2.35Open5.80Pre Close20 Volume35 Open Interest25.00Strike Price4.55KTurnover58.09%IV2.39%PremiumNov 15, 2024Expiry Date1.64Intrinsic Value100Multiplier7DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.8194Delta0.1425Gamma12.98Leverage Ratio-0.0327Theta-0.0033Rho-10.63Eff Leverage0.0085Vega