5.30Open4.84Pre Close11 Volume149 Open Interest115.00Strike Price4.74KTurnover56.48%IV8.65%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry4.00Extrinsic Value100Contract SizeAmericanOptions Type0.3976Delta0.0252Gamma27.38Leverage Ratio-0.1382Theta0.0242Rho10.89Eff Leverage0.1045Vega