[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5087 +16.00 (0.32%)
L: 5030 H: 5135

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Historical option data for CRUDEOIL

17 Dec 2025 11:58 PM IST
CRUDEOIL 14-JAN-2026 5700 CE
Delta: 0.15
Vega: 3.25
Theta: -2.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5087.00 36.6 0.4 35.80 7,370 298 1,113
16 Dec 5060.00 33 -1.1 35.63 2,193 436 815
15 Dec 5146.00 44.5 0.1 34.42 592 83 379
12 Dec 5228.00 50.9 0.5 31.08 238 28 296
11 Dec 5182.00 45 -1 30.94 472 -31 268
10 Dec 5250.00 56.2 0.1 30.32 187 30 299
9 Dec 5255.00 63.5 0.3 30.91 307 101 269
8 Dec 5323.00 83.3 -1.1 31.67 684 164 168
5 Dec 5423.00 118 2.9 31.77 9 3 4
4 Dec 5381.00 105.9 0 31.68 1 1 1
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 5700 expiring on 14JAN2026

Delta for 5700 CE is 0.15

Historical price for 5700 CE is as follows

On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 36.6, which was 0.4 higher than the previous day. The implied volatity was 35.80, the open interest changed by 298 which increased total open position to 1113


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 33, which was -1.1 lower than the previous day. The implied volatity was 35.63, the open interest changed by 436 which increased total open position to 815


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 44.5, which was 0.1 higher than the previous day. The implied volatity was 34.42, the open interest changed by 83 which increased total open position to 379


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 50.9, which was 0.5 higher than the previous day. The implied volatity was 31.08, the open interest changed by 28 which increased total open position to 296


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 45, which was -1 lower than the previous day. The implied volatity was 30.94, the open interest changed by -31 which decreased total open position to 268


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 56.2, which was 0.1 higher than the previous day. The implied volatity was 30.32, the open interest changed by 30 which increased total open position to 299


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 63.5, which was 0.3 higher than the previous day. The implied volatity was 30.91, the open interest changed by 101 which increased total open position to 269


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 83.3, which was -1.1 lower than the previous day. The implied volatity was 31.67, the open interest changed by 164 which increased total open position to 168


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 118, which was 2.9 higher than the previous day. The implied volatity was 31.77, the open interest changed by 3 which increased total open position to 4


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 105.9, which was 0 lower than the previous day. The implied volatity was 31.68, the open interest changed by 1 which increased total open position to 1


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


CRUDEOIL 14JAN2026 5700 PE
Delta: -0.84
Vega: 3.46
Theta: -2.31
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5087.00 636.1 -3 37.74 71 2 181
16 Dec 5060.00 651 -24.8 31.78 274 175 179
15 Dec 5146.00 547.8 12.4 22.12 2 4 4
12 Dec 5228.00 473.3 0 - 1 4 0
11 Dec 5182.00 473.3 0 - 1 4 0
10 Dec 5250.00 473.3 0 - 1 4 0
9 Dec 5255.00 473.3 0 26.63 1 4 0
8 Dec 5323.00 446 15.4 29.43 5 4 4
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 5700 expiring on 14JAN2026

Delta for 5700 PE is -0.84

Historical price for 5700 PE is as follows

On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 636.1, which was -3 lower than the previous day. The implied volatity was 37.74, the open interest changed by 2 which increased total open position to 181


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 651, which was -24.8 lower than the previous day. The implied volatity was 31.78, the open interest changed by 175 which increased total open position to 179


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 547.8, which was 12.4 higher than the previous day. The implied volatity was 22.12, the open interest changed by 4 which increased total open position to 4


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 473.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 473.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 473.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 473.3, which was 0 lower than the previous day. The implied volatity was 26.63, the open interest changed by 4 which increased total open position to 0


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 446, which was 15.4 higher than the previous day. The implied volatity was 29.43, the open interest changed by 4 which increased total open position to 4


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