5.67Open4.67Pre Close4 Volume215 Open Interest55.00Strike Price2.30KTurnover49.67%IV4.50%PremiumDec 6, 2024Expiry Date3.38Intrinsic Value100Multiplier4DDays to Expiry2.63Extrinsic Value100Contract SizeAmericanOptions Type0.8956Delta0.0584Gamma16.33Leverage Ratio-0.0711Theta0.0055Rho14.62Eff Leverage0.0113Vega