4.70Open3.70Pre Close5 Volume349 Open Interest37.50Strike Price2.35KTurnover41.14%IV0.06%PremiumNov 15, 2024Expiry Date4.68Intrinsic Value100Multiplier25DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8883Delta0.0624Gamma6.84Leverage Ratio-0.0107Theta-0.0136Rho-6.07Eff Leverage0.0159Vega