CRUDEOIL
Crude Oil
Historical option data for CRUDEOIL
12 Dec 2025 11:58 PM IST
| CRUDEOIL 16-DEC-2025 4900 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.75
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 5228.00 | 335.2 | 4.2 | 41.22 | 334 | -20 | 171 | |||||||||
| 11 Dec | 5182.00 | 289.3 | 0.2 | 33.30 | 560 | 5 | 191 | |||||||||
| 10 Dec | 5250.00 | 346.9 | 2.5 | - | 218 | -14 | 186 | |||||||||
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| 9 Dec | 5255.00 | 362.8 | 2.9 | 34.04 | 184 | 1 | 200 | |||||||||
| 8 Dec | 5323.00 | 436 | -18.1 | 41.00 | 37 | 0 | 199 | |||||||||
| 5 Dec | 5423.00 | 538.2 | 24.6 | 42.39 | 29 | -1 | 199 | |||||||||
| 4 Dec | 5381.00 | 492 | 0 | 35.37 | 32 | -14 | 200 | |||||||||
| 3 Dec | 5358.00 | 476.5 | 20.7 | 37.53 | 97 | -1 | 214 | |||||||||
| 2 Dec | 5313.00 | 444.1 | -6.1 | 39.61 | 108 | 4 | 215 | |||||||||
| 1 Dec | 5328.00 | 454 | 2.8 | 36.57 | 85 | -14 | 211 | |||||||||
| 28 Nov | 5326.00 | 454.6 | 24.8 | 34.38 | 85 | -32 | 225 | |||||||||
| 27 Nov | 5292.00 | 432.5 | 77.2 | 36.48 | 353 | -19 | 257 | |||||||||
| 26 Nov | 5200.00 | 360 | 15.4 | 35.73 | 1,545 | -72 | 276 | |||||||||
| 25 Nov | 5163.00 | 340.8 | -56.3 | 37.44 | 1,336 | 212 | 405 | |||||||||
| 24 Nov | 5235.00 | 396 | 22.1 | 36.57 | 928 | 47 | 192 | |||||||||
| 21 Nov | 5199.00 | 370 | -49.4 | 34.90 | 1,470 | 85 | 156 | |||||||||
| 20 Nov | 5259.00 | 419 | 12 | 34.48 | 126 | 59 | 83 | |||||||||
| 19 Nov | 5242.00 | 409 | -110.3 | 31.97 | 11 | 1 | 24 | |||||||||
| 18 Nov | 5345.00 | 458.4 | -19.1 | 19.72 | 22 | 8 | 15 | |||||||||
| 17 Nov | 5321.00 | 481.7 | 34.1 | 33.35 | 14 | 7 | 9 | |||||||||
| 14 Nov | 5342.00 | 447.6 | 40.2 | 12.50 | 1 | 1 | 2 | |||||||||
| 13 Nov | 5231.00 | 426 | 19 | 34.24 | 3 | 1 | 1 | |||||||||
| 12 Nov | 5203.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 5400.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 5328.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 5287.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 5269.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Crude Oil - strike price 4900 expiring on 16DEC2025
Delta for 4900 CE is 0.93
Historical price for 4900 CE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 335.2, which was 4.2 higher than the previous day. The implied volatity was 41.22, the open interest changed by -20 which decreased total open position to 171
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 289.3, which was 0.2 higher than the previous day. The implied volatity was 33.30, the open interest changed by 5 which increased total open position to 191
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 346.9, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 186
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 362.8, which was 2.9 higher than the previous day. The implied volatity was 34.04, the open interest changed by 1 which increased total open position to 200
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 436, which was -18.1 lower than the previous day. The implied volatity was 41.00, the open interest changed by 0 which decreased total open position to 199
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 538.2, which was 24.6 higher than the previous day. The implied volatity was 42.39, the open interest changed by -1 which decreased total open position to 199
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 492, which was 0 lower than the previous day. The implied volatity was 35.37, the open interest changed by -14 which decreased total open position to 200
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 476.5, which was 20.7 higher than the previous day. The implied volatity was 37.53, the open interest changed by -1 which decreased total open position to 214
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 444.1, which was -6.1 lower than the previous day. The implied volatity was 39.61, the open interest changed by 4 which increased total open position to 215
