115.40Open115.40Pre Close0 Volume40 Open Interest420.00Strike Price0.00Turnover134.67%IV1.93%PremiumDec 20, 2024Expiry Date109.42Intrinsic Value100Multiplier4DDays to Expiry5.98Extrinsic Value100Contract SizeAmericanOptions Type-0.9774Delta0.0013Gamma2.83Leverage Ratio-0.1914Theta-0.0275Rho-2.77Eff Leverage0.0181Vega
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.