2.36Open1.90Pre Close17 Volume1.09K Open Interest85.00Strike Price5.27KTurnover37.80%IV0.64%PremiumJan 17, 2025Expiry Date2.64Intrinsic Value100Multiplier3DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.7900Delta0.0932Gamma27.68Leverage Ratio-0.1177Theta-0.0058Rho-21.87Eff Leverage0.0238Vega