0.12Open0.11Pre Close505 Volume1.95K Open Interest83.00Strike Price5.45KTurnover38.40%IV3.56%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.1250Delta0.0835Gamma592.62Leverage Ratio-0.1130Theta-0.0006Rho-74.11Eff Leverage0.0132Vega