0.11Open0.15Pre Close365 Volume4.16K Open Interest6.00Strike Price5.79KTurnover49.34%IV2.15%PremiumDec 20, 2024Expiry Date0.05Intrinsic Value100Multiplier5DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.5704Delta1.0649Gamma34.57Leverage Ratio-0.0140Theta0.0005Rho19.72Eff Leverage0.0029Vega