2.45Open2.65Pre Close21 Volume2.02K Open Interest17.50Strike Price5.45KTurnover171.62%IV0.20%PremiumOct 18, 2024Expiry Date2.54Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9532Delta0.0589Gamma7.78Leverage Ratio-0.0932Theta0.0004Rho7.42Eff Leverage0.0009Vega