CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
18 Dec 2025 09:19 PM IST
| CRUDEOILM 14-JAN-2026 5000 CE | ||||||||||||||||
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Delta: 0.63
Vega: 5.31
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 5079.00 | 241.6 | 5.8 | 31.59 | 5,704 | 458 | 2,485 | |||||||||
| 17 Dec | 5084.00 | 238.1 | 2.3 | 31.13 | 11,008 | 1,363 | 2,027 | |||||||||
| 16 Dec | 5067.00 | 226 | -1.3 | 32.42 | 2,518 | 664 | 664 | |||||||||
| 15 Dec | 5146.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 5227.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 5180.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Dec | 5251.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 5259.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 5377.00 | 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 5000 expiring on 14JAN2026
Delta for 5000 CE is 0.63
Historical price for 5000 CE is as follows
On 18 Dec CRUDEOILM was trading at 5079.00. The strike last trading price was 241.6, which was 5.8 higher than the previous day. The implied volatity was 31.59, the open interest changed by 458 which increased total open position to 2485
On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 238.1, which was 2.3 higher than the previous day. The implied volatity was 31.13, the open interest changed by 1363 which increased total open position to 2027
On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 226, which was -1.3 lower than the previous day. The implied volatity was 32.42, the open interest changed by 664 which increased total open position to 664
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 12 Dec CRUDEOILM was trading at 5227.00. 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 11 Dec CRUDEOILM was trading at 5180.00. 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 10 Dec CRUDEOILM was trading at 5251.00. 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 9 Dec CRUDEOILM was trading at 5259.00. 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 4 Dec CRUDEOILM was trading at 5377.00. 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
| CRUDEOILM 14JAN2026 5000 PE | |||||||
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Delta: -0.38
Vega: 5.33
Theta: -3.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 5079.00 | 127.65 | -13.05 | 32.91 | 15,883 | 1,213 | 4,042 |
| 17 Dec | 5084.00 | 138.55 | -2.15 | 33.97 | 27,346 | 1,820 | 2,829 |
| 16 Dec | 5067.00 | 156 | -4 | 33.85 | 6,537 | 726 | 1,009 |
| 15 Dec | 5146.00 | 123.7 | 0.2 | 33.60 | 1,067 | 103 | 283 |
| 12 Dec | 5227.00 | 94.3 | 1.25 | 31.29 | 227 | 84 | 180 |
| 11 Dec | 5180.00 | 100 | -7.1 | 29.53 | 181 | 58 | 96 |
| 10 Dec | 5251.00 | 108 | 7.9 | 33.67 | 27 | 26 | 38 |
| 9 Dec | 5259.00 | 89.9 | 1.2 | 30.54 | 4 | 12 | 12 |
| 4 Dec | 5377.00 | 68 | 5.9 | 29.16 | 8 | 8 | 8 |
| 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 5000 expiring on 14JAN2026
Delta for 5000 PE is -0.38
Historical price for 5000 PE is as follows
On 18 Dec CRUDEOILM was trading at 5079.00. The strike last trading price was 127.65, which was -13.05 lower than the previous day. The implied volatity was 32.91, the open interest changed by 1213 which increased total open position to 4042
On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 138.55, which was -2.15 lower than the previous day. The implied volatity was 33.97, the open interest changed by 1820 which increased total open position to 2829
On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 156, which was -4 lower than the previous day. The implied volatity was 33.85, the open interest changed by 726 which increased total open position to 1009
On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 123.7, which was 0.2 higher than the previous day. The implied volatity was 33.60, the open interest changed by 103 which increased total open position to 283
On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 94.3, which was 1.25 higher than the previous day. The implied volatity was 31.29, the open interest changed by 84 which increased total open position to 180
On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 100, which was -7.1 lower than the previous day. The implied volatity was 29.53, the open interest changed by 58 which increased total open position to 96
On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 108, which was 7.9 higher than the previous day. The implied volatity was 33.67, the open interest changed by 26 which increased total open position to 38
On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 89.9, which was 1.2 higher than the previous day. The implied volatity was 30.54, the open interest changed by 12 which increased total open position to 12
On 4 Dec CRUDEOILM was trading at 5377.00. The strike last trading price was 68, which was 5.9 higher than the previous day. The implied volatity was 29.16, the open interest changed by 8 which increased total open position to 8
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































































































































































































































