0.14Open0.18Pre Close412 Volume106 Open Interest40.00Strike Price5.64KTurnover65.14%IV21.08%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0990Delta0.0386Gamma166.00Leverage Ratio-0.0247Theta0.0013Rho16.44Eff Leverage0.0121Vega