[--[65.84.65.76]--]

CRUDEOILM

Crude Oil Mini
5077 -39.00 (-0.76%)
L: 5056 H: 5090

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Historical option data for CRUDEOILM

19 Dec 2025 09:58 AM IST
CRUDEOILM 14-JAN-2026 6700 CE
Delta: 0.03
Vega: 0.94
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5077.00 8.1 -1.9 52.56 27 -44 767
18 Dec 5075.00 9.25 -0.2 52.02 6,028 338 811
17 Dec 5084.00 9.9 9.85 51.75 5,385 473 473


For Crude Oil Mini - strike price 6700 expiring on 14JAN2026

Delta for 6700 CE is 0.03

Historical price for 6700 CE is as follows

On 19 Dec CRUDEOILM was trading at 5077.00. The strike last trading price was 8.1, which was -1.9 lower than the previous day. The implied volatity was 52.56, the open interest changed by -44 which decreased total open position to 767


On 18 Dec CRUDEOILM was trading at 5075.00. The strike last trading price was 9.25, which was -0.2 lower than the previous day. The implied volatity was 52.02, the open interest changed by 338 which increased total open position to 811


On 17 Dec CRUDEOILM was trading at 5084.00. The strike last trading price was 9.9, which was 9.85 higher than the previous day. The implied volatity was 51.75, the open interest changed by 473 which increased total open position to 473


CRUDEOILM 14JAN2026 6700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 5077.00 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 6700 expiring on 14JAN2026

Delta for 6700 PE is -

Historical price for 6700 PE is as follows

On 19 Dec CRUDEOILM was trading at 5077.00. 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