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CRUDEOILM

Crude Oil Mini
5227 +47.00 (0.91%)
L: 5189 H: 5274

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Historical option data for CRUDEOILM

12 Dec 2025 11:58 PM IST
CRUDEOILM 16-DEC-2025 5600 CE
Delta: 0.05
Vega: 0.55
Theta: -2.46
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5227.00 4.05 -0.25 37.73 14,285 -1,520 2,038
11 Dec 5180.00 7.15 -0.25 42.11 11,332 158 3,558
10 Dec 5251.00 9.9 -0.55 35.89 17,909 390 3,400
9 Dec 5259.00 13.65 -0.3 35.61 11,646 598 3,010
8 Dec 5326.00 22.5 -1.8 33.25 31,902 130 2,412
5 Dec 5425.00 42.6 -4.65 28.10 29,150 670 2,282
4 Dec 5377.00 46.2 -1.75 31.94 14,167 -230 1,612
3 Dec 5357.00 46.8 -1.85 32.50 12,101 344 1,842
2 Dec 5318.00 51.25 -6.05 35.63 11,422 80 1,498
1 Dec 5330.00 57.65 -4.75 35.36 16,043 68 1,418
28 Nov 5327.00 61.8 3.4 33.53 6,638 56 1,356
27 Nov 5289.00 58.8 12.75 34.29 5,719 -452 1,300
26 Nov 5200.00 45.9 -4.7 35.24 3,994 34 1,754
25 Nov 5164.00 49.95 -8.65 37.83 4,368 116 1,732
24 Nov 5236.00 59 -0.8 35.31 4,354 -78 1,673
21 Nov 5198.00 61.1 -8.5 35.58 11,627 129 1,630
20 Nov 5261.00 70.3 -1.9 33.52 6,564 139 1,481
19 Nov 5240.00 72.8 -31.9 33.55 5,290 472 1,380
18 Nov 5344.00 97 1.45 32.43 6,303 353 1,019
17 Nov 5321.00 94.9 -12.45 32.72 2,064 435 667
14 Nov 5341.00 105.85 19.25 32.18 533 18 232
13 Nov 5232.00 87.9 -2.05 33.92 191 87 214
12 Nov 5207.00 90.5 -55.4 34.73 143 41 122
11 Nov 5402.00 143.05 43.35 32.75 43 34 38
10 Nov 5328.00 99.7 45 29.50 4 4 4
3 Nov 5449.00 0 0 - 0 0 0
31 Oct 5419.00 0 0 - 0 0 0
30 Oct 5390.00 0 0 - 0 0 0
29 Oct 5381.00 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 5600 expiring on 16DEC2025

Delta for 5600 CE is 0.05

Historical price for 5600 CE is as follows

On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was 37.73, the open interest changed by -1520 which decreased total open position to 2038


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 7.15, which was -0.25 lower than the previous day. The implied volatity was 42.11, the open interest changed by 158 which increased total open position to 3558


On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 9.9, which was -0.55 lower than the previous day. The implied volatity was 35.89, the open interest changed by 390 which increased total open position to 3400


On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 13.65, which was -0.3 lower than the previous day. The implied volatity was 35.61, the open interest changed by 598 which increased total open position to 3010


On 8 Dec CRUDEOILM was trading at 5326.00. The strike last trading price was 22.5, which was -1.8 lower than the previous day. The implied volatity was 33.25, the open interest changed by 130 which increased total open position to 2412


On 5 Dec CRUDEOILM was trading at 5425.00. The strike last trading price was 42.6, which was -4.65 lower than the previous day. The implied volatity was 28.10, the open interest changed by 670 which increased total open position to 2282


On 4 Dec CRUDEOILM was trading at 5377.00. The strike last trading price was 46.2, which was -1.75 lower than the previous day. The implied volatity was 31.94, the open interest changed by -230 which decreased total open position to 1612


On 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 46.8, which was -1.85 lower than the previous day. The implied volatity was 32.50, the open interest changed by 344 which increased total open position to 1842


On 2 Dec CRUDEOILM was trading at 5318.00. The strike last trading price was 51.25, which was -6.05 lower than the previous day. The implied volatity was 35.63, the open interest changed by 80 which increased total open position to 1498


On 1 Dec CRUDEOILM was trading at 5330.00. The strike last trading price was 57.65, which was -4.75 lower than the previous day. The implied volatity was 35.36, the open interest changed by 68 which increased total open position to 1418


On 28 Nov CRUDEOILM was trading at 5327.00. The strike last trading price was 61.8, which was 3.4 higher than the previous day. The implied volatity was 33.53, the open interest changed by 56 which increased total open position to 1356


On 27 Nov CRUDEOILM was trading at 5289.00. The strike last trading price was 58.8, which was 12.75 higher than the previous day. The implied volatity was 34.29, the open interest changed by -452 which decreased total open position to 1300


On 26 Nov CRUDEOILM was trading at 5200.00. The strike last trading price was 45.9, which was -4.7 lower than the previous day. The implied volatity was 35.24, the open interest changed by 34 which increased total open position to 1754


