[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5297 -37.00 (-0.69%)
L: 5280 H: 5332

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Historical option data for CRUDEOIL

09 Dec 2025 07:07 PM IST
CRUDEOIL 16-DEC-2025 5700 CE
Delta: 0.08
Vega: 1.13
Theta: -2.73
Gamma: 0.00
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
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
Delta: -0.94
Vega: 0.92
Theta: -2.03
Gamma: 0.00
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