5.50Open46.67Pre Close4 Volume1 Open Interest5055.00Strike Price2.36KTurnover22.57%IV0.96%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry7.84Extrinsic Value100Contract SizeAmericanOptions Type-0.2361Delta0.0053Gamma625.28Leverage Ratio-9.5196Theta-0.0297Rho-147.65Eff Leverage0.7991Vega