On 25 Nov CRUDEOILM was trading at 5164.00. The strike last trading price was 49.95, which was -8.65 lower than the previous day. The implied volatity was 37.83, the open interest changed by 116 which increased total open position to 1732


On 24 Nov CRUDEOILM was trading at 5236.00. The strike last trading price was 59, which was -0.8 lower than the previous day. The implied volatity was 35.31, the open interest changed by -78 which decreased total open position to 1673


On 21 Nov CRUDEOILM was trading at 5198.00. The strike last trading price was 61.1, which was -8.5 lower than the previous day. The implied volatity was 35.58, the open interest changed by 129 which increased total open position to 1630


On 20 Nov CRUDEOILM was trading at 5261.00. The strike last trading price was 70.3, which was -1.9 lower than the previous day. The implied volatity was 33.52, the open interest changed by 139 which increased total open position to 1481


On 19 Nov CRUDEOILM was trading at 5240.00. The strike last trading price was 72.8, which was -31.9 lower than the previous day. The implied volatity was 33.55, the open interest changed by 472 which increased total open position to 1380


On 18 Nov CRUDEOILM was trading at 5344.00. The strike last trading price was 97, which was 1.45 higher than the previous day. The implied volatity was 32.43, the open interest changed by 353 which increased total open position to 1019


On 17 Nov CRUDEOILM was trading at 5321.00. The strike last trading price was 94.9, which was -12.45 lower than the previous day. The implied volatity was 32.72, the open interest changed by 435 which increased total open position to 667


On 14 Nov CRUDEOILM was trading at 5341.00. The strike last trading price was 105.85, which was 19.25 higher than the previous day. The implied volatity was 32.18, the open interest changed by 18 which increased total open position to 232


On 13 Nov CRUDEOILM was trading at 5232.00. The strike last trading price was 87.9, which was -2.05 lower than the previous day. The implied volatity was 33.92, the open interest changed by 87 which increased total open position to 214


On 12 Nov CRUDEOILM was trading at 5207.00. The strike last trading price was 90.5, which was -55.4 lower than the previous day. The implied volatity was 34.73, the open interest changed by 41 which increased total open position to 122


On 11 Nov CRUDEOILM was trading at 5402.00. The strike last trading price was 143.05, which was 43.35 higher than the previous day. The implied volatity was 32.75, the open interest changed by 34 which increased total open position to 38


On 10 Nov CRUDEOILM was trading at 5328.00. The strike last trading price was 99.7, which was 45 higher than the previous day. The implied volatity was 29.50, the open interest changed by 4 which increased total open position to 4


On 3 Nov CRUDEOILM was trading at 5449.00. 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 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 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


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


CRUDEOILM 16DEC2025 5600 PE
Delta: -0.95
Vega: 0.62
Theta: -2.88
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 5227.00 378 -0.2 39.36 66 -26 55
11 Dec 5180.00 420.7 -2.05 28.49 179 3 81
10 Dec 5251.00 360 -31.4 36.86 510 12 78
9 Dec 5259.00 365.7 2.25 42.59 360 -46 66
8 Dec 5326.00 296 10.95 32.99 1,933 -99 112
5 Dec 5425.00 221.5 -0.75 29.33 2,135 124 211
4 Dec 5377.00 267.5 -0.25 31.39 553 -6 87
3 Dec 5357.00 285.8 -39 30.92 722 17 93
2 Dec 5318.00 338.8 1.25 36.71 191 -4 76
1 Dec 5330.00 333.05 -5.75 36.60 613 32 80
28 Nov 5327.00 336.1 -43.95 33.67 197 -14 48
27 Nov 5289.00 371.85 -83.85 35.08 107 -19 62
26 Nov 5200.00 456.8 -57.85 38.88 536 29 81
25 Nov 5164.00 488.8 27.55 38.07 93 13 52
24 Nov 5236.00 425.1 -43.35 35.47 92 -40 40
21 Nov 5198.00 463.3 57 35.63 72 14 80
20 Nov 5261.00 413.25 -14.1 34.38 77 31 66
19 Nov 5240.00 420.2 67.3 34.90 54 -5 36
18 Nov 5344.00 363.7 -2.1 35.70 66 35 39
17 Nov 5321.00 358.5 -53.5 31.51 41 4 5
14 Nov 5341.00 412 15.2 41.01 1 1 1
13 Nov 5232.00 450 193 - 3 1 0
12 Nov 5207.00 450 193 - 3 1 0
11 Nov 5402.00 450 193 - 3 1 0
10 Nov 5328.00 450 193 - 3 1 0
3 Nov 5449.00 450 193 - 3 1 0
31 Oct 5419.00 450 193 - 3 1 0
30 Oct 5390.00 450 193 - 3 1 0
29 Oct 5381.00 450 69.75 40.29 3 1 1
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 5600 expiring on 16DEC2025

Delta for 5600 PE is -0.95

Historical price for 5600 PE is as follows

On 12 Dec CRUDEOILM was trading at 5227.00. The strike last trading price was 378, which was -0.2 lower than the previous day. The implied volatity was 39.36, the open interest changed by -26 which decreased total open position to 55


