CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
17 Dec 2025 11:58 PM IST
| CRUDEOILM 14-JAN-2026 4950 CE | ||||||||||||||||
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Delta: 0.66
Vega: 5.20
Theta: -2.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.66
Historical price for 4950 CE is as follows
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 | |||||||
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Delta: -0.35
Vega: 5.25
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.35
Historical price for 4950 PE is as follows
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































































































































































































































