0.50Open0.70Pre Close112 Volume619 Open Interest21.00Strike Price5.11KTurnover42.17%IV0.70%PremiumDec 27, 2024Expiry Date0.35Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6599Delta0.3944Gamma37.13Leverage Ratio-0.0482Theta0.0014Rho24.50Eff Leverage0.0081Vega