0.65Open0.65Pre Close69 Volume109 Open Interest49.00Strike Price5.26KTurnover30.97%IV1.54%PremiumDec 6, 2024Expiry Date0.24Intrinsic Value100Multiplier4DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.5721Delta0.2460Gamma63.54Leverage Ratio-0.0871Theta0.0030Rho36.35Eff Leverage0.0202Vega