53.58Open58.97Pre Close1 Volume46 Open Interest490.00Strike Price5.36KTurnover70.24%IV0.29%PremiumDec 20, 2024Expiry Date51.99Intrinsic Value100Multiplier3DDays to Expiry1.59Extrinsic Value100Contract SizeAmericanOptions Type0.9306Delta0.0035Gamma10.15Leverage Ratio-0.6876Theta0.0449Rho9.44Eff Leverage0.0721Vega