2.45Open2.65Pre Close21 Volume2.02K Open Interest17.50Strike Price5.45KTurnover163.58%IV0.20%PremiumOct 18, 2024Expiry Date2.54Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9533Delta0.0588Gamma7.78Leverage Ratio-0.0846Theta0.0004Rho7.42Eff Leverage0.0010Vega