[--[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 6500 CE
Delta: 0.04
Vega: 1.25
Theta: -1.20
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5107.00 11.5 0.95 50.39 8,587 108 641
18 Dec 5075.00 10.65 1.3 48.44 18,888 -1,773 533
17 Dec 5084.00 10 9.95 47.10 25,998 2,306 2,306


For Crude Oil Mini - strike price 6500 expiring on 14JAN2026

Delta for 6500 CE is 0.04

Historical price for 6500 CE is as follows

On 19 Dec CRUDEOILM was trading at 5107.00. The strike last trading price was 11.5, which was 0.95 higher than the previous day. The implied volatity was 50.39, the open interest changed by 108 which increased total open position to 641


On 18 Dec CRUDEOILM was trading at 5075.00. The strike last trading price was 10.65, which was 1.3 higher than the previous day. The implied volatity was 48.44, the open interest changed by -1773 which decreased total open position to 533


On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 10, which was 9.95 higher than the previous day. The implied volatity was 47.10, the open interest changed by 2306 which increased total open position to 2306


CRUDEOILM 14JAN2026 6500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5107.00 0 0 - 0 0 0
18 Dec 5075.00 0 0 - 0 0 0
17 Dec 5084.00 0 0 - 0 0 0


For Crude Oil Mini - strike price 6500 expiring on 14JAN2026

Delta for 6500 PE is -

Historical price for 6500 PE is as follows

On 19 Dec CRUDEOILM was trading at 5107.00. 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 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