4.90Open2.97Pre Close12 Volume2 Open Interest73.00Strike Price5.45KTurnover59.12%IV5.46%PremiumDec 20, 2024Expiry Date0.83Intrinsic Value100Multiplier24DDays to Expiry3.94Extrinsic Value100Contract SizeAmericanOptions Type-0.4936Delta0.0367Gamma15.36Leverage Ratio-0.0877Theta-0.0234Rho-7.58Eff Leverage0.0737Vega