0.11Open0.12Pre Close356 Volume1.51K Open Interest10.50Strike Price5.20KTurnover43.49%IV0.85%PremiumDec 27, 2024Expiry Date0.05Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.5690Delta1.1832Gamma65.94Leverage Ratio-0.0409Theta0.0003Rho37.52Eff Leverage0.0030Vega