[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
5084 +15.00 (0.30%)
L: 5033 H: 5140

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Historical option data for CRUDEOILM

17 Dec 2025 11:58 PM IST
CRUDEOILM 14-JAN-2026 5250 CE
Delta: 0.41
Vega: 5.52
Theta: -3.22
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5084.00 129.35 6.1 32.92 8,983 967 1,202
16 Dec 5067.00 117 0.35 32.74 406 231 235
15 Dec 5146.00 17 -114.75 7.92 35 4 4
12 Dec 5227.00 151.05 0 - 1 1 0
11 Dec 5180.00 151.05 0 27.19 1 1 1
10 Dec 5251.00 0 0 - 0 0 0
9 Dec 5259.00 0 0 - 0 0 0
8 Dec 5326.00 0 0 - 0 0 0
5 Dec 5425.00 0 0 - 0 0 0
4 Dec 5377.00 0 0 - 0 0 0
3 Dec 5357.00 0 0 - 0 0 0
1 Dec 5330.00 0 0 - 0 0 0
24 Nov 5236.00 0 0 - 0 0 0
21 Nov 5198.00 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 5250 expiring on 14JAN2026

Delta for 5250 CE is 0.41

Historical price for 5250 CE is as follows

On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 129.35, which was 6.1 higher than the previous day. The implied volatity was 32.92, the open interest changed by 967 which increased total open position to 1202


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 117, which was 0.35 higher than the previous day. The implied volatity was 32.74, the open interest changed by 231 which increased total open position to 235


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 17, which was -114.75 lower than the previous day. The implied volatity was 7.92, the open interest changed by 4 which increased total open position to 4


On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 151.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 151.05, which was 0 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 1


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 8 Dec CRUDEOILM was trading at 5326.00. 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 5 Dec CRUDEOILM was trading at 5425.00. 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 3 Dec CRUDEOILM was trading at 5357.00. 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 1 Dec CRUDEOILM was trading at 5330.00. 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 21 Nov CRUDEOILM was trading at 5198.00. 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 5250 PE
Delta: -0.60
Vega: 5.48
Theta: -2.98
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5084.00 252 -17.8 30.68 1,564 180 181
16 Dec 5067.00 296.15 0.7 34.05 19 -9 1
15 Dec 5146.00 173.7 0 21.40 2 -1 10
12 Dec 5227.00 225 -1.4 35.32 10 10 11
11 Dec 5180.00 250 0 35.37 1 -1 1
10 Dec 5251.00 350 135.95 54.71 3 2 2
9 Dec 5259.00 450 221.65 - 3 1 0
8 Dec 5326.00 450 221.65 - 3 1 0
5 Dec 5425.00 450 221.65 - 3 1 0
4 Dec 5377.00 450 221.65 - 3 1 0
3 Dec 5357.00 450 221.65 - 3 1 0
1 Dec 5330.00 450 221.65 - 3 1 0
24 Nov 5236.00 450 221.65 - 3 1 0
21 Nov 5198.00 450 221.65 - 3 1 0
30 Oct 5390.00 450 221.65 - 3 1 0
29 Oct 5381.00 450 243.55 51.49 3 1 1


For Crude Oil Mini - strike price 5250 expiring on 14JAN2026

Delta for 5250 PE is -0.60

Historical price for 5250 PE is as follows

On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 252, which was -17.8 lower than the previous day. The implied volatity was 30.68, the open interest changed by 180 which increased total open position to 181


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 296.15, which was 0.7 higher than the previous day. The implied volatity was 34.05, the open interest changed by -9 which decreased total open position to 1


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 173.7, which was 0 lower than the previous day. The implied volatity was 21.40, the open interest changed by -1 which decreased total open position to 10


On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 225, which was -1.4 lower than the previous day. The implied volatity was 35.32, the open interest changed by 10 which increased total open position to 11


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was 35.37, the open interest changed by -1 which decreased total open position to 1


On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 350, which was 135.95 higher than the previous day. The implied volatity was 54.71, the open interest changed by 2 which increased total open position to 2


On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 450, which was 221.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Dec CRUDEOILM was trading at 5326.00. The strike last trading price was 450, which was 221.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 5 Dec CRUDEOILM was trading at 5425.00. The strike last trading price was 450, which was 221.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Dec CRUDEOILM was trading at 5377.00. The strike last trading price was 450, which was 221.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 450, which was 221.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec CRUDEOILM was trading at 5330.00. The strike last trading price was 450, which was 221.65 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 450, which was 221.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov CRUDEOILM was trading at 5198.00. The strike last trading price was 450, which was 221.65 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 450, which was 221.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Oct CRUDEOILM was trading at 5381.00. The strike last trading price was 450, which was 243.55 higher than the previous day. The implied volatity was 51.49, the open interest changed by 1 which increased total open position to 1