[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
5109 -7.00 (-0.14%)
L: 5031 H: 5113

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Historical option data for CRUDEOILM

19 Dec 2025 11:43 PM IST
CRUDEOILM 14-JAN-2026 4550 CE
Delta: 0.83
Vega: 3.48
Theta: -3.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5107.00 622 57.85 48.71 26 0 0
18 Dec 5075.00 0 0 - 0 0 0
17 Dec 5084.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 4550 expiring on 14JAN2026

Delta for 4550 CE is 0.83

Historical price for 4550 CE is as follows

On 19 Dec CRUDEOILM was trading at 5107.00. The strike last trading price was 622, which was 57.85 higher than the previous day. The implied volatity was 48.71, the open interest changed by 0 which decreased total open position to 0


On 18 Dec CRUDEOILM was trading at 5075.00. 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 CRUDEOILM was trading at 5084.00. 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


CRUDEOILM 14JAN2026 4550 PE
Delta: -0.10
Vega: 2.35
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5107.00 22.4 21.8 34.45 3,960 119 119
18 Dec 5075.00 0 0 - 0 0 0
17 Dec 5084.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 4550 expiring on 14JAN2026

Delta for 4550 PE is -0.10

Historical price for 4550 PE is as follows

On 19 Dec CRUDEOILM was trading at 5107.00. The strike last trading price was 22.4, which was 21.8 higher than the previous day. The implied volatity was 34.45, the open interest changed by 119 which increased total open position to 119


On 18 Dec CRUDEOILM was trading at 5075.00. 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 CRUDEOILM was trading at 5084.00. 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