2.68Open2.90Pre Close20 Volume37 Open Interest16.00Strike Price5.46KTurnover62.32%IV2.01%PremiumNov 15, 2024Expiry Date2.41Intrinsic Value100Multiplier20DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.8505Delta0.0854Gamma6.88Leverage Ratio-0.0170Theta0.0073Rho5.85Eff Leverage0.0102Vega