5.20Open5.20Pre Close0 Volume39 Open Interest43.00Strike Price0.00Turnover101.71%IV4.62%PremiumNov 29, 2024Expiry Date3.37Intrinsic Value100Multiplier2DDays to Expiry1.83Extrinsic Value100Contract SizeAmericanOptions Type-0.8362Delta0.0783Gamma10.93Leverage Ratio-0.1636Theta-0.0020Rho-9.14Eff Leverage0.0077Vega