2.55Open2.53Pre Close21 Volume21 Open Interest7.00Strike Price5.33KTurnover801.52%IV2.75%PremiumDec 13, 2024Expiry Date2.27Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.8082Delta0.0703Gamma4.16Leverage Ratio-0.5100Theta0.0001Rho3.37Eff Leverage0.0013Vega