4.70Open3.70Pre Close5 Volume349 Open Interest37.50Strike Price2.35KTurnover41.23%IV0.06%PremiumNov 15, 2024Expiry Date4.68Intrinsic Value100Multiplier24DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8884Delta0.0623Gamma6.84Leverage Ratio-0.0108Theta-0.0135Rho-6.07Eff Leverage0.0159Vega