4.35Open5.10Pre Close9 Volume34 Open Interest70.00Strike Price5.02KTurnover50.16%IV3.54%PremiumNov 15, 2024Expiry Date3.60Intrinsic Value100Multiplier22DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type-0.6263Delta0.0465Gamma12.07Leverage Ratio-0.0663Theta-0.0241Rho-7.56Eff Leverage0.0620Vega