0.40Open1.05Pre Close387 Volume104 Open Interest24.00Strike Price5.49KTurnover511.02%IV0.29%PremiumDec 13, 2024Expiry Date0.11Intrinsic Value100Multiplier0DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7424Delta1.2586Gamma172.21Leverage Ratio-26.6852Theta0.0000Rho127.85Eff Leverage0.0002Vega