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 454, which was 2.8 higher than the previous day. The implied volatity was 36.57, the open interest changed by -14 which decreased total open position to 211
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 454.6, which was 24.8 higher than the previous day. The implied volatity was 34.38, the open interest changed by -32 which decreased total open position to 225
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 432.5, which was 77.2 higher than the previous day. The implied volatity was 36.48, the open interest changed by -19 which decreased total open position to 257
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 360, which was 15.4 higher than the previous day. The implied volatity was 35.73, the open interest changed by -72 which decreased total open position to 276
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 340.8, which was -56.3 lower than the previous day. The implied volatity was 37.44, the open interest changed by 212 which increased total open position to 405
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 396, which was 22.1 higher than the previous day. The implied volatity was 36.57, the open interest changed by 47 which increased total open position to 192
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 370, which was -49.4 lower than the previous day. The implied volatity was 34.90, the open interest changed by 85 which increased total open position to 156
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 419, which was 12 higher than the previous day. The implied volatity was 34.48, the open interest changed by 59 which increased total open position to 83
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 409, which was -110.3 lower than the previous day. The implied volatity was 31.97, the open interest changed by 1 which increased total open position to 24
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 458.4, which was -19.1 lower than the previous day. The implied volatity was 19.72, the open interest changed by 8 which increased total open position to 15
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 481.7, which was 34.1 higher than the previous day. The implied volatity was 33.35, the open interest changed by 7 which increased total open position to 9
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 447.6, which was 40.2 higher than the previous day. The implied volatity was 12.50, the open interest changed by 1 which increased total open position to 2
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 426, which was 19 higher than the previous day. The implied volatity was 34.24, the open interest changed by 1 which increased total open position to 1
On 12 Nov CRUDEOIL was trading at 5203.00. 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 Nov CRUDEOIL was trading at 5400.00. 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 Nov CRUDEOIL was trading at 5328.00. 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 7 Nov CRUDEOIL was trading at 5287.00. 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 6 Nov CRUDEOIL was trading at 5269.00. 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 CRUDEOIL was trading at 5395.00. 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 CRUDEOIL was trading at 5333.00. 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
| CRUDEOIL 16DEC2025 4900 PE | |||||||
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Delta: -0.05
Vega: 0.58
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 5228.00 | 4.4 | -0.3 | 37.00 | 23,845 | -567 | 2,035 |
| 11 Dec | 5182.00 | 10.9 | 0.4 | 36.93 | 32,502 | 1,070 | 2,602 |
| 10 Dec | 5250.00 | 9.2 | -0.4 | 37.76 | 27,135 | -27 | 1,532 |
| 9 Dec | 5255.00 | 11 | -1.3 | 37.03 | 17,751 | 161 | 1,559 |
| 8 Dec | 5323.00 | 10 | -0.3 | 38.43 | 13,187 | -509 | 1,398 |
| 5 Dec | 5423.00 | 12.5 | 0.3 | 40.40 | 9,737 | -208 | 1,907 |
| 4 Dec | 5381.00 | 14.2 | 0.5 | 37.65 | 20,923 | -1,497 | 2,115 |
| 3 Dec | 5358.00 | 19.3 | -12.3 | 37.98 | 26,644 | 1,199 | 3,612 |
| 2 Dec | 5313.00 | 31.4 | -1.3 | 39.74 | 24,888 | 483 | 2,433 |
