5.50Open46.67Pre Close4 Volume5 Open Interest5055.00Strike Price2.36KTurnover38.77%IV0.96%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry7.84Extrinsic Value100Contract SizeAmericanOptions Type-0.2332Delta0.0053Gamma650.01Leverage Ratio-28.7813Theta-0.0097Rho-151.58Eff Leverage0.4519Vega