CRUDEOILM
Crude Oil Mini
Historical option data for CRUDEOILM
12 Dec 2025 11:58 PM IST
| CRUDEOILM 16-DEC-2025 5500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.88
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5227.00 | 7.35 | -0.6 | 34.01 | 13,284 | -1,070 | 4,248 | |||||||||
| 11 Dec | 5180.00 | 10.75 | -0.45 | 38.10 | 13,205 | 474 | 5,318 | |||||||||
| 10 Dec | 5251.00 | 16.15 | -0.8 | 32.64 | 23,845 | -429 | 4,844 | |||||||||
| 9 Dec | 5259.00 | 23.25 | -0.1 | 33.53 | 45,603 | -2,097 | 5,273 | |||||||||
| 8 Dec | 5326.00 | 37.55 | -3.35 | 31.38 | 56,269 | 4,372 | 7,370 | |||||||||
| 5 Dec | 5425.00 | 70.9 | -6.55 | 27.24 | 56,745 | 65 | 2,998 | |||||||||
| 4 Dec | 5377.00 | 70.3 | -2.05 | 30.74 | 25,994 | -560 | 2,933 | |||||||||
| 3 Dec | 5357.00 | 70.35 | -0.65 | 31.50 | 35,999 | 902 | 3,493 | |||||||||
| 2 Dec | 5318.00 | 73.5 | -7.4 | 34.66 | 20,340 | 349 | 2,591 | |||||||||
| 1 Dec | 5330.00 | 80.75 | -8.4 | 34.25 | 36,592 | 235 | 2,242 | |||||||||
| 28 Nov | 5327.00 | 88.35 | 6.25 | 33.20 | 7,593 | -271 | 1,994 | |||||||||
| 27 Nov | 5289.00 | 82.35 | 18.4 | 33.76 | 7,297 | -390 | 2,265 | |||||||||
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| 26 Nov | 5200.00 | 63.5 | -4.6 | 34.49 | 10,108 | -68 | 2,665 | |||||||||
| 25 Nov | 5164.00 | 66.4 | -13.95 | 36.92 | 11,060 | 55 | 2,797 | |||||||||
| 24 Nov | 5236.00 | 80.6 | -0.5 | 34.85 | 9,590 | 62 | 2,995 | |||||||||
| 21 Nov | 5198.00 | 82.55 | -10.1 | 35.30 | 13,659 | 462 | 2,835 | |||||||||
| 20 Nov | 5261.00 | 92.05 | -3.75 | 32.65 | 11,707 | -143 | 2,530 | |||||||||
| 19 Nov | 5240.00 | 97.25 | -40.35 | 33.18 | 14,859 | 1,659 | 2,874 | |||||||||
| 18 Nov | 5344.00 | 127.4 | 2.85 | 32.03 | 11,118 | 193 | 1,503 | |||||||||
| 17 Nov | 5321.00 | 124 | -16.5 | 32.30 | 3,065 | 626 | 1,089 | |||||||||
| 14 Nov | 5341.00 | 140 | 31.6 | 32.36 | 1,410 | 168 | 472 | |||||||||
| 13 Nov | 5232.00 | 108.75 | -7.15 | 32.79 | 399 | 128 | 316 | |||||||||
| 12 Nov | 5207.00 | 115.55 | -63.8 | 34.38 | 371 | 103 | 174 | |||||||||
| 11 Nov | 5402.00 | 167.15 | 22.3 | 30.59 | 145 | 30 | 71 | |||||||||
| 10 Nov | 5328.00 | 157.75 | -0.55 | 33.55 | 53 | 31 | 41 | |||||||||
| 7 Nov | 5290.00 | 160 | 26.65 | 34.72 | 6 | 4 | 10 | |||||||||
| 6 Nov | 5272.00 | 135 | 0.35 | 31.60 | 3 | 3 | 6 | |||||||||
| 5 Nov | 5311.00 | 134.65 | 8.45 | 29.43 | 3 | 3 | 3 | |||||||||
| 3 Nov | 5449.00 | 300 | 0 | - | 2 | 2 | 0 | |||||||||
| 31 Oct | 5419.00 | 300 | 0 | - | 2 | 2 | 0 | |||||||||
| 30 Oct | 5390.00 | 300 | 0 | - | 2 | 2 | 2 | |||||||||
| 28 Oct | 5334.00 | 300 | 128.2 | 48.36 | 2 | 2 | 2 | |||||||||
| 23 Oct | 5433.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Oct | 5056.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 5144.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 5229.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Sept | 5768.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Crude Oil Mini - strike price 5500 expiring on 16DEC2025
Delta for 5500 CE is 0.09
Historical price for 5500 CE is as follows
On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 7.35, which was -0.6 lower than the previous day. The implied volatity was 34.01, the open interest changed by -1070 which decreased total open position to 4248
On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 10.75, which was -0.45 lower than the previous day. The implied volatity was 38.10, the open interest changed by 474 which increased total open position to 5318
On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 16.15, which was -0.8 lower than the previous day. The implied volatity was 32.64, the open interest changed by -429 which decreased total open position to 4844
On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 23.25, which was -0.1 lower than the previous day. The implied volatity was 33.53, the open interest changed by -2097 which decreased total open position to 5273
