CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
17 Dec 2025 09:04 AM IST
| CRUDEOIL 14-JAN-2026 6000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 2.17
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































