[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5292 -42.00 (-0.79%)
L: 5280 H: 5332

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Historical option data for CRUDEOIL

09 Dec 2025 07:49 PM IST
CRUDEOIL 16-DEC-2025 6000 CE
Delta: 0.03
Vega: 0.54
Theta: -1.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 5292.00 4.3 -0.9 46.75 2,815 -88 2,788
8 Dec 5323.00 5.3 0.1 44.20 6,392 115 2,876
5 Dec 5423.00 8.7 -1.1 36.32 19,748 304 2,761
4 Dec 5381.00 9.3 -1 37.45 12,245 -780 2,457
3 Dec 5358.00 10.5 -2.2 38.15 16,390 -284 3,236
2 Dec 5313.00 13.2 -3.1 40.91 16,804 667 3,520
1 Dec 5328.00 17 0.8 41.14 22,817 477 2,858
28 Nov 5326.00 15.5 -0.9 36.87 5,870 -327 2,382
27 Nov 5292.00 16.1 -1 37.82 4,546 -280 2,709
26 Nov 5200.00 17.5 -2.1 41.60 5,719 -174 2,989
25 Nov 5163.00 19.1 -3.1 43.13 8,137 -1 3,296
24 Nov 5235.00 22.3 -1.2 40.58 6,876 63 3,277
21 Nov 5199.00 24 -3.5 40.34 11,293 554 3,187
20 Nov 5259.00 27.7 -1.6 38.49 10,463 -43 2,662
19 Nov 5242.00 30.1 -9.2 38.78 11,334 1,072 2,647
18 Nov 5345.00 35.2 -0.6 35.80 8,626 284 1,699
17 Nov 5321.00 35.1 -8.5 35.93 3,079 628 1,447
14 Nov 5342.00 44 2.9 36.22 3,540 -874 836
13 Nov 5231.00 41.5 -4.9 38.94 1,251 503 1,709
12 Nov 5203.00 44.1 -8.7 39.80 2,070 722 1,201
11 Nov 5400.00 52.5 8.5 33.89 645 -5 479
10 Nov 5328.00 45 -3.7 34.52 722 205 485
7 Nov 5287.00 47.9 -3.6 35.25 280 41 270
6 Nov 5269.00 52.6 -10.9 36.70 404 125 236
5 Nov 5310.00 62 -10 37.18 92 71 112
4 Nov 5399.00 73.8 -13.1 35.90 18 8 42
3 Nov 5450.00 84.3 -4.9 35.55 19 7 34
31 Oct 5422.00 97 12.2 37.90 8 5 27
30 Oct 5395.00 89 -5.2 37.18 9 6 22
29 Oct 5377.00 95 2 38.46 10 3 16
28 Oct 5333.00 91.1 -34 39.25 5 3 13
27 Oct 5445.00 130 3.3 40.92 13 6 10
24 Oct 5425.00 120 17.5 38.92 3 1 3
23 Oct 5427.00 104.9 92.5 36.39 2 2 2


For Crude Oil - strike price 6000 expiring on 16DEC2025

Delta for 6000 CE is 0.03

Historical price for 6000 CE is as follows

On 9 Dec CRUDEOIL was trading at 5292.00. The strike last trading price was 4.3, which was -0.9 lower than the previous day. The implied volatity was 46.75, the open interest changed by -88 which decreased total open position to 2788


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 5.3, which was 0.1 higher than the previous day. The implied volatity was 44.20, the open interest changed by 115 which increased total open position to 2876


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 8.7, which was -1.1 lower than the previous day. The implied volatity was 36.32, the open interest changed by 304 which increased total open position to 2761


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 9.3, which was -1 lower than the previous day. The implied volatity was 37.45, the open interest changed by -780 which decreased total open position to 2457


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 10.5, which was -2.2 lower than the previous day. The implied volatity was 38.15, the open interest changed by -284 which decreased total open position to 3236


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 13.2, which was -3.1 lower than the previous day. The implied volatity was 40.91, the open interest changed by 667 which increased total open position to 3520


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 17, which was 0.8 higher than the previous day. The implied volatity was 41.14, the open interest changed by 477 which increased total open position to 2858


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 15.5, which was -0.9 lower than the previous day. The implied volatity was 36.87, the open interest changed by -327 which decreased total open position to 2382


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 16.1, which was -1 lower than the previous day. The implied volatity was 37.82, the open interest changed by -280 which decreased total open position to 2709


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 17.5, which was -2.1 lower than the previous day. The implied volatity was 41.60, the open interest changed by -174 which decreased total open position to 2989


