0.63Open0.54Pre Close79 Volume247 Open Interest22.00Strike Price5.06KTurnover56.71%IV1.07%PremiumDec 6, 2024Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.6668Delta0.3440Gamma33.71Leverage Ratio-0.0856Theta0.0010Rho22.48Eff Leverage0.0068Vega