5.50Open3.88Pre Close9 Volume408 Open Interest46.00Strike Price4.95KTurnover28.28%IV0.70%PremiumDec 20, 2024Expiry Date5.14Intrinsic Value100Multiplier26DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type0.9316Delta0.0343Gamma9.47Leverage Ratio-0.0148Theta0.0298Rho8.82Eff Leverage0.0179Vega