2.30Open4.32Pre Close11 Volume663 Open Interest225.00Strike Price3.27KTurnover18.97%IV0.99%PremiumDec 20, 2024Expiry Date0.56Intrinsic Value100Multiplier5DDays to Expiry2.23Extrinsic Value100Contract SizeAmericanOptions Type0.5594Delta0.0783Gamma94.97Leverage Ratio-0.2218Theta0.0172Rho53.13Eff Leverage0.1048Vega