5.30Open5.80Pre Close5 Volume9 Open Interest24.50Strike Price2.65KTurnover9349.25%IV3.42%PremiumSep 27, 2024Expiry Date4.62Intrinsic Value100Multiplier-1DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.8870Delta0.0597Gamma4.16Leverage Ratio-277.5898Theta0.0000Rho-3.69Eff Leverage0.0001Vega