3.56Open5.04Pre Close15 Volume133 Open Interest107.00Strike Price5.36KTurnover75.76%IV1.04%PremiumDec 6, 2024Expiry Date2.45Intrinsic Value100Multiplier0DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type0.9559Delta0.0431Gamma34.75Leverage Ratio-0.4059Theta0.0007Rho33.21Eff Leverage0.0027Vega