0.15Open0.14Pre Close265 Volume1.09K Open Interest8.00Strike Price5.61KTurnover100.02%IV25.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2236Delta0.1974Gamma37.20Leverage Ratio-0.0116Theta0.0007Rho8.32Eff Leverage0.0045Vega