5.60Open6.80Pre Close9 Volume139 Open Interest85.00Strike Price4.92KTurnover41.06%IV2.46%PremiumNov 15, 2024Expiry Date2.84Intrinsic Value100Multiplier16DDays to Expiry2.16Extrinsic Value100Contract SizeAmericanOptions Type0.6709Delta0.0471Gamma18.49Leverage Ratio-0.0916Theta0.0246Rho12.41Eff Leverage0.0676Vega