5.70Open6.00Pre Close4 Volume336 Open Interest50.00Strike Price2.30KTurnover69.74%IV4.59%PremiumSep 20, 2024Expiry Date3.35Intrinsic Value100Multiplier27DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.6764Delta0.0357Gamma9.04Leverage Ratio-0.0724Theta0.0221Rho6.12Eff Leverage0.0519Vega