5.24Open5.15Pre Close5 Volume12 Open Interest138.00Strike Price2.66KTurnover69.79%IV0.62%PremiumNov 15, 2024Expiry Date4.53Intrinsic Value100Multiplier1DDays to Expiry0.83Extrinsic Value100Contract SizeAmericanOptions Type-0.8207Delta0.0522Gamma25.18Leverage Ratio-0.4650Theta-0.0030Rho-20.67Eff Leverage0.0189Vega