0.05Open0.11Pre Close1.04K Volume1.24K Open Interest23.00Strike Price5.49KTurnover66.32%IV0.48%PremiumNov 1, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.5609Delta1.2738Gamma153.07Leverage Ratio-0.4131Theta-0.0001Rho-85.86Eff Leverage0.0018Vega