5.67Open8.65Pre Close5 Volume10 Open Interest187.50Strike Price2.38KTurnover29.61%IV0.88%PremiumJan 17, 2025Expiry Date2.78Intrinsic Value100Multiplier2DDays to Expiry1.62Extrinsic Value100Contract SizeAmericanOptions Type-0.7151Delta0.0730Gamma52.03Leverage Ratio-0.3029Theta-0.0087Rho-37.21Eff Leverage0.0536Vega