5.80Open3.80Pre Close4 Volume115 Open Interest95.00Strike Price2.32KTurnover31.62%IV0.33%PremiumDec 20, 2024Expiry Date5.47Intrinsic Value100Multiplier11DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8850Delta0.0346Gamma16.74Leverage Ratio-0.0581Theta0.0255Rho14.82Eff Leverage0.0345Vega