0.50Open0.70Pre Close112 Volume719 Open Interest21.00Strike Price5.11KTurnover35.41%IV0.70%PremiumDec 27, 2024Expiry Date0.35Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6975Delta0.4831Gamma37.13Leverage Ratio-0.0420Theta0.0013Rho25.90Eff Leverage0.0071Vega