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 19.1, which was -3.1 lower than the previous day. The implied volatity was 43.13, the open interest changed by -1 which decreased total open position to 3296


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 22.3, which was -1.2 lower than the previous day. The implied volatity was 40.58, the open interest changed by 63 which increased total open position to 3277


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 24, which was -3.5 lower than the previous day. The implied volatity was 40.34, the open interest changed by 554 which increased total open position to 3187


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 27.7, which was -1.6 lower than the previous day. The implied volatity was 38.49, the open interest changed by -43 which decreased total open position to 2662


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 30.1, which was -9.2 lower than the previous day. The implied volatity was 38.78, the open interest changed by 1072 which increased total open position to 2647


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 35.2, which was -0.6 lower than the previous day. The implied volatity was 35.80, the open interest changed by 284 which increased total open position to 1699


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 35.1, which was -8.5 lower than the previous day. The implied volatity was 35.93, the open interest changed by 628 which increased total open position to 1447


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 44, which was 2.9 higher than the previous day. The implied volatity was 36.22, the open interest changed by -874 which decreased total open position to 836


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 41.5, which was -4.9 lower than the previous day. The implied volatity was 38.94, the open interest changed by 503 which increased total open position to 1709


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 44.1, which was -8.7 lower than the previous day. The implied volatity was 39.80, the open interest changed by 722 which increased total open position to 1201


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 52.5, which was 8.5 higher than the previous day. The implied volatity was 33.89, the open interest changed by -5 which decreased total open position to 479


On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 45, which was -3.7 lower than the previous day. The implied volatity was 34.52, the open interest changed by 205 which increased total open position to 485


On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 47.9, which was -3.6 lower than the previous day. The implied volatity was 35.25, the open interest changed by 41 which increased total open position to 270


On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 52.6, which was -10.9 lower than the previous day. The implied volatity was 36.70, the open interest changed by 125 which increased total open position to 236


On 5 Nov CRUDEOIL was trading at 5310.00. The strike last trading price was 62, which was -10 lower than the previous day. The implied volatity was 37.18, the open interest changed by 71 which increased total open position to 112


On 4 Nov CRUDEOIL was trading at 5399.00. The strike last trading price was 73.8, which was -13.1 lower than the previous day. The implied volatity was 35.90, the open interest changed by 8 which increased total open position to 42


On 3 Nov CRUDEOIL was trading at 5450.00. The strike last trading price was 84.3, which was -4.9 lower than the previous day. The implied volatity was 35.55, the open interest changed by 7 which increased total open position to 34


On 31 Oct CRUDEOIL was trading at 5422.00. The strike last trading price was 97, which was 12.2 higher than the previous day. The implied volatity was 37.90, the open interest changed by 5 which increased total open position to 27


On 30 Oct CRUDEOIL was trading at 5395.00. The strike last trading price was 89, which was -5.2 lower than the previous day. The implied volatity was 37.18, the open interest changed by 6 which increased total open position to 22


On 29 Oct CRUDEOIL was trading at 5377.00. The strike last trading price was 95, which was 2 higher than the previous day. The implied volatity was 38.46, the open interest changed by 3 which increased total open position to 16


On 28 Oct CRUDEOIL was trading at 5333.00. The strike last trading price was 91.1, which was -34 lower than the previous day. The implied volatity was 39.25, the open interest changed by 3 which increased total open position to 13


On 27 Oct CRUDEOIL was trading at 5445.00. The strike last trading price was 130, which was 3.3 higher than the previous day. The implied volatity was 40.92, the open interest changed by 6 which increased total open position to 10


On 24 Oct CRUDEOIL was trading at 5425.00. The strike last trading price was 120, which was 17.5 higher than the previous day. The implied volatity was 38.92, the open interest changed by 1 which increased total open position to 3


On 23 Oct CRUDEOIL was trading at 5427.00. The strike last trading price was 104.9, which was 92.5 higher than the previous day. The implied volatity was 36.39, the open interest changed by 2 which increased total open position to 2


