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CRUDEOILM

Crude Oil Mini
5105 +36.00 (0.71%)
L: 5083 H: 5112

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Historical option data for CRUDEOILM

17 Dec 2025 09:04 AM IST
CRUDEOILM 14-JAN-2026 5400 CE
Delta: 0.30
Vega: 5.00
Theta: -2.92
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5106.00 88 12.55 33.74 65 1,096 0
16 Dec 5067.00 75.85 0.4 33.20 3,170 1,096 1,548
15 Dec 5146.00 102.3 -0.05 32.54 1,735 189 452
12 Dec 5227.00 126.6 -2 30.28 475 70 263
11 Dec 5180.00 114.45 -1.6 30.51 453 85 193
10 Dec 5251.00 142.05 -5.85 30.84 148 99 108
9 Dec 5259.00 141.05 -13.15 29.55 9 9 9
8 Dec 5326.00 0 0 - 0 0 0
3 Dec 5357.00 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 5400 expiring on 14JAN2026

Delta for 5400 CE is 0.30

Historical price for 5400 CE is as follows

On 17 Dec CRUDEOILM was trading at 5106.00. The strike last trading price was 88, which was 12.55 higher than the previous day. The implied volatity was 33.74, the open interest changed by 1096 which increased total open position to 0


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 75.85, which was 0.4 higher than the previous day. The implied volatity was 33.20, the open interest changed by 1096 which increased total open position to 1548


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 102.3, which was -0.05 lower than the previous day. The implied volatity was 32.54, the open interest changed by 189 which increased total open position to 452


On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 126.6, which was -2 lower than the previous day. The implied volatity was 30.28, the open interest changed by 70 which increased total open position to 263


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 114.45, which was -1.6 lower than the previous day. The implied volatity was 30.51, the open interest changed by 85 which increased total open position to 193


On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 142.05, which was -5.85 lower than the previous day. The implied volatity was 30.84, the open interest changed by 99 which increased total open position to 108


On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 141.05, which was -13.15 lower than the previous day. The implied volatity was 29.55, the open interest changed by 9 which increased total open position to 9


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 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 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 5400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5106.00 263.15 0 - 1 2 0
16 Dec 5067.00 263.15 0 - 1 2 4
15 Dec 5146.00 262.2 -0.95 17.81 3 2 2
12 Dec 5227.00 129.45 0 - 2 2 0
11 Dec 5180.00 129.45 0 - 2 2 0
10 Dec 5251.00 129.45 0 - 2 2 0
9 Dec 5259.00 129.45 0 - 2 2 0
8 Dec 5326.00 129.45 0 13.10 2 2 2
3 Dec 5357.00 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 5400 expiring on 14JAN2026

Delta for 5400 PE is -

Historical price for 5400 PE is as follows

On 17 Dec CRUDEOILM was trading at 5106.00. The strike last trading price was 263.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 263.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 262.2, which was -0.95 lower than the previous day. The implied volatity was 17.81, the open interest changed by 2 which increased total open position to 2


On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 8 Dec CRUDEOILM was trading at 5326.00. The strike last trading price was 129.45, which was 0 lower than the previous day. The implied volatity was 13.10, the open interest changed by 2 which increased total open position to 2


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 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