2.47Open4.10Pre Close18 Volume195 Open Interest24.00Strike Price5.05KTurnover211.17%IV2.61%PremiumOct 11, 2024Expiry Date2.46Intrinsic Value100Multiplier4DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.7103Delta0.0585Gamma7.21Leverage Ratio-0.2664Theta0.0017Rho5.12Eff Leverage0.0095Vega