0.50Open0.70Pre Close112 Volume719 Open Interest21.00Strike Price5.11KTurnover45.33%IV0.70%PremiumDec 27, 2024Expiry Date0.35Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6591Delta0.3939Gamma37.13Leverage Ratio-0.0558Theta0.0012Rho24.47Eff Leverage0.0075Vega