[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5071 -43.00 (-0.84%)
L: 5050 H: 5082

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Historical option data for CRUDEOIL

19 Dec 2025 09:32 AM IST
CRUDEOIL 14-JAN-2026 6500 CE
Delta: 0.04
Vega: 1.16
Theta: -1.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5071.00 10.3 -0.4 50.05 1 6 0
18 Dec 5081.00 11.6 2.6 49.40 65 6 11
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 0.04

Historical price for 6500 CE is as follows

On 19 Dec CRUDEOIL was trading at 5071.00. The strike last trading price was 10.3, which was -0.4 lower than the previous day. The implied volatity was 50.05, the open interest changed by 6 which increased total open position to 0


On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 11.6, which was 2.6 higher than the previous day. The implied volatity was 49.40, 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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5071.00 0 0 - 0 0 0
18 Dec 5081.00 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 19 Dec CRUDEOIL was trading at 5071.00. 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 18 Dec CRUDEOIL was trading at 5081.00. 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