5.65Open7.10Pre Close5 Volume84 Open Interest367.50Strike Price2.80KTurnover41.62%IV0.49%PremiumOct 18, 2024Expiry Date4.19Intrinsic Value100Multiplier2DDays to Expiry1.81Extrinsic Value100Contract SizeAmericanOptions Type0.6559Delta0.0331Gamma54.06Leverage Ratio-1.2753Theta0.0123Rho35.46Eff Leverage0.0984Vega