7.30Open7.47Pre Close8 Volume26 Open Interest140.00Strike Price5.37KTurnover29.72%IV0.29%PremiumNov 8, 2024Expiry Date6.16Intrinsic Value100Multiplier2DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type-0.9747Delta0.0253Gamma21.67Leverage Ratio-0.0150Theta-0.0038Rho-21.13Eff Leverage0.0062Vega