5.90Open3.00Pre Close4 Volume25 Open Interest135.00Strike Price2.36KTurnover60.17%IV0.50%PremiumDec 13, 2024Expiry Date5.25Intrinsic Value100Multiplier1DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.9179Delta0.0418Gamma24.14Leverage Ratio-0.3235Theta-0.0023Rho-22.16Eff Leverage0.0092Vega