CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
19 Dec 2025 09:33 AM IST
| CRUDEOIL 14-JAN-2026 6600 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.97
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 5071.00 | 8 | 0 | 50.30 | 1 | 1 | 2 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































