0.12Open0.26Pre Close114 Volume526 Open Interest25.50Strike Price5.40KTurnover74.83%IV0.08%PremiumDec 6, 2024Expiry Date0.41Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.8894Delta0.6356Gamma60.96Leverage Ratio-0.3243Theta0.0001Rho54.22Eff Leverage0.0007Vega