0.50Open0.42Pre Close107 Volume89 Open Interest5.00Strike Price5.35KTurnover68.56%IV4.05%PremiumNov 15, 2024Expiry Date0.31Intrinsic Value100Multiplier23DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6087Delta0.4814Gamma9.38Leverage Ratio-0.0065Theta-0.0018Rho-5.71Eff Leverage0.0045Vega