0.35Open0.41Pre Close249 Volume1.05K Open Interest59.00Strike Price5.66KTurnover191.90%IV0.02%PremiumNov 29, 2024Expiry Date0.22Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.8943Delta1.1558Gamma204.21Leverage Ratio-20.1112Theta0.0000Rho182.61Eff Leverage0.0002Vega