7.60Open6.80Pre Close6 Volume877 Open Interest160.00Strike Price4.35KTurnover47.72%IV1.65%PremiumDec 20, 2024Expiry Date3.50Intrinsic Value100Multiplier5DDays to Expiry2.59Extrinsic Value100Contract SizeAmericanOptions Type-0.6373Delta0.0423Gamma28.20Leverage Ratio-0.3245Theta-0.0134Rho-17.97Eff Leverage0.0700Vega