On 8 Dec CRUDEOILM was trading at 5326.00. The strike last trading price was 37.55, which was -3.35 lower than the previous day. The implied volatity was 31.38, the open interest changed by 4372 which increased total open position to 7370
On 5 Dec CRUDEOILM was trading at 5425.00. The strike last trading price was 70.9, which was -6.55 lower than the previous day. The implied volatity was 27.24, the open interest changed by 65 which increased total open position to 2998
On 4 Dec CRUDEOILM was trading at 5377.00. The strike last trading price was 70.3, which was -2.05 lower than the previous day. The implied volatity was 30.74, the open interest changed by -560 which decreased total open position to 2933
On 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 70.35, which was -0.65 lower than the previous day. The implied volatity was 31.50, the open interest changed by 902 which increased total open position to 3493
On 2 Dec CRUDEOILM was trading at 5318.00. The strike last trading price was 73.5, which was -7.4 lower than the previous day. The implied volatity was 34.66, the open interest changed by 349 which increased total open position to 2591
On 1 Dec CRUDEOILM was trading at 5330.00. The strike last trading price was 80.75, which was -8.4 lower than the previous day. The implied volatity was 34.25, the open interest changed by 235 which increased total open position to 2242
On 28 Nov CRUDEOILM was trading at 5327.00. The strike last trading price was 88.35, which was 6.25 higher than the previous day. The implied volatity was 33.20, the open interest changed by -271 which decreased total open position to 1994
On 27 Nov CRUDEOILM was trading at 5289.00. The strike last trading price was 82.35, which was 18.4 higher than the previous day. The implied volatity was 33.76, the open interest changed by -390 which decreased total open position to 2265
On 26 Nov CRUDEOILM was trading at 5200.00. The strike last trading price was 63.5, which was -4.6 lower than the previous day. The implied volatity was 34.49, the open interest changed by -68 which decreased total open position to 2665
On 25 Nov CRUDEOILM was trading at 5164.00. The strike last trading price was 66.4, which was -13.95 lower than the previous day. The implied volatity was 36.92, the open interest changed by 55 which increased total open position to 2797
On 24 Nov CRUDEOILM was trading at 5236.00. The strike last trading price was 80.6, which was -0.5 lower than the previous day. The implied volatity was 34.85, the open interest changed by 62 which increased total open position to 2995
On 21 Nov CRUDEOILM was trading at 5198.00. The strike last trading price was 82.55, which was -10.1 lower than the previous day. The implied volatity was 35.30, the open interest changed by 462 which increased total open position to 2835
On 20 Nov CRUDEOILM was trading at 5261.00. The strike last trading price was 92.05, which was -3.75 lower than the previous day. The implied volatity was 32.65, the open interest changed by -143 which decreased total open position to 2530
On 19 Nov CRUDEOILM was trading at 5240.00. The strike last trading price was 97.25, which was -40.35 lower than the previous day. The implied volatity was 33.18, the open interest changed by 1659 which increased total open position to 2874
On 18 Nov CRUDEOILM was trading at 5344.00. The strike last trading price was 127.4, which was 2.85 higher than the previous day. The implied volatity was 32.03, the open interest changed by 193 which increased total open position to 1503
On 17 Nov CRUDEOILM was trading at 5321.00. The strike last trading price was 124, which was -16.5 lower than the previous day. The implied volatity was 32.30, the open interest changed by 626 which increased total open position to 1089
On 14 Nov CRUDEOILM was trading at 5341.00. The strike last trading price was 140, which was 31.6 higher than the previous day. The implied volatity was 32.36, the open interest changed by 168 which increased total open position to 472
