[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5108 +37.00 (0.73%)
L: 5095 H: 5110

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Historical option data for CRUDEOIL

17 Dec 2025 09:06 AM IST
CRUDEOIL 14-JAN-2026 5600 CE
Delta: 0.18
Vega: 3.81
Theta: -2.24
Gamma: 0.00
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
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
Delta: -0.82
Vega: 3.78
Theta: -2.20
Gamma: 0.00
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