0.58Open1.15Pre Close119 Volume326 Open Interest36.50Strike Price5.27KTurnover54.55%IV1.26%PremiumDec 6, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type-0.4851Delta0.3814Gamma87.90Leverage Ratio-0.3827Theta-0.0005Rho-42.64Eff Leverage0.0076Vega