On 13 Nov CRUDEOILM was trading at 5232.00. The strike last trading price was 108.75, which was -7.15 lower than the previous day. The implied volatity was 32.79, the open interest changed by 128 which increased total open position to 316
On 12 Nov CRUDEOILM was trading at 5207.00. The strike last trading price was 115.55, which was -63.8 lower than the previous day. The implied volatity was 34.38, the open interest changed by 103 which increased total open position to 174
On 11 Nov CRUDEOILM was trading at 5402.00. The strike last trading price was 167.15, which was 22.3 higher than the previous day. The implied volatity was 30.59, the open interest changed by 30 which increased total open position to 71
On 10 Nov CRUDEOILM was trading at 5328.00. The strike last trading price was 157.75, which was -0.55 lower than the previous day. The implied volatity was 33.55, the open interest changed by 31 which increased total open position to 41
On 7 Nov CRUDEOILM was trading at 5290.00. The strike last trading price was 160, which was 26.65 higher than the previous day. The implied volatity was 34.72, the open interest changed by 4 which increased total open position to 10
On 6 Nov CRUDEOILM was trading at 5272.00. The strike last trading price was 135, which was 0.35 higher than the previous day. The implied volatity was 31.60, the open interest changed by 3 which increased total open position to 6
On 5 Nov CRUDEOILM was trading at 5311.00. The strike last trading price was 134.65, which was 8.45 higher than the previous day. The implied volatity was 29.43, the open interest changed by 3 which increased total open position to 3
On 3 Nov CRUDEOILM was trading at 5449.00. The strike last trading price was 300, 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 31 Oct CRUDEOILM was trading at 5419.00. The strike last trading price was 300, 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 30 Oct CRUDEOILM was trading at 5390.00. The strike last trading price was 300, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 28 Oct CRUDEOILM was trading at 5334.00. The strike last trading price was 300, which was 128.2 higher than the previous day. The implied volatity was 48.36, the open interest changed by 2 which increased total open position to 2
On 23 Oct CRUDEOILM was trading at 5433.00. 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 17 Oct CRUDEOILM was trading at 5056.00. 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 Oct CRUDEOILM was trading at 5144.00. 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 14 Oct CRUDEOILM was trading at 5229.00. 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 25 Sept CRUDEOILM was trading at 5768.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| CRUDEOILM 16DEC2025 5500 PE | |||||||
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Delta: -0.95
Vega: 0.58
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5227.00 | 276.35 | -4.05 | 28.55 | 732 | 0 | 129 |
| 11 Dec | 5180.00 | 325.15 | -1.3 | 31.99 | 1,013 | 11 | 129 |
| 10 Dec | 5251.00 | 265.15 | -10.45 | 32.64 | 624 | -33 | 118 |
| 9 Dec | 5259.00 | 268.75 | -3.7 | 35.80 | 1,900 | -275 | 151 |
| 8 Dec | 5326.00 | 205.8 | 2.25 | 29.10 | 20,519 | -946 | 426 |
| 5 Dec | 5425.00 | 152.4 | -0.5 | 29.01 | 11,452 | -15 | 1,372 |
| 4 Dec | 5377.00 | 200 | 6.9 | 32.56 | 5,500 | 640 | 1,387 |
| 3 Dec | 5357.00 | 216 | -46.85 | 31.94 | 7,387 | -711 | 747 |
| 2 Dec | 5318.00 | 258 | -2.05 | 34.79 | 3,691 | 644 | 1,458 |
| 1 Dec | 5330.00 | 253.5 | -12.3 | 34.69 | 7,454 | 167 | 814 |
| 28 Nov | 5327.00 | 263.5 | -30.7 | 33.69 | 1,517 | 251 | 647 |
| 27 Nov | 5289.00 | 292.85 | -76.75 | 33.88 | 1,315 | 238 | 396 |
| 26 Nov | 5200.00 | 363.2 | -47.05 | 34.91 | 774 | 18 | 158 |
| 25 Nov | 5164.00 | 401.5 | 53.2 | 36.18 | 268 | -19 | 140 |
| 24 Nov | 5236.00 | 347.5 | -35.55 | 34.83 | 348 | 46 | 164 |
| 21 Nov | 5198.00 | 383.25 | 58.25 | 35.02 | 740 | -67 | 127 |
| 20 Nov | 5261.00 | 331.7 | -7.25 | 32.78 | 867 | 52 | 198 |
| 19 Nov | 5240.00 | 341 | 73.8 | 33.71 | 1,078 | 20 | 151 |
| 18 Nov | 5344.00 | 278 | -18.05 | 32.31 | 544 | 41 | 138 |
