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Option on Crude Oil Futures 17 SEP 2025 call 5500Option on Crude Oil Futures 17 SEP 2025 call 5500Option on Crude Oil Futures 17 SEP 2025 call 5500

Option on Crude Oil Futures 17 SEP 2025 call 5500

CRUDEOIL250917C5500 chart


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Expected P&L on expiry



Greeks



Key terms


Underlying price
—
Strike
5,500.0
Volume
—
Point value
100 INR
Lot size
100
Implied volatility
34.04%
Expiration date
Sep 17, 2025
Time to expiration
4 days

Pricing model


Delta
0.58
Gamma
0.0017
Rho
0.45
Theta
−8.34
Vega
2.63
Theor price
112.23 INR

About CRUDEOIL250917C5500


Underlying
Crude Oil Futures
Option style
European