| 1 Dec | 5328.00 | 31.4 | -7.3 | 39.34 | 28,559 | -904 | 1,950 |
| 28 Nov | 5326.00 | 37.6 | -6.8 | 38.12 | 14,611 | 699 | 2,855 |
| 27 Nov | 5292.00 | 45.2 | -20.7 | 37.67 | 16,556 | 304 | 2,168 |
| 26 Nov | 5200.00 | 62.9 | -19.2 | 36.51 | 26,843 | 427 | 1,862 |
| 25 Nov | 5163.00 | 81.9 | 16.8 | 37.95 | 43,003 | 248 | 1,972 |
| 24 Nov | 5235.00 | 64.4 | -17.4 | 37.19 | 30,135 | 908 | 2,151 |
| 21 Nov | 5199.00 | 81.6 | 18.5 | 36.87 | 47,787 | 852 | 1,932 |
| 20 Nov | 5259.00 | 63.6 | 0.5 | 35.37 | 19,546 | 46 | 1,226 |
| 19 Nov | 5242.00 | 62.1 | 17.2 | 34.20 | 25,040 | 141 | 1,367 |
| 18 Nov | 5345.00 | 46.3 | -2.2 | 34.15 | 14,081 | 550 | 1,206 |
| 17 Nov | 5321.00 | 48.5 | -3.9 | 33.16 | 2,394 | 435 | 709 |
| 14 Nov | 5342.00 | 51.3 | -22 | 32.91 | 871 | 63 | 256 |
| 13 Nov | 5231.00 | 73.5 | -8.1 | 32.91 | 559 | 19 | 194 |
| 12 Nov | 5203.00 | 81.5 | 33.8 | 33.17 | 2,843 | 89 | 162 |
| 11 Nov | 5400.00 | 49 | -13.7 | 33.71 | 2,932 | 23 | 73 |
| 10 Nov | 5328.00 | 61.5 | -19.4 | 33.21 | 2,235 | 31 | 52 |
| 7 Nov | 5287.00 | 82.5 | -3.8 | 34.58 | 846 | 15 | 24 |
| 6 Nov | 5269.00 | 90 | 54.7 | 34.60 | 9 | 9 | 9 |
| 30 Oct | 5395.00 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 5333.00 | 0 | 0 | - | 0 | 0 | 0 |
For Crude Oil - strike price 4900 expiring on 16DEC2025
Delta for 4900 PE is -0.05
Historical price for 4900 PE is as follows
On 12 Dec CRUDEOIL was trading at 5228.00. The strike last trading price was 4.4, which was -0.3 lower than the previous day. The implied volatity was 37.00, the open interest changed by -567 which decreased total open position to 2035
On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 10.9, which was 0.4 higher than the previous day. The implied volatity was 36.93, the open interest changed by 1070 which increased total open position to 2602
On 10 Dec CRUDEOIL was trading at 5250.00. The strike last trading price was 9.2, which was -0.4 lower than the previous day. The implied volatity was 37.76, the open interest changed by -27 which decreased total open position to 1532
On 9 Dec CRUDEOIL was trading at 5255.00. The strike last trading price was 11, which was -1.3 lower than the previous day. The implied volatity was 37.03, the open interest changed by 161 which increased total open position to 1559
On 8 Dec CRUDEOIL was trading at 5323.00. The strike last trading price was 10, which was -0.3 lower than the previous day. The implied volatity was 38.43, the open interest changed by -509 which decreased total open position to 1398
On 5 Dec CRUDEOIL was trading at 5423.00. The strike last trading price was 12.5, which was 0.3 higher than the previous day. The implied volatity was 40.40, the open interest changed by -208 which decreased total open position to 1907
On 4 Dec CRUDEOIL was trading at 5381.00. The strike last trading price was 14.2, which was 0.5 higher than the previous day. The implied volatity was 37.65, the open interest changed by -1497 which decreased total open position to 2115
On 3 Dec CRUDEOIL was trading at 5358.00. The strike last trading price was 19.3, which was -12.3 lower than the previous day. The implied volatity was 37.98, the open interest changed by 1199 which increased total open position to 3612
On 2 Dec CRUDEOIL was trading at 5313.00. The strike last trading price was 31.4, which was -1.3 lower than the previous day. The implied volatity was 39.74, the open interest changed by 483 which increased total open position to 2433
On 1 Dec CRUDEOIL was trading at 5328.00. The strike last trading price was 31.4, which was -7.3 lower than the previous day. The implied volatity was 39.34, the open interest changed by -904 which decreased total open position to 1950
On 28 Nov CRUDEOIL was trading at 5326.00. The strike last trading price was 37.6, which was -6.8 lower than the previous day. The implied volatity was 38.12, the open interest changed by 699 which increased total open position to 2855
