2.06Open2.80Pre Close30 Volume211 Open Interest9.50Strike Price5.46KTurnover410.87%IV1.10%PremiumNov 15, 2024Expiry Date1.38Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7376Delta0.1103Gamma5.65Leverage Ratio-0.3488Theta0.0003Rho4.17Eff Leverage0.0023Vega