| 17 Nov | 5321.00 | 299.7 | -0.7 | 33.29 | 301 | 13 | 96 |
| 14 Nov | 5341.00 | 301.85 | -58.15 | 33.63 | 168 | 82 | 82 |
| 13 Nov | 5232.00 | 360 | -11.95 | 32.31 | 3 | 21 | 0 |
| 12 Nov | 5207.00 | 390.3 | 198.85 | 35.19 | 55 | 16 | 16 |
| 11 Nov | 5402.00 | 298.6 | 0 | - | 1 | 1 | 0 |
| 10 Nov | 5328.00 | 298.6 | 0 | - | 1 | 1 | 0 |
| 7 Nov | 5290.00 | 298.6 | 0 | - | 1 | 1 | 0 |
| 6 Nov | 5272.00 | 298.6 | 0 | - | 1 | 1 | 0 |
| 5 Nov | 5311.00 | 298.6 | 0 | - | 1 | 1 | 0 |
| 3 Nov | 5449.00 | 364.95 | 127.45 | 44.92 | 1 | 1 | 1 |
| 31 Oct | 5419.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 5390.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 5334.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Oct | 5433.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Oct | 5056.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 5144.00 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 5229.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Sept | 5768.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Crude Oil Mini - strike price 5500 expiring on 16DEC2025
Delta for 5500 PE is -0.95
Historical price for 5500 PE is as follows
On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 276.35, which was -4.05 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 129
On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 325.15, which was -1.3 lower than the previous day. The implied volatity was 31.99, the open interest changed by 11 which increased total open position to 129
On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 265.15, which was -10.45 lower than the previous day. The implied volatity was 32.64, the open interest changed by -33 which decreased total open position to 118
On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 268.75, which was -3.7 lower than the previous day. The implied volatity was 35.80, the open interest changed by -275 which decreased total open position to 151
On 8 Dec CRUDEOILM was trading at 5326.00. The strike last trading price was 205.8, which was 2.25 higher than the previous day. The implied volatity was 29.10, the open interest changed by -946 which decreased total open position to 426
On 5 Dec CRUDEOILM was trading at 5425.00. The strike last trading price was 152.4, which was -0.5 lower than the previous day. The implied volatity was 29.01, the open interest changed by -15 which decreased total open position to 1372
On 4 Dec CRUDEOILM was trading at 5377.00. The strike last trading price was 200, which was 6.9 higher than the previous day. The implied volatity was 32.56, the open interest changed by 640 which increased total open position to 1387
On 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 216, which was -46.85 lower than the previous day. The implied volatity was 31.94, the open interest changed by -711 which decreased total open position to 747
On 2 Dec CRUDEOILM was trading at 5318.00. The strike last trading price was 258, which was -2.05 lower than the previous day. The implied volatity was 34.79, the open interest changed by 644 which increased total open position to 1458
On 1 Dec CRUDEOILM was trading at 5330.00. The strike last trading price was 253.5, which was -12.3 lower than the previous day. The implied volatity was 34.69, the open interest changed by 167 which increased total open position to 814
On 28 Nov CRUDEOILM was trading at 5327.00. The strike last trading price was 263.5, which was -30.7 lower than the previous day. The implied volatity was 33.69, the open interest changed by 251 which increased total open position to 647
On 27 Nov CRUDEOILM was trading at 5289.00. The strike last trading price was 292.85, which was -76.75 lower than the previous day. The implied volatity was 33.88, the open interest changed by 238 which increased total open position to 396
On 26 Nov CRUDEOILM was trading at 5200.00. The strike last trading price was 363.2, which was -47.05 lower than the previous day. The implied volatity was 34.91, the open interest changed by 18 which increased total open position to 158
