CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
17 Dec 2025 11:58 PM IST
| CRUDEOILM 14-JAN-2026 5450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 4.94
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 17 Dec | 5084.00 | 100 | 33.5 | 39.22 | 75 | 30 | 31 | |||||||||
| 16 Dec | 5067.00 | 44.95 | -30 | 28.62 | 2 | 1 | 1 | |||||||||
| 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 | |||||||||
| 10 Dec | 5251.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 5259.00 | 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 5450 expiring on 14JAN2026
Delta for 5450 CE is 0.30
Historical price for 5450 CE is as follows
On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 100, which was 33.5 higher than the previous day. The implied volatity was 39.22, the open interest changed by 30 which increased total open position to 31
On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 44.95, which was -30 lower than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 1
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 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 5450 PE | |||||||
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Delta: -0.73
Vega: 4.69
Theta: -2.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 5084.00 | 410.85 | -0.85 | 34.21 | 2 | 1 | 1 |
| 16 Dec | 5067.00 | 485.25 | 0 | - | 1 | 1 | 0 |
| 15 Dec | 5146.00 | 485.25 | 0 | - | 1 | 1 | 1 |
| 12 Dec | 5227.00 | 485.25 | 0 | - | 1 | 1 | 0 |
| 11 Dec | 5180.00 | 485.25 | 0 | - | 1 | 1 | 0 |
| 10 Dec | 5251.00 | 485.25 | 0 | - | 1 | 1 | 0 |
| 9 Dec | 5259.00 | 485.25 | 0 | - | 1 | 1 | 0 |
| 3 Dec | 5357.00 | 485.25 | 0 | - | 1 | 1 | 0 |
| 21 Nov | 5198.00 | 485.25 | 0 | - | 1 | 1 | 1 |
| 30 Oct | 5390.00 | 65 | -80 | - | 13 | 0 | 1 |
| 29 Oct | 5381.00 | 65 | -250.95 | - | 13 | 1 | 1 |
For Crude Oil Mini - strike price 5450 expiring on 14JAN2026
Delta for 5450 PE is -0.73
Historical price for 5450 PE is as follows
On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 410.85, which was -0.85 lower than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 1
On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 485.25, 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 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 485.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 485.25, 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 485.25, 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 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 485.25, 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 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 485.25, 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 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 485.25, 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 21 Nov CRUDEOILM was trading at 5198.00. The strike last trading price was 485.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 30 Oct CRUDEOILM was trading at 5390.00. The strike last trading price was 65, which was -80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Oct CRUDEOILM was trading at 5381.00. The strike last trading price was 65, which was -250.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1































































































































































































































