5.70Open2.60Pre Close9 Volume9 Open Interest65.00Strike Price4.64KTurnover338.58%IV0.86%PremiumJan 10, 2025Expiry Date4.48Intrinsic Value100Multiplier0DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type-0.8642Delta0.0558Gamma12.48Leverage Ratio-3.1632Theta-0.0002Rho-10.78Eff Leverage0.0025Vega