On 27 Nov CRUDEOIL was trading at 5292.00. The strike last trading price was 45.2, which was -20.7 lower than the previous day. The implied volatity was 37.67, the open interest changed by 304 which increased total open position to 2168
On 26 Nov CRUDEOIL was trading at 5200.00. The strike last trading price was 62.9, which was -19.2 lower than the previous day. The implied volatity was 36.51, the open interest changed by 427 which increased total open position to 1862
On 25 Nov CRUDEOIL was trading at 5163.00. The strike last trading price was 81.9, which was 16.8 higher than the previous day. The implied volatity was 37.95, the open interest changed by 248 which increased total open position to 1972
On 24 Nov CRUDEOIL was trading at 5235.00. The strike last trading price was 64.4, which was -17.4 lower than the previous day. The implied volatity was 37.19, the open interest changed by 908 which increased total open position to 2151
On 21 Nov CRUDEOIL was trading at 5199.00. The strike last trading price was 81.6, which was 18.5 higher than the previous day. The implied volatity was 36.87, the open interest changed by 852 which increased total open position to 1932
On 20 Nov CRUDEOIL was trading at 5259.00. The strike last trading price was 63.6, which was 0.5 higher than the previous day. The implied volatity was 35.37, the open interest changed by 46 which increased total open position to 1226
On 19 Nov CRUDEOIL was trading at 5242.00. The strike last trading price was 62.1, which was 17.2 higher than the previous day. The implied volatity was 34.20, the open interest changed by 141 which increased total open position to 1367
On 18 Nov CRUDEOIL was trading at 5345.00. The strike last trading price was 46.3, which was -2.2 lower than the previous day. The implied volatity was 34.15, the open interest changed by 550 which increased total open position to 1206
On 17 Nov CRUDEOIL was trading at 5321.00. The strike last trading price was 48.5, which was -3.9 lower than the previous day. The implied volatity was 33.16, the open interest changed by 435 which increased total open position to 709
On 14 Nov CRUDEOIL was trading at 5342.00. The strike last trading price was 51.3, which was -22 lower than the previous day. The implied volatity was 32.91, the open interest changed by 63 which increased total open position to 256
On 13 Nov CRUDEOIL was trading at 5231.00. The strike last trading price was 73.5, which was -8.1 lower than the previous day. The implied volatity was 32.91, the open interest changed by 19 which increased total open position to 194
On 12 Nov CRUDEOIL was trading at 5203.00. The strike last trading price was 81.5, which was 33.8 higher than the previous day. The implied volatity was 33.17, the open interest changed by 89 which increased total open position to 162
On 11 Nov CRUDEOIL was trading at 5400.00. The strike last trading price was 49, which was -13.7 lower than the previous day. The implied volatity was 33.71, the open interest changed by 23 which increased total open position to 73
On 10 Nov CRUDEOIL was trading at 5328.00. The strike last trading price was 61.5, which was -19.4 lower than the previous day. The implied volatity was 33.21, the open interest changed by 31 which increased total open position to 52
On 7 Nov CRUDEOIL was trading at 5287.00. The strike last trading price was 82.5, which was -3.8 lower than the previous day. The implied volatity was 34.58, the open interest changed by 15 which increased total open position to 24
On 6 Nov CRUDEOIL was trading at 5269.00. The strike last trading price was 90, which was 54.7 higher than the previous day. The implied volatity was 34.60, the open interest changed by 9 which increased total open position to 9
On 30 Oct CRUDEOIL was trading at 5395.00. 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 CRUDEOIL was trading at 5333.00. 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































































































































































































































