0.58Open1.15Pre Close119 Volume326 Open Interest36.50Strike Price5.27KTurnover54.29%IV1.15%PremiumDec 6, 2024Expiry Date0.06Intrinsic Value100Multiplier1DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.5017Delta0.3706Gamma79.22Leverage Ratio-0.3109Theta-0.0005Rho-39.75Eff Leverage0.0079Vega