57.90Open57.90Pre Close3 Volume1 Open Interest257.50Strike Price16.36KTurnover112.93%IV0.12%PremiumDec 20, 2024Expiry Date53.08Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.9429Delta0.0030Gamma5.73Leverage Ratio-0.4876Theta0.0287Rho5.40Eff Leverage0.0391Vega
103362526 : The night session saw panic buying leading to a spike. This happened in the first few minutes. Afterwards, it stabilized and fluctuated around 430.