[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
5107 -9.00 (-0.18%)
L: 5031 H: 5113

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Historical option data for CRUDEOILM

19 Dec 2025 11:58 PM IST
CRUDEOILM 14-JAN-2026 5700 CE
Delta: 0.15
Vega: 3.13
Theta: -2.21
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5107.00 36.35 2.05 37.06 138 9 0
18 Dec 5075.00 33.7 -2 35.08 212 6 6
17 Dec 5084.00 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 5700 expiring on 14JAN2026

Delta for 5700 CE is 0.15

Historical price for 5700 CE is as follows

On 19 Dec CRUDEOILM was trading at 5107.00. The strike last trading price was 36.35, which was 2.05 higher than the previous day. The implied volatity was 37.06, the open interest changed by 9 which increased total open position to 0


On 18 Dec CRUDEOILM was trading at 5075.00. The strike last trading price was 33.7, which was -2 lower than the previous day. The implied volatity was 35.08, the open interest changed by 6 which increased total open position to 6


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 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 5700 PE
Delta: -0.86
Vega: 3.08
Theta: -2.15
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5107.00 628 35 36.63 10 0 0
18 Dec 5075.00 0 0 - 0 0 0
17 Dec 5084.00 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 5700 expiring on 14JAN2026

Delta for 5700 PE is -0.86

Historical price for 5700 PE is as follows

On 19 Dec CRUDEOILM was trading at 5107.00. The strike last trading price was 628, which was 35 higher than the previous day. The implied volatity was 36.63, the open interest changed by 0 which decreased total open position to 0


On 18 Dec CRUDEOILM was trading at 5075.00. 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 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 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