0.90Open0.86Pre Close48 Volume142 Open Interest8.00Strike Price4.77KTurnover65.65%IV2.37%PremiumDec 20, 2024Expiry Date0.85Intrinsic Value100Multiplier16DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7870Delta0.2387Gamma8.85Leverage Ratio-0.0118Theta0.0026Rho6.96Eff Leverage0.0054Vega