5.30Open5.30Pre Close15 Volume287 Open Interest55.00Strike Price7.95KTurnover32.93%IV0.54%PremiumDec 20, 2024Expiry Date5.03Intrinsic Value100Multiplier20DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.8934Delta0.0565Gamma9.70Leverage Ratio-0.0138Theta-0.0155Rho-8.67Eff Leverage0.0209Vega