CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
17 Dec 2025 11:58 PM IST
| CRUDEOILM 14-JAN-2026 4900 CE | ||||||||||||||||
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Delta: 0.72
Vega: 4.75
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 5084.00 | 284.55 | -11 | 27.68 | 57 | 24 | 24 | |||||||||
| 16 Dec | 5067.00 | 26 | -482 | - | 10 | 5 | 0 | |||||||||
| 15 Dec | 5146.00 | 26 | -482 | - | 10 | 5 | 0 | |||||||||
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| 24 Nov | 5236.00 | 26 | -323.5 | - | 10 | 5 | 5 | |||||||||
| 30 Oct | 5390.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 5381.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 4900 expiring on 14JAN2026
Delta for 4900 CE is 0.72
Historical price for 4900 CE is as follows
On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 284.55, which was -11 lower than the previous day. The implied volatity was 27.68, the open interest changed by 24 which increased total open position to 24
On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 26, which was -482 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 26, which was -482 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 24 Nov CRUDEOILM was trading at 5236.00. The strike last trading price was 26, which was -323.5 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 30 Oct CRUDEOILM was trading at 5390.00. 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 29 Oct CRUDEOILM was trading at 5381.00. 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 4900 PE | |||||||
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Delta: -0.31
Vega: 5.00
Theta: -3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5084.00 | 100.45 | -2.55 | 34.00 | 14,457 | 1,353 | 1,407 |
| 16 Dec | 5067.00 | 119.15 | -3.8 | 34.71 | 150 | 54 | 54 |
| 15 Dec | 5146.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 5236.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5390.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 5381.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil Mini - strike price 4900 expiring on 14JAN2026
Delta for 4900 PE is -0.31
Historical price for 4900 PE is as follows
On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 100.45, which was -2.55 lower than the previous day. The implied volatity was 34.00, the open interest changed by 1353 which increased total open position to 1407
On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 119.15, which was -3.8 lower than the previous day. The implied volatity was 34.71, the open interest changed by 54 which increased total open position to 54
On 15 Dec CRUDEOILM was trading at 5146.00. 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 24 Nov CRUDEOILM was trading at 5236.00. 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 30 Oct CRUDEOILM was trading at 5390.00. 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 29 Oct CRUDEOILM was trading at 5381.00. 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































































































































































































