On 25 Nov CRUDEOILM was trading at 5164.00. The strike last trading price was 401.5, which was 53.2 higher than the previous day. The implied volatity was 36.18, the open interest changed by -19 which decreased total open position to 140
On 24 Nov CRUDEOILM was trading at 5236.00. The strike last trading price was 347.5, which was -35.55 lower than the previous day. The implied volatity was 34.83, the open interest changed by 46 which increased total open position to 164
On 21 Nov CRUDEOILM was trading at 5198.00. The strike last trading price was 383.25, which was 58.25 higher than the previous day. The implied volatity was 35.02, the open interest changed by -67 which decreased total open position to 127
On 20 Nov CRUDEOILM was trading at 5261.00. The strike last trading price was 331.7, which was -7.25 lower than the previous day. The implied volatity was 32.78, the open interest changed by 52 which increased total open position to 198
On 19 Nov CRUDEOILM was trading at 5240.00. The strike last trading price was 341, which was 73.8 higher than the previous day. The implied volatity was 33.71, the open interest changed by 20 which increased total open position to 151
On 18 Nov CRUDEOILM was trading at 5344.00. The strike last trading price was 278, which was -18.05 lower than the previous day. The implied volatity was 32.31, the open interest changed by 41 which increased total open position to 138
On 17 Nov CRUDEOILM was trading at 5321.00. The strike last trading price was 299.7, which was -0.7 lower than the previous day. The implied volatity was 33.29, the open interest changed by 13 which increased total open position to 96
On 14 Nov CRUDEOILM was trading at 5341.00. The strike last trading price was 301.85, which was -58.15 lower than the previous day. The implied volatity was 33.63, the open interest changed by 82 which increased total open position to 82
On 13 Nov CRUDEOILM was trading at 5232.00. The strike last trading price was 360, which was -11.95 lower than the previous day. The implied volatity was 32.31, the open interest changed by 21 which increased total open position to 0
On 12 Nov CRUDEOILM was trading at 5207.00. The strike last trading price was 390.3, which was 198.85 higher than the previous day. The implied volatity was 35.19, the open interest changed by 16 which increased total open position to 16
On 11 Nov CRUDEOILM was trading at 5402.00. The strike last trading price was 298.6, 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 Nov CRUDEOILM was trading at 5328.00. The strike last trading price was 298.6, 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 7 Nov CRUDEOILM was trading at 5290.00. The strike last trading price was 298.6, 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 6 Nov CRUDEOILM was trading at 5272.00. The strike last trading price was 298.6, 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 5 Nov CRUDEOILM was trading at 5311.00. The strike last trading price was 298.6, 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 Nov CRUDEOILM was trading at 5449.00. The strike last trading price was 364.95, which was 127.45 higher than the previous day. The implied volatity was 44.92, the open interest changed by 1 which increased total open position to 1
On 31 Oct CRUDEOILM was trading at 5419.00. 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 28 Oct CRUDEOILM was trading at 5334.00. 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 23 Oct CRUDEOILM was trading at 5433.00. 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 17 Oct CRUDEOILM was trading at 5056.00. 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 Oct CRUDEOILM was trading at 5144.00. 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 14 Oct CRUDEOILM was trading at 5229.00. 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 25 Sept CRUDEOILM was trading at 5768.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































