CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
09 Dec 2025 07:07 PM IST
| CRUDEOIL 16-DEC-2025 5700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.13
Theta: -2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 5298.00 | 9.7 | -4 | 36.04 | 9,337 | -40 | 4,780 | |||||||||
| 8 Dec | 5323.00 | 13.1 | -0.6 | 34.99 | 31,478 | 911 | 4,820 | |||||||||
| 5 Dec | 5423.00 | 25.3 | -3.3 | 29.33 | 47,546 | 100 | 3,909 | |||||||||
| 4 Dec | 5381.00 | 27.7 | -2.5 | 31.92 | 30,189 | -24 | 3,809 | |||||||||
| 3 Dec | 5358.00 | 29.2 | -3 | 32.84 | 32,811 | 256 | 3,815 | |||||||||
| 2 Dec | 5313.00 | 33.7 | -5.6 | 36.16 | 32,272 | -577 | 3,559 | |||||||||
| 1 Dec | 5328.00 | 39.9 | -3.1 | 36.11 | 41,822 | 1,940 | 4,137 | |||||||||
| 28 Nov | 5326.00 | 42 | 1.9 | 33.77 | 12,230 | -374 | 2,212 | |||||||||
| 27 Nov | 5292.00 | 39.4 | 6.1 | 34.15 | 9,851 | -616 | 2,588 | |||||||||
| 26 Nov | 5200.00 | 33.3 | -2.6 | 36.21 | 11,365 | -178 | 3,212 | |||||||||
| 25 Nov | 5163.00 | 35.2 | -6.6 | 37.99 | 13,545 | 510 | 3,448 | |||||||||
| 24 Nov | 5235.00 | 41.7 | -1.7 | 35.43 | 10,719 | 174 | 3,010 | |||||||||
| 21 Nov | 5199.00 | 45.1 | -5.4 | 36.05 | 19,612 | 19 | 2,892 | |||||||||
| 20 Nov | 5259.00 | 51.1 | -1.3 | 33.86 | 18,248 | -574 | 2,965 | |||||||||
| 19 Nov | 5242.00 | 52.8 | -26.9 | 33.80 | 21,900 | 2,229 | 3,627 | |||||||||
| 18 Nov | 5345.00 | 73.4 | 2.5 | 32.85 | 13,158 | 695 | 1,604 | |||||||||
| 17 Nov | 5321.00 | 70.7 | -9.8 | 32.73 | 4,649 | 245 | 887 | |||||||||
| 14 Nov | 5342.00 | 80.2 | 12.8 | 32.41 | 1,135 | 35 | 646 | |||||||||
| 13 Nov | 5231.00 | 67.9 | 0 | 34.32 | 655 | 59 | 612 | |||||||||
| 12 Nov | 5203.00 | 68.4 | -30.2 | 34.77 | 998 | 131 | 544 | |||||||||
| 11 Nov | 5400.00 | 99.9 | 17.7 | 30.89 | 349 | 15 | 412 | |||||||||
| 10 Nov | 5328.00 | 80.3 | -5.9 | 30.73 | 292 | 104 | 393 | |||||||||
| 7 Nov | 5287.00 | 85 | -0.9 | 32.07 | 253 | 45 | 289 | |||||||||
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| 6 Nov | 5269.00 | 86 | -24.2 | 32.85 | 423 | 218 | 238 | |||||||||
| 5 Nov | 5310.00 | 108 | 2 | 34.70 | 27 | 20 | 21 | |||||||||
| 4 Nov | 5399.00 | 106 | 19.5 | 30.07 | 1 | 1 | 1 | |||||||||
| 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 5700 expiring on 16DEC2025
Delta for 5700 CE is 0.08
Historical price for 5700 CE is as follows
On 9 Dec CRUDEOIL was trading at 5298.00. The strike last trading price was 9.7, which was -4 lower than the previous day. The implied volatity was 36.04, the open interest changed by -40 which decreased total open position to 4780
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 13.1, which was -0.6 lower than the previous day. The implied volatity was 34.99, the open interest changed by 911 which increased total open position to 4820
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 25.3, which was -3.3 lower than the previous day. The implied volatity was 29.33, the open interest changed by 100 which increased total open position to 3909
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 27.7, which was -2.5 lower than the previous day. The implied volatity was 31.92, the open interest changed by -24 which decreased total open position to 3809
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 29.2, which was -3 lower than the previous day. The implied volatity was 32.84, the open interest changed by 256 which increased total open position to 3815
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 33.7, which was -5.6 lower than the previous day. The implied volatity was 36.16, the open interest changed by -577 which decreased total open position to 3559
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 39.9, which was -3.1 lower than the previous day. The implied volatity was 36.11, the open interest changed by 1940 which increased total open position to 4137
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 42, which was 1.9 higher than the previous day. The implied volatity was 33.77, the open interest changed by -374 which decreased total open position to 2212
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 39.4, which was 6.1 higher than the previous day. The implied volatity was 34.15, the open interest changed by -616 which decreased total open position to 2588
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 33.3, which was -2.6 lower than the previous day. The implied volatity was 36.21, the open interest changed by -178 which decreased total open position to 3212
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 35.2, which was -6.6 lower than the previous day. The implied volatity was 37.99, the open interest changed by 510 which increased total open position to 3448
