CRUDEOIL
Crude Oil
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































































































































































































































