0.50Open0.38Pre Close98 Volume1.60K Open Interest55.00Strike Price4.77KTurnover25.67%IV5.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2622Delta0.1003Gamma105.30Leverage Ratio-0.0268Theta0.0077Rho27.61Eff Leverage0.0412Vega