2.36Open1.90Pre Close17 Volume1.09K Open Interest85.00Strike Price5.27KTurnover36.42%IV0.64%PremiumJan 17, 2025Expiry Date2.64Intrinsic Value100Multiplier4DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.7893Delta0.0933Gamma27.68Leverage Ratio-0.1087Theta-0.0062Rho-21.85Eff Leverage0.0248Vega