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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 09:06 AM IST
CRUDEOILM 14-JAN-2026 5500 CE
Delta: 0.24
Vega: 4.48
Theta: -2.67
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5105.00 66.95 7.65 34.40 49 -4 1,034
16 Dec 5067.00 60 0.7 34.48 1,805 641 1,038
15 Dec 5146.00 75.9 -1.2 32.65 1,419 131 397
12 Dec 5227.00 90 -1.8 29.50 182 47 266
11 Dec 5180.00 89.9 0.8 31.39 414 155 219
10 Dec 5251.00 106.35 0.7 30.54 76 57 64
9 Dec 5259.00 107 0.7 29.61 2 7 7
3 Dec 5357.00 100 18.9 22.04 4 5 5
27 Nov 5289.00 0 0 - 0 0 0
21 Nov 5198.00 0 0 - 0 0 0
18 Nov 5344.00 0 0 - 0 0 0
29 Oct 5381.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 5500 expiring on 14JAN2026

Delta for 5500 CE is 0.24

Historical price for 5500 CE is as follows

On 17 Dec CRUDEOILM was trading at 5105.00. The strike last trading price was 66.95, which was 7.65 higher than the previous day. The implied volatity was 34.40, the open interest changed by -4 which decreased total open position to 1034


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 60, which was 0.7 higher than the previous day. The implied volatity was 34.48, the open interest changed by 641 which increased total open position to 1038


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 75.9, which was -1.2 lower than the previous day. The implied volatity was 32.65, the open interest changed by 131 which increased total open position to 397


On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 90, which was -1.8 lower than the previous day. The implied volatity was 29.50, the open interest changed by 47 which increased total open position to 266


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 89.9, which was 0.8 higher than the previous day. The implied volatity was 31.39, the open interest changed by 155 which increased total open position to 219


On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 106.35, which was 0.7 higher than the previous day. The implied volatity was 30.54, the open interest changed by 57 which increased total open position to 64


On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 107, which was 0.7 higher than the previous day. The implied volatity was 29.61, the open interest changed by 7 which increased total open position to 7


On 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 100, which was 18.9 higher than the previous day. The implied volatity was 22.04, the open interest changed by 5 which increased total open position to 5


On 27 Nov CRUDEOILM was trading at 5289.00. 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 18 Nov CRUDEOILM was trading at 5344.00. 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 5500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5105.00 284.35 0 - 7 7 0
16 Dec 5067.00 284.35 0 - 7 7 10
15 Dec 5146.00 380 0 - 1 3 3
12 Dec 5227.00 380 0 - 1 3 0
11 Dec 5180.00 380 0 - 1 3 0
10 Dec 5251.00 380 0 - 1 3 0
9 Dec 5259.00 380 0 - 1 3 0
3 Dec 5357.00 380 0 - 1 3 0
27 Nov 5289.00 380 28.2 33.07 1 3 3
21 Nov 5198.00 320.05 0 - 2 2 2
18 Nov 5344.00 320.05 43.35 27.66 2 2 2
29 Oct 5381.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 5500 expiring on 14JAN2026

Delta for 5500 PE is -

Historical price for 5500 PE is as follows

On 17 Dec CRUDEOILM was trading at 5105.00. The strike last trading price was 284.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 284.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 10


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 380, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 380, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 380, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 380, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 380, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 380, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 27 Nov CRUDEOILM was trading at 5289.00. The strike last trading price was 380, which was 28.2 higher than the previous day. The implied volatity was 33.07, the open interest changed by 3 which increased total open position to 3


On 21 Nov CRUDEOILM was trading at 5198.00. The strike last trading price was 320.05, 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 18 Nov CRUDEOILM was trading at 5344.00. The strike last trading price was 320.05, which was 43.35 higher than the previous day. The implied volatity was 27.66, the open interest changed by 2 which increased total open position to 2


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