[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
5076 -4.00 (-0.08%)
L: 5035 H: 5108

Back to Option Chain


Historical option data for CRUDEOILM

18 Dec 2025 09:19 PM IST
CRUDEOILM 14-JAN-2026 4950 CE
Delta: 0.67
Vega: 5.06
Theta: -2.83
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5079.00 267.05 -0.65 30.55 430 -45 27
17 Dec 5084.00 271.4 3.7 31.68 1,001 72 72
16 Dec 5067.00 315 13.75 - 22 1 0
15 Dec 5146.00 315 13.75 - 22 1 0
24 Nov 5236.00 315 13.75 - 22 1 0
30 Oct 5390.00 315 -158.05 - 22 1 1
29 Oct 5381.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 4950 expiring on 14JAN2026

Delta for 4950 CE is 0.67

Historical price for 4950 CE is as follows

On 18 Dec CRUDEOILM was trading at 5079.00. The strike last trading price was 267.05, which was -0.65 lower than the previous day. The implied volatity was 30.55, the open interest changed by -45 which decreased total open position to 27


On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 271.4, which was 3.7 higher than the previous day. The implied volatity was 31.68, the open interest changed by 72 which increased total open position to 72


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 315, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 315, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov CRUDEOILM was trading at 5236.00. The strike last trading price was 315, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct CRUDEOILM was trading at 5390.00. The strike last trading price was 315, which was -158.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


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 4950 PE
Delta: -0.34
Vega: 5.11
Theta: -3.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5079.00 107.8 -12.2 32.86 4,040 212 1,139
17 Dec 5084.00 119.4 -0.6 34.16 11,988 927 927
16 Dec 5067.00 0 0 - 0 0 0
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 4950 expiring on 14JAN2026

Delta for 4950 PE is -0.34

Historical price for 4950 PE is as follows

On 18 Dec CRUDEOILM was trading at 5079.00. The strike last trading price was 107.8, which was -12.2 lower than the previous day. The implied volatity was 32.86, the open interest changed by 212 which increased total open position to 1139


On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 119.4, which was -0.6 lower than the previous day. The implied volatity was 34.16, the open interest changed by 927 which increased total open position to 927


On 16 Dec CRUDEOILM was trading at 5067.00. 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 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