0.91Open1.38Pre Close60 Volume849 Open Interest9.50Strike Price5.39KTurnover55.56%IV0.14%PremiumSep 27, 2024Expiry Date0.92Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9855Delta0.0827Gamma11.26Leverage Ratio-0.0034Theta0.0006Rho11.10Eff Leverage0.0003Vega