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 41.7, which was -1.7 lower than the previous day. The implied volatity was 35.43, the open interest changed by 174 which increased total open position to 3010
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 45.1, which was -5.4 lower than the previous day. The implied volatity was 36.05, the open interest changed by 19 which increased total open position to 2892
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 51.1, which was -1.3 lower than the previous day. The implied volatity was 33.86, the open interest changed by -574 which decreased total open position to 2965
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 52.8, which was -26.9 lower than the previous day. The implied volatity was 33.80, the open interest changed by 2229 which increased total open position to 3627
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 73.4, which was 2.5 higher than the previous day. The implied volatity was 32.85, the open interest changed by 695 which increased total open position to 1604
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 70.7, which was -9.8 lower than the previous day. The implied volatity was 32.73, the open interest changed by 245 which increased total open position to 887
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 80.2, which was 12.8 higher than the previous day. The implied volatity was 32.41, the open interest changed by 35 which increased total open position to 646
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 67.9, which was 0 lower than the previous day. The implied volatity was 34.32, the open interest changed by 59 which increased total open position to 612
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 68.4, which was -30.2 lower than the previous day. The implied volatity was 34.77, the open interest changed by 131 which increased total open position to 544
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 99.9, which was 17.7 higher than the previous day. The implied volatity was 30.89, the open interest changed by 15 which increased total open position to 412
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 80.3, which was -5.9 lower than the previous day. The implied volatity was 30.73, the open interest changed by 104 which increased total open position to 393
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 85, which was -0.9 lower than the previous day. The implied volatity was 32.07, the open interest changed by 45 which increased total open position to 289
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 86, which was -24.2 lower than the previous day. The implied volatity was 32.85, the open interest changed by 218 which increased total open position to 238
On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 108, which was 2 higher than the previous day. The implied volatity was 34.70, the open interest changed by 20 which increased total open position to 21
On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 106, which was 19.5 higher than the previous day. The implied volatity was 30.07, the open interest changed by 1 which increased total open position to 1
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 5700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.92
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 5298.00 | 410.5 | 29.7 | 32.91 | 57 | -16 | 86 |
| 8 Dec | 5323.00 | 392.6 | 11.8 | 36.69 | 892 | -147 | 102 |
| 5 Dec | 5423.00 | 305.1 | 1.8 | 30.46 | 1,429 | 58 | 249 |
| 4 Dec | 5381.00 | 351 | 2.1 | 33.61 | 436 | 29 | 191 |
| 3 Dec | 5358.00 | 374.8 | -49.3 | 34.15 | 285 | -30 | 162 |
| 2 Dec | 5313.00 | 425.2 | 7.5 | 37.81 | 149 | 24 | 192 |
| 1 Dec | 5328.00 | 415.5 | -8.5 | 37.64 | 212 | -18 | 168 |
| 28 Nov | 5326.00 | 424.8 | -22.7 | 36.66 | 168 | -31 | 186 |
| 27 Nov | 5292.00 | 448.5 | -99.4 | 34.18 | 130 | 10 | 217 |
| 26 Nov | 5200.00 | 511.2 | -38.9 | 26.83 | 25 | -1 | 207 |
| 25 Nov | 5163.00 | 574.1 | 49.5 | 37.95 | 41 | 18 | 208 |
| 24 Nov | 5235.00 | 511.2 | -55.3 | 36.46 | 43 | -1 | 190 |
| 21 Nov | 5199.00 | 552.1 | 54.4 | 37.16 | 29 | 5 | 191 |
| 20 Nov | 5259.00 | 499 | -1.7 | 35.57 | 108 | 5 | 187 |
| 19 Nov | 5242.00 | 500.1 | 74.3 | 34.61 | 95 | 21 | 182 |
| 18 Nov | 5345.00 | 431.2 | -18.2 | 34.85 | 68 | 27 | 160 |
| 17 Nov | 5321.00 | 446.6 | -12.8 | 34.10 | 82 | 1 | 133 |
| 14 Nov | 5342.00 | 444.3 | -105.9 | 34.13 | 38 | 2 | 133 |
| 13 Nov | 5231.00 | 523.7 | -0.7 | 34.70 | 25 | 0 | 131 |
| 12 Nov | 5203.00 | 554.3 | 221.3 | 37.59 | 146 | 131 | 131 |
