0.85Open1.15Pre Close58 Volume889 Open Interest17.00Strike Price5.16KTurnover143.05%IV1.95%PremiumDec 6, 2024Expiry Date0.58Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.5888Delta0.1961Gamma14.60Leverage Ratio-0.1629Theta-0.0007Rho-8.59Eff Leverage0.0054Vega