0.01Open0.03Pre Close5.51K Volume1.25K Open Interest477.00Strike Price5.51KTurnover421.22%IV5.84%PremiumNov 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0030Delta0.0008Gamma50659.00Leverage Ratio-4.2788Theta0.0000Rho-150.05Eff Leverage0.0002Vega