5.60Open5.57Pre Close4 Volume93 Open Interest20.00Strike Price2.24KTurnover94.12%IV0.58%PremiumDec 20, 2024Expiry Date5.45Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9937Delta0.0070Gamma4.63Leverage Ratio-0.0063Theta0.0022Rho4.60Eff Leverage0.0005Vega