CRUDEOIL 16DEC2025 6000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 5292.00 660 53.6 - 18 10 0
8 Dec 5323.00 660 53.6 - 18 10 181
5 Dec 5423.00 576 -3.6 - 5 0 171
4 Dec 5381.00 630 -27.7 38.83 23 -3 171
3 Dec 5358.00 654.7 -56.8 39.74 54 8 174
2 Dec 5313.00 700.5 17.4 42.35 36 0 166
1 Dec 5328.00 688 -22.1 41.14 143 -81 166
28 Nov 5326.00 698.7 -10 41.93 80 247 247
27 Nov 5292.00 774.7 -10 - 4 184 0
26 Nov 5200.00 774.7 -10 - 4 184 0
25 Nov 5163.00 774.7 11.4 - 4 184 184
24 Nov 5235.00 827 13.2 - 5 2 0
21 Nov 5199.00 827 114.1 41.10 5 2 186
20 Nov 5259.00 703 -88 - 14 5 184
19 Nov 5242.00 788.5 49.7 43.50 112 28 179
18 Nov 5345.00 711 10.1 43.41 69 39 151
17 Nov 5321.00 705 -6.9 36.81 85 55 112
14 Nov 5342.00 690 -99.5 34.22 12 0 57
13 Nov 5231.00 785 -1.4 35.77 23 1 57
12 Nov 5203.00 828.2 191.3 42.35 58 53 56
11 Nov 5400.00 636.9 -80.6 33.76 1 1 3
10 Nov 5328.00 715 18.9 37.38 2 2 2
7 Nov 5287.00 0 0 - 0 0 0
6 Nov 5269.00 0 0 - 0 0 0
5 Nov 5310.00 0 0 - 0 0 0
4 Nov 5399.00 0 0 - 0 0 0
3 Nov 5450.00 0 0 - 0 0 0
31 Oct 5422.00 0 0 - 0 0 0
30 Oct 5395.00 0 0 - 0 0 0
29 Oct 5377.00 0 0 - 0 0 0
28 Oct 5333.00 0 0 - 0 0 0
27 Oct 5445.00 0 0 - 0 0 0
24 Oct 5425.00 0 0 - 0 0 0
23 Oct 5427.00 0 0 - 0 0 0


For Crude Oil - strike price 6000 expiring on 16DEC2025

Delta for 6000 PE is -

Historical price for 6000 PE is as follows

On 9 Dec CRUDEOIL was trading at 5292.00. The strike last trading price was 660, which was 53.6 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 660, which was 53.6 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 181


On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 576, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 171


On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 630, which was -27.7 lower than the previous day. The implied volatity was 38.83, the open interest changed by -3 which decreased total open position to 171


On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 654.7, which was -56.8 lower than the previous day. The implied volatity was 39.74, the open interest changed by 8 which increased total open position to 174


On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 700.5, which was 17.4 higher than the previous day. The implied volatity was 42.35, the open interest changed by 0 which decreased total open position to 166


On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 688, which was -22.1 lower than the previous day. The implied volatity was 41.14, the open interest changed by -81 which decreased total open position to 166


On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 698.7, which was -10 lower than the previous day. The implied volatity was 41.93, the open interest changed by 247 which increased total open position to 247


On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 774.7, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 0


On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 774.7, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 0


On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 774.7, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 184 which increased total open position to 184


On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 827, which was 13.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 827, which was 114.1 higher than the previous day. The implied volatity was 41.10, the open interest changed by 2 which increased total open position to 186


On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 703, which was -88 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 184


On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 788.5, which was 49.7 higher than the previous day. The implied volatity was 43.50, the open interest changed by 28 which increased total open position to 179


On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 711, which was 10.1 higher than the previous day. The implied volatity was 43.41, the open interest changed by 39 which increased total open position to 151


On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 705, which was -6.9 lower than the previous day. The implied volatity was 36.81, the open interest changed by 55 which increased total open position to 112


On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 690, which was -99.5 lower than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 57


On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 785, which was -1.4 lower than the previous day. The implied volatity was 35.77, the open interest changed by 1 which increased total open position to 57


On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 828.2, which was 191.3 higher than the previous day. The implied volatity was 42.35, the open interest changed by 53 which increased total open position to 56


On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 636.9, which was -80.6 lower than the previous day. The implied volatity was 33.76, the open interest changed by 1 which increased total open position to 3


On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 715, which was 18.9 higher than the previous day. The implied volatity was 37.38, the open interest changed by 2 which increased total open position to 2


On 7 Nov CRUDEOIL was trading at 5287.00. 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 6 Nov CRUDEOIL was trading at 5269.00. 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 Nov CRUDEOIL was trading at 5310.00. 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 Nov CRUDEOIL was trading at 5399.00. 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 Nov CRUDEOIL was trading at 5450.00. 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


On 30 Oct CRUDEOIL was trading at 5395.00. 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 29 Oct CRUDEOIL was trading at 5377.00. 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 28 Oct CRUDEOIL was trading at 5333.00. 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 27 Oct CRUDEOIL was trading at 5445.00. 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 24 Oct CRUDEOIL was trading at 5425.00. 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 23 Oct CRUDEOIL was trading at 5427.00. 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