0.70Open0.64Pre Close66 Volume584 Open Interest7.00Strike Price4.64KTurnover60.29%IV6.07%PremiumNov 15, 2024Expiry Date0.24Intrinsic Value100Multiplier25DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.5509Delta0.3745Gamma12.29Leverage Ratio-0.0081Theta-0.0025Rho-6.77Eff Leverage0.0070Vega