[--[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 09:33 AM IST
CRUDEOIL 14-JAN-2026 6600 CE
Delta: 0.03
Vega: 0.97
Theta: -0.90
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5071.00 8 0 50.30 1 1 2
18 Dec 5081.00 9 8.9 49.62 2 1 1


For Crude Oil - strike price 6600 expiring on 14JAN2026

Delta for 6600 CE is 0.03

Historical price for 6600 CE is as follows

On 19 Dec CRUDEOIL was trading at 5071.00. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 50.30, the open interest changed by 1 which increased total open position to 2


On 18 Dec CRUDEOIL was trading at 5081.00. The strike last trading price was 9, which was 8.9 higher than the previous day. The implied volatity was 49.62, the open interest changed by 1 which increased total open position to 1


CRUDEOIL 14JAN2026 6600 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


For Crude Oil - strike price 6600 expiring on 14JAN2026

Delta for 6600 PE is -

Historical price for 6600 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