| 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 5700 expiring on 16DEC2025
Delta for 5700 PE is -0.94
Historical price for 5700 PE is as follows
On 9 Dec CRUDEOIL was trading at 5298.00. The strike last trading price was 410.5, which was 29.7 higher than the previous day. The implied volatity was 32.91, the open interest changed by -16 which decreased total open position to 86
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 392.6, which was 11.8 higher than the previous day. The implied volatity was 36.69, the open interest changed by -147 which decreased total open position to 102
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 305.1, which was 1.8 higher than the previous day. The implied volatity was 30.46, the open interest changed by 58 which increased total open position to 249
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 351, which was 2.1 higher than the previous day. The implied volatity was 33.61, the open interest changed by 29 which increased total open position to 191
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 374.8, which was -49.3 lower than the previous day. The implied volatity was 34.15, the open interest changed by -30 which decreased total open position to 162
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 425.2, which was 7.5 higher than the previous day. The implied volatity was 37.81, the open interest changed by 24 which increased total open position to 192
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 415.5, which was -8.5 lower than the previous day. The implied volatity was 37.64, the open interest changed by -18 which decreased total open position to 168
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 424.8, which was -22.7 lower than the previous day. The implied volatity was 36.66, the open interest changed by -31 which decreased total open position to 186
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 448.5, which was -99.4 lower than the previous day. The implied volatity was 34.18, the open interest changed by 10 which increased total open position to 217
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 511.2, which was -38.9 lower than the previous day. The implied volatity was 26.83, the open interest changed by -1 which decreased total open position to 207
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 574.1, which was 49.5 higher than the previous day. The implied volatity was 37.95, the open interest changed by 18 which increased total open position to 208
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 511.2, which was -55.3 lower than the previous day. The implied volatity was 36.46, the open interest changed by -1 which decreased total open position to 190
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 552.1, which was 54.4 higher than the previous day. The implied volatity was 37.16, the open interest changed by 5 which increased total open position to 191
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 499, which was -1.7 lower than the previous day. The implied volatity was 35.57, the open interest changed by 5 which increased total open position to 187
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 500.1, which was 74.3 higher than the previous day. The implied volatity was 34.61, the open interest changed by 21 which increased total open position to 182
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 431.2, which was -18.2 lower than the previous day. The implied volatity was 34.85, the open interest changed by 27 which increased total open position to 160
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 446.6, which was -12.8 lower than the previous day. The implied volatity was 34.10, the open interest changed by 1 which increased total open position to 133
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 444.3, which was -105.9 lower than the previous day. The implied volatity was 34.13, the open interest changed by 2 which increased total open position to 133
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 523.7, which was -0.7 lower than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 131
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 554.3, which was 221.3 higher than the previous day. The implied volatity was 37.59, the open interest changed by 131 which increased total open position to 131
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































































































































































































































