5.25Open3.90Pre Close79 Volume963 Open Interest65.00Strike Price43.67KTurnover63.82%IV1.33%PremiumSep 13, 2024Expiry Date4.90Intrinsic Value100Multiplier3DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.8784Delta0.0568Gamma11.96Leverage Ratio-0.1016Theta-0.0041Rho-10.51Eff Leverage0.0114Vega