2.35Open3.22Pre Close27 Volume1.34K Open Interest48.00Strike Price5.37KTurnover84.68%IV1.94%PremiumDec 20, 2024Expiry Date1.15Intrinsic Value100Multiplier3DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.6462Delta0.0956Gamma23.97Leverage Ratio-0.2504Theta0.0026Rho15.49Eff Leverage0.0171Vega