[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5107 +36.00 (0.71%)
L: 5095 H: 5109

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Historical option data for CRUDEOIL

17 Dec 2025 09:04 AM IST
CRUDEOIL 14-JAN-2026 6000 CE
Delta: 0.08
Vega: 2.17
Theta: -1.47
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5105.00 20 0.6 39.15 103 1 1,253
16 Dec 5060.00 18.5 -0.9 39.82 2,653 294 1,252
15 Dec 5146.00 25.7 -0.4 38.90 1,421 155 958
12 Dec 5228.00 29.9 0.2 35.80 969 102 803
11 Dec 5182.00 27.7 0 35.96 452 65 701
10 Dec 5250.00 31.8 0.4 34.52 504 65 636
9 Dec 5255.00 34.5 -0.1 34.44 367 78 571
8 Dec 5323.00 44.2 -0.2 34.52 1,457 266 493
5 Dec 5423.00 69 -1.2 35.13 690 191 227
4 Dec 5381.00 57 0.7 33.99 77 36 36
1 Dec 5328.00 58.2 46.1 34.82 11 8 8
21 Nov 5199.00 54 0 - 1 1 1
31 Oct 5422.00 54 -4.4 23.68 1 1 1


For Crude Oil - strike price 6000 expiring on 14JAN2026

Delta for 6000 CE is 0.08

Historical price for 6000 CE is as follows

On 17 Dec CRUDEOIL was trading at 5105.00. The strike last trading price was 20, which was 0.6 higher than the previous day. The implied volatity was 39.15, the open interest changed by 1 which increased total open position to 1253


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 18.5, which was -0.9 lower than the previous day. The implied volatity was 39.82, the open interest changed by 294 which increased total open position to 1252


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 25.7, which was -0.4 lower than the previous day. The implied volatity was 38.90, the open interest changed by 155 which increased total open position to 958


On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 29.9, which was 0.2 higher than the previous day. The implied volatity was 35.80, the open interest changed by 102 which increased total open position to 803


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 35.96, the open interest changed by 65 which increased total open position to 701


On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 31.8, which was 0.4 higher than the previous day. The implied volatity was 34.52, the open interest changed by 65 which increased total open position to 636


On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 34.5, which was -0.1 lower than the previous day. The implied volatity was 34.44, the open interest changed by 78 which increased total open position to 571


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 44.2, which was -0.2 lower than the previous day. The implied volatity was 34.52, the open interest changed by 266 which increased total open position to 493


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 69, which was -1.2 lower than the previous day. The implied volatity was 35.13, the open interest changed by 191 which increased total open position to 227


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 57, which was 0.7 higher than the previous day. The implied volatity was 33.99, the open interest changed by 36 which increased total open position to 36


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 58.2, which was 46.1 higher than the previous day. The implied volatity was 34.82, the open interest changed by 8 which increased total open position to 8


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 54, which was -4.4 lower than the previous day. The implied volatity was 23.68, the open interest changed by 1 which increased total open position to 1


CRUDEOIL 14JAN2026 6000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5105.00 931 8.5 - 33 36 0
16 Dec 5060.00 931 8.5 26.91 33 36 40
15 Dec 5146.00 855 38.4 34.72 7 4 4
12 Dec 5228.00 743.1 0 - 1 1 0
11 Dec 5182.00 743.1 0 - 1 1 0
10 Dec 5250.00 743.1 0 19.96 1 1 1
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
1 Dec 5328.00 0 0 - 0 0 0
21 Nov 5199.00 0 0 - 0 0 0
31 Oct 5422.00 0 0 - 0 0 0


For Crude Oil - strike price 6000 expiring on 14JAN2026

Delta for 6000 PE is -

Historical price for 6000 PE is as follows

On 17 Dec CRUDEOIL was trading at 5105.00. The strike last trading price was 931, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 0


On 16 Dec CRUDEOIL was trading at 5060.00. The strike last trading price was 931, which was 8.5 higher than the previous day. The implied volatity was 26.91, the open interest changed by 36 which increased total open position to 40


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 855, which was 38.4 higher than the previous day. The implied volatity was 34.72, 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 743.1, 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 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 743.1, 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 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 743.1, which was 0 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 1


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 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


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