4.75Open6.50Pre Close10 Volume42 Open Interest232.50Strike Price4.75KTurnover38.43%IV0.11%PremiumDec 6, 2024Expiry Date4.49Intrinsic Value100Multiplier2DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7380Delta0.0440Gamma41.22Leverage Ratio-0.5559Theta0.0112Rho30.42Eff Leverage0.0627Vega