0.70Open0.47Pre Close102 Volume1.18K Open Interest60.00Strike Price5.70KTurnover35.07%IV7.25%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2184Delta0.0712Gamma112.82Leverage Ratio-0.0397Theta0.0052Rho24.64Eff Leverage0.0348Vega