1.64Open2.06Pre Close26 Volume311 Open Interest19.00Strike Price4.27KTurnover169.05%IV6.04%PremiumOct 23, 2024Expiry Date0.55Intrinsic Value100Multiplier6DDays to Expiry1.18Extrinsic Value100Contract SizeEuropeanOptions Type0.5781Delta0.0994Gamma10.71Leverage Ratio-0.1470Theta0.0014Rho6.19Eff Leverage0.0091Vega