53.58Open58.97Pre Close1 Volume46 Open Interest490.00Strike Price5.36KTurnover69.26%IV0.29%PremiumDec 20, 2024Expiry Date51.99Intrinsic Value100Multiplier4DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type0.9308Delta0.0035Gamma10.15Leverage Ratio-0.6709Theta0.0461Rho9.45Eff Leverage0.0729Vega