2.60Open3.90Pre Close21 Volume132 Open Interest65.00Strike Price5.47KTurnover19.05%IV0.40%PremiumSep 20, 2024Expiry Date2.40Intrinsic Value100Multiplier32DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.7441Delta0.1038Gamma22.36Leverage Ratio-0.0129Theta-0.0276Rho-16.64Eff Leverage0.0584Vega