5.50Open46.67Pre Close4 Volume5 Open Interest5055.00Strike Price2.36KTurnover38.20%IV0.96%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry7.84Extrinsic Value100Contract SizeAmericanOptions Type-0.2332Delta0.0053Gamma650.01Leverage Ratio-27.9310Theta-0.0100Rho-151.57Eff Leverage0.4587Vega