0.40Open0.65Pre Close70 Volume2.26K Open Interest22.00Strike Price5.35KTurnover92.66%IV0.04%PremiumNov 15, 2024Expiry Date0.34Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.7941Delta0.8363Gamma63.83Leverage Ratio-0.4941Theta0.0000Rho50.69Eff Leverage0.0010Vega