[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5228 +49.00 (0.95%)
L: 5183 H: 5260

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Historical option data for CRUDEOIL

12 Dec 2025 11:58 PM IST
CRUDEOIL 16-DEC-2025 4900 CE
Delta: 0.93
Vega: 0.75
Theta: -3.65
Gamma: 0.00
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
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
Delta: -0.05
Vega: 0.58
Theta: -2.53
Gamma: 0.00
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