On 11 Dec CRUDEOILM was trading at 5180.00. The strike last trading price was 420.7, which was -2.05 lower than the previous day. The implied volatity was 28.49, the open interest changed by 3 which increased total open position to 81


On 10 Dec CRUDEOILM was trading at 5251.00. The strike last trading price was 360, which was -31.4 lower than the previous day. The implied volatity was 36.86, the open interest changed by 12 which increased total open position to 78


On 9 Dec CRUDEOILM was trading at 5259.00. The strike last trading price was 365.7, which was 2.25 higher than the previous day. The implied volatity was 42.59, the open interest changed by -46 which decreased total open position to 66


On 8 Dec CRUDEOILM was trading at 5326.00. The strike last trading price was 296, which was 10.95 higher than the previous day. The implied volatity was 32.99, the open interest changed by -99 which decreased total open position to 112


On 5 Dec CRUDEOILM was trading at 5425.00. The strike last trading price was 221.5, which was -0.75 lower than the previous day. The implied volatity was 29.33, the open interest changed by 124 which increased total open position to 211


On 4 Dec CRUDEOILM was trading at 5377.00. The strike last trading price was 267.5, which was -0.25 lower than the previous day. The implied volatity was 31.39, the open interest changed by -6 which decreased total open position to 87


On 3 Dec CRUDEOILM was trading at 5357.00. The strike last trading price was 285.8, which was -39 lower than the previous day. The implied volatity was 30.92, the open interest changed by 17 which increased total open position to 93


On 2 Dec CRUDEOILM was trading at 5318.00. The strike last trading price was 338.8, which was 1.25 higher than the previous day. The implied volatity was 36.71, the open interest changed by -4 which decreased total open position to 76


On 1 Dec CRUDEOILM was trading at 5330.00. The strike last trading price was 333.05, which was -5.75 lower than the previous day. The implied volatity was 36.60, the open interest changed by 32 which increased total open position to 80


On 28 Nov CRUDEOILM was trading at 5327.00. The strike last trading price was 336.1, which was -43.95 lower than the previous day. The implied volatity was 33.67, the open interest changed by -14 which decreased total open position to 48


On 27 Nov CRUDEOILM was trading at 5289.00. The strike last trading price was 371.85, which was -83.85 lower than the previous day. The implied volatity was 35.08, the open interest changed by -19 which decreased total open position to 62


On 26 Nov CRUDEOILM was trading at 5200.00. The strike last trading price was 456.8, which was -57.85 lower than the previous day. The implied volatity was 38.88, the open interest changed by 29 which increased total open position to 81


On 25 Nov CRUDEOILM was trading at 5164.00. The strike last trading price was 488.8, which was 27.55 higher than the previous day. The implied volatity was 38.07, the open interest changed by 13 which increased total open position to 52


On 24 Nov CRUDEOILM was trading at 5236.00. The strike last trading price was 425.1, which was -43.35 lower than the previous day. The implied volatity was 35.47, the open interest changed by -40 which decreased total open position to 40


On 21 Nov CRUDEOILM was trading at 5198.00. The strike last trading price was 463.3, which was 57 higher than the previous day. The implied volatity was 35.63, the open interest changed by 14 which increased total open position to 80


On 20 Nov CRUDEOILM was trading at 5261.00. The strike last trading price was 413.25, which was -14.1 lower than the previous day. The implied volatity was 34.38, the open interest changed by 31 which increased total open position to 66


On 19 Nov CRUDEOILM was trading at 5240.00. The strike last trading price was 420.2, which was 67.3 higher than the previous day. The implied volatity was 34.90, the open interest changed by -5 which decreased total open position to 36


On 18 Nov CRUDEOILM was trading at 5344.00. The strike last trading price was 363.7, which was -2.1 lower than the previous day. The implied volatity was 35.70, the open interest changed by 35 which increased total open position to 39


On 17 Nov CRUDEOILM was trading at 5321.00. The strike last trading price was 358.5, which was -53.5 lower than the previous day. The implied volatity was 31.51, the open interest changed by 4 which increased total open position to 5


On 14 Nov CRUDEOILM was trading at 5341.00. The strike last trading price was 412, which was 15.2 higher than the previous day. The implied volatity was 41.01, the open interest changed by 1 which increased total open position to 1


On 13 Nov CRUDEOILM was trading at 5232.00. The strike last trading price was 450, which was 193 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov CRUDEOILM was trading at 5207.00. The strike last trading price was 450, which was 193 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov CRUDEOILM was trading at 5402.00. The strike last trading price was 450, which was 193 higher 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 450, which was 193 higher 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 450, which was 193 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct CRUDEOILM was trading at 5419.00. The strike last trading price was 450, which was 193 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct CRUDEOILM was trading at 5390.00. The strike last trading price was 450, which was 193 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Oct CRUDEOILM was trading at 5381.00. The strike last trading price was 450, which was 69.75 higher than the previous day. The implied volatity was 40.29, the open interest changed by 1 which increased total open position to 1


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