implied volatity was 34.23, the open interest changed by 681 which increased total open position to 2409
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 53.1, which was -0.6 lower than the previous day. The implied volatity was 32.52, the open interest changed by 236 which increased total open position to 1728
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 64.8, which was 0.6 higher than the previous day. The implied volatity was 29.94, the open interest changed by 239 which increased total open position to 1492
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 61, which was 0.4 higher than the previous day. The implied volatity was 30.59, the open interest changed by 322 which increased total open position to 1253
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 75, which was 1.4 higher than the previous day. The implied volatity was 29.92, the open interest changed by 192 which increased total open position to 931
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 82, which was 0.3 higher than the previous day. The implied volatity was 30.23, the open interest changed by 225 which increased total open position to 739
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 108, which was -1.5 lower than the previous day. The implied volatity was 31.42, the open interest changed by 452 which increased total open position to 514
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 141, which was -10.9 lower than the previous day. The implied volatity was 30.41, the open interest changed by 44 which increased total open position to 62
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 141.1, which was 2.2 higher than the previous day. The implied volatity was 32.47, the open interest changed by 18 which increased total open position to 18
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 127.5, which was -17.8 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 127.5, which was 69.9 higher than the previous day. The implied volatity was 32.69, the open interest changed by 13 which increased total open position to 13
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 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 5600 PE | |||||||
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Delta: -0.82
Vega: 3.78
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5106.00 | 531.3 | -50.5 | 33.60 | 3 | 150 | 0 |
| 16 Dec | 5060.00 | 572.3 | -9.5 | 34.87 | 174 | 150 | 169 |
| 15 Dec | 5146.00 | 492.8 | 20.9 | 32.68 | 11 | 19 | 19 |
| 12 Dec | 5228.00 | 429.7 | 18.4 | 30.12 | 3 | 3 | 0 |
| 11 Dec | 5182.00 | 425 | -5 | 21.28 | 5 | 3 | 19 |
| 10 Dec | 5250.00 | 439.7 | 5 | 34.22 | 10 | 7 | 16 |
| 9 Dec | 5255.00 | 428.6 | 29.5 | 33.16 | 15 | 6 | 9 |
| 8 Dec | 5323.00 | 246 | -56 | - | 3 | 3 | 3 |
| 5 Dec | 5423.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 5381.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 5358.00 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 5313.00 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 5328.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 5199.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 5600 expiring on 14JAN2026
Delta for 5600 PE is -0.82
Historical price for 5600 PE is as follows
On 17 Dec CRUDEOIL was trading at 5106.00. The strike last trading price was 531.3, which was -50.5 lower than the previous day. The implied volatity was 33.60, the open interest changed by 150 which increased total open position to 0
On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 572.3, which was -9.5 lower than the previous day. The implied volatity was 34.87, the open interest changed by 150 which increased total open position to 169
On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 492.8, which was 20.9 higher than the previous day. The implied volatity was 32.68, the open interest changed by 19 which increased total open position to 19
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 429.7, which was 18.4 higher than the previous day. The implied volatity was 30.12, the open interest changed by 3 which increased total open position to 0
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 425, which was -5 lower than the previous day. The implied volatity was 21.28, the open interest changed by 3 which increased total open position to 19
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 439.7, which was 5 higher than the previous day. The implied volatity was 34.22, the open interest changed by 7 which increased total open position to 16
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 428.6, which was 29.5 higher than the previous day. The implied volatity was 33.16, the open interest changed by 6 which increased total open position to 9
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 246, which was -56 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 5 Dec CRUDEOIL was trading at 5423.00. 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 Dec CRUDEOIL was trading at 5381.00. 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 Dec CRUDEOIL was trading at 5358.00. 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 2 Dec CRUDEOIL was trading at 5313.00. 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 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 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































































































































































































































