CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
18 Dec 2025 09:19 PM IST
| CRUDEOIL 14-JAN-2026 6500 CE | ||||||||||||||||
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Delta: 0.05
Vega: 1.41
Theta: -1.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 5080.00 | 13.5 | 4.5 | 50.47 | 25 | 6 | 11 | |||||||||
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| 17 Dec | 5087.00 | 8.6 | 8.5 | 46.14 | 10 | 5 | 5 | |||||||||
For Crude Oil - strike price 6500 expiring on 14JAN2026
Delta for 6500 CE is 0.05
Historical price for 6500 CE is as follows
On 18 Dec CRUDEOIL was trading at 5080.00. The strike last trading price was 13.5, which was 4.5 higher than the previous day. The implied volatity was 50.47, the open interest changed by 6 which increased total open position to 11
On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 8.6, which was 8.5 higher than the previous day. The implied volatity was 46.14, the open interest changed by 5 which increased total open position to 5
| CRUDEOIL 14JAN2026 6500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 5080.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 5087.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 6500 expiring on 14JAN2026
Delta for 6500 PE is -
Historical price for 6500 PE is as follows
On 18 Dec CRUDEOIL was trading at 5080.00. 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 17 Dec CRUDEOIL was trading at 5087.00. 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































































































































































































































