[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
5075 -5.00 (-0.10%)
L: 5035 H: 5108

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Historical option data for CRUDEOILM

18 Dec 2025 11:58 PM IST
CRUDEOILM 14-JAN-2026 5550 CE
Delta: 0.21
Vega: 4.00
Theta: -2.53
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5075.00 54 0.6 34.50 842 -104 115
17 Dec 5084.00 53.4 0.35 33.84 1,519 219 219
16 Dec 5067.00 29 -83.5 - 4 2 0
15 Dec 5146.00 29 -83.5 24.06 4 2 2
11 Dec 5180.00 47.1 0 - 1 1 0
10 Dec 5251.00 47.1 0 22.22 1 1 1
9 Dec 5259.00 0 0 - 0 0 0
21 Nov 5198.00 0 0 - 0 0 0
29 Oct 5381.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 5550 expiring on 14JAN2026

Delta for 5550 CE is 0.21

Historical price for 5550 CE is as follows

On 18 Dec CRUDEOILM was trading at 5075.00. The strike last trading price was 54, which was 0.6 higher than the previous day. The implied volatity was 34.50, the open interest changed by -104 which decreased total open position to 115


On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 53.4, which was 0.35 higher than the previous day. The implied volatity was 33.84, the open interest changed by 219 which increased total open position to 219


On 16 Dec CRUDEOILM was trading at 5067.00. The strike last trading price was 29, which was -83.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 15 Dec CRUDEOILM was trading at 5146.00. The strike last trading price was 29, which was -83.5 lower than the previous day. The implied volatity was 24.06, the open interest changed by 2 which increased total open position to 2


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 47.1, 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 47.1, which was 0 lower than the previous day. The implied volatity was 22.22, the open interest changed by 1 which increased total open position to 1


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 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 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 5550 PE
Delta: -0.74
Vega: 4.53
Theta: -3.53
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 5075.00 521 43 42.43 14 0 0
17 Dec 5084.00 0 0 - 0 0 0
16 Dec 5067.00 0 0 - 0 0 0
15 Dec 5146.00 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
21 Nov 5198.00 0 0 - 0 0 0
29 Oct 5381.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 5550 expiring on 14JAN2026

Delta for 5550 PE is -0.74

Historical price for 5550 PE is as follows

On 18 Dec CRUDEOILM was trading at 5075.00. The strike last trading price was 521, which was 43 higher than the previous day. The implied volatity was 42.43, the open interest changed by 0 which decreased total open position to 0


On 17 Dec CRUDEOILM was trading at 5084.00. 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 16 Dec CRUDEOILM was trading at 5067.00. 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 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 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 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 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