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CRUDEOIL

Crude Oil
5059 -12.00 (-0.24%)
L: 5030 H: 5110

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Historical option data for CRUDEOIL

17 Dec 2025 09:47 AM IST
CRUDEOIL 14-JAN-2026 5800 CE
Delta: 0.12
Vega: 2.79
Theta: -1.85
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5056.00 29.6 1.1 38.25 529 62 386
16 Dec 5060.00 27.7 -0.8 37.34 986 160 324
15 Dec 5146.00 36 -0.3 35.74 382 43 164
12 Dec 5228.00 38.6 -1.6 31.76 285 -59 121
11 Dec 5182.00 36.7 0.1 32.35 652 63 180
10 Dec 5250.00 43.3 1.2 31.10 98 29 117
9 Dec 5255.00 46.6 -1.7 31.00 161 70 88
8 Dec 5323.00 63 -4.5 31.80 20 18 18
5 Dec 5423.00 83.5 0 30.45 1 1 0
4 Dec 5381.00 101.3 0 - 2 1 0
3 Dec 5358.00 101.3 21.2 35.38 2 1 2
2 Dec 5313.00 80.1 55.9 33.11 1 1 1
1 Dec 5328.00 0 0 - 0 0 0
21 Nov 5199.00 0 0 - 0 0 0


For Crude Oil - strike price 5800 expiring on 14JAN2026

Delta for 5800 CE is 0.12

Historical price for 5800 CE is as follows

On 17 Dec CRUDEOIL was trading at 5056.00. The strike last trading price was 29.6, which was 1.1 higher than the previous day. The implied volatity was 38.25, the open interest changed by 62 which increased total open position to 386


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 27.7, which was -0.8 lower than the previous day. The implied volatity was 37.34, the open interest changed by 160 which increased total open position to 324


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 36, which was -0.3 lower than the previous day. The implied volatity was 35.74, the open interest changed by 43 which increased total open position to 164


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 38.6, which was -1.6 lower than the previous day. The implied volatity was 31.76, the open interest changed by -59 which decreased total open position to 121


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 36.7, which was 0.1 higher than the previous day. The implied volatity was 32.35, the open interest changed by 63 which increased total open position to 180


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 43.3, which was 1.2 higher than the previous day. The implied volatity was 31.10, the open interest changed by 29 which increased total open position to 117


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 46.6, which was -1.7 lower than the previous day. The implied volatity was 31.00, the open interest changed by 70 which increased total open position to 88


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 63, which was -4.5 lower than the previous day. The implied volatity was 31.80, the open interest changed by 18 which increased total open position to 18


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 83.5, which was 0 lower than the previous day. The implied volatity was 30.45, the open interest changed by 1 which increased total open position to 0


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 101.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 101.3, which was 21.2 higher than the previous day. The implied volatity was 35.38, the open interest changed by 1 which increased total open position to 2


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 80.1, which was 55.9 higher than the previous day. The implied volatity was 33.11, the open interest changed by 1 which increased total open position to 1


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 5800 PE
Delta: -0.88
Vega: 2.82
Theta: -1.88
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5056.00 758.3 15.9 38.50 20 6 57
16 Dec 5060.00 760 17.6 38.52 52 51 51
15 Dec 5146.00 0 0 - 0 0 0
12 Dec 5228.00 0 0 - 0 0 0
11 Dec 5182.00 0 0 - 0 0 0
10 Dec 5250.00 0 0 - 0 0 0
9 Dec 5255.00 0 0 - 0 0 0
8 Dec 5323.00 0 0 - 0 0 0
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 5800 expiring on 14JAN2026

Delta for 5800 PE is -0.88

Historical price for 5800 PE is as follows

On 17 Dec CRUDEOIL was trading at 5056.00. The strike last trading price was 758.3, which was 15.9 higher than the previous day. The implied volatity was 38.50, the open interest changed by 6 which increased total open position to 57


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 760, which was 17.6 higher than the previous day. The implied volatity was 38.52, the open interest changed by 51 which increased total open position to 51


On 15 Dec CRUDEOIL was trading at 5146.00. 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 12 Dec CRUDEOIL was trading at 5228.00. 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 11 Dec CRUDEOIL was trading at 5182.00. 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 Dec CRUDEOIL was trading at 5250.00. 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 9 Dec CRUDEOIL was trading at 5255.00. 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 8 Dec CRUDEOIL was trading at 5323.00. 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 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