[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5829 +56.00 (0.97%)
L: 5745 H: 5903

Back to Option Chain


Historical option data for CRUDEOIL

25 Oct 2025 11:50 AM IST
CRUDEOIL 17-NOV-2025 5100 CE
Delta: 0.76
Vega: 4.33
Theta: -3.20
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
25 Oct 5829.00 395.6 -5.9 35.81 5,020 -88 2,384
18 Oct 5829.00 174 -2.6 34.19 1,10,023 645 8,062
15 Oct 5829.00 277 -6.4 34.08 1,923 334 357
14 Oct 5829.00 282.8 -60.9 37.68 1,025 304 327
22 Sept 5491.00 0 0 0.00 0 0 0


For Crude Oil - strike price 5100 expiring on 17NOV2025

Delta for 5100 CE is 0.76

Historical price for 5100 CE is as follows

On 25 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 395.6, which was -5.9 lower than the previous day. The implied volatity was 35.81, the open interest changed by -88 which decreased total open position to 2384


On 18 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 174, which was -2.6 lower than the previous day. The implied volatity was 34.19, the open interest changed by 645 which increased total open position to 8062


On 15 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 277, which was -6.4 lower than the previous day. The implied volatity was 34.08, the open interest changed by 334 which increased total open position to 357


On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 282.8, which was -60.9 lower than the previous day. The implied volatity was 37.68, the open interest changed by 304 which increased total open position to 327


On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


CRUDEOIL 17NOV2025 5100 PE
Delta: -0.25
Vega: 4.39
Theta: -3.37
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
25 Oct 5829.00 79.2 -1 37.10 30,001 -399 4,501
18 Oct 5829.00 236.4 -5.1 34.77 56,837 -8 6,166
15 Oct 5829.00 173.3 -1.3 35.92 2,994 604 697
14 Oct 5829.00 203.6 55.5 38.77 1,681 423 516
22 Sept 5491.00 0 0 0.00 0 0 0


For Crude Oil - strike price 5100 expiring on 17NOV2025

Delta for 5100 PE is -0.25

Historical price for 5100 PE is as follows

On 25 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 79.2, which was -1 lower than the previous day. The implied volatity was 37.10, the open interest changed by -399 which decreased total open position to 4501


On 18 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 236.4, which was -5.1 lower than the previous day. The implied volatity was 34.77, the open interest changed by -8 which decreased total open position to 6166


On 15 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 173.3, which was -1.3 lower than the previous day. The implied volatity was 35.92, the open interest changed by 604 which increased total open position to 697


On 14 Oct CRUDEOIL was trading at 5829.00. The strike last trading price was 203.6, which was 55.5 higher than the previous day. The implied volatity was 38.77, the open interest changed by 423 which increased total open position to 516


On 22 Sept CRUDEOIL was trading at 5491.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0