0.07Open0.09Pre Close735 Volume18.94K Open Interest10.00Strike Price5.64KTurnover30.74%IV0.55%PremiumDec 27, 2024Expiry Date0.04Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.5948Delta2.1373Gamma105.63Leverage Ratio-0.0380Theta0.0002Rho62.83Eff Leverage0.0023Vega