0.53Open0.70Pre Close82 Volume934 Open Interest38.00Strike Price5.64KTurnover30.70%IV0.53%PremiumDec 6, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6647Delta0.3916Gamma61.11Leverage Ratio-0.0754Theta-0.0015Rho-40.61Eff Leverage0.0111Vega