5.70Open5.40Pre Close4 Volume1.87K Open Interest35.00Strike Price2.30KTurnover86.87%IV2.90%PremiumDec 20, 2024Expiry Date4.72Intrinsic Value100Multiplier20DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.7665Delta0.0373Gamma6.57Leverage Ratio-0.0642Theta0.0138Rho5.03Eff Leverage0.0289Vega