26.75Open26.85Pre Close2 Volume27 Open Interest185.00Strike Price5.35KTurnover91.86%IV2.38%PremiumJan 17, 2025Expiry Date22.89Intrinsic Value100Multiplier3DDays to Expiry3.86Extrinsic Value100Contract SizeAmericanOptions Type-0.9200Delta0.0103Gamma6.94Leverage Ratio-0.2595Theta-0.0132Rho-6.39Eff Leverage0.0239Vega