4.80Open4.35Pre Close11 Volume397 Open Interest45.00Strike Price5.29KTurnover60.37%IV4.40%PremiumNov 15, 2024Expiry Date2.75Intrinsic Value100Multiplier22DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type0.6942Delta0.0492Gamma10.85Leverage Ratio-0.0603Theta0.0175Rho7.53Eff Leverage0.0414Vega