2.67Open3.08Pre Close20 Volume2.71K Open Interest29.00Strike Price5.34KTurnover1134.99%IV0.38%PremiumAug 16, 2024Expiry Date2.57Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.8772Delta0.0995Gamma9.83Leverage Ratio-12.1019Theta0.0000Rho-8.62Eff Leverage0.0004Vega