0.06Open0.09Pre Close1.24K Volume15.34K Open Interest26.50Strike Price5.64KTurnover34.95%IV2.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1339Delta0.4131Gamma648.00Leverage Ratio-0.0347Theta0.0001Rho86.80Eff Leverage0.0032Vega