5.30Open2.11Pre Close12 Volume963 Open Interest135.00Strike Price4.45KTurnover39.35%IV0.14%PremiumJan 17, 2025Expiry Date3.55Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8426Delta0.0586Gamma31.85Leverage Ratio-0.2467Theta0.0064Rho26.84Eff Leverage0.0251Vega