10.45Open11.21Pre Close5 Volume6 Open Interest442.50Strike Price5.21KTurnover48.46%IV0.37%PremiumDec 27, 2024Expiry Date8.66Intrinsic Value100Multiplier1DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.7797Delta0.0273Gamma43.49Leverage Ratio-1.6241Theta-0.0084Rho-33.91Eff Leverage0.0666Vega