0.85Open1.15Pre Close59 Volume409 Open Interest114.00Strike Price5.06KTurnover16.98%IV0.54%PremiumDec 27, 2024Expiry Date0.31Intrinsic Value100Multiplier3DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.5793Delta0.2108Gamma122.91Leverage Ratio-0.1260Theta0.0060Rho71.20Eff Leverage0.0427Vega