0.11Open0.11Pre Close506 Volume615 Open Interest11.00Strike Price5.02KTurnover17.09%IV2.50%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.3218Delta0.7721Gamma111.80Leverage Ratio-0.0035Theta-0.0019Rho-35.97Eff Leverage0.0098Vega