5.11Open1.50Pre Close5 Volume55 Open Interest42.00Strike Price2.56KTurnover72.69%IV2.36%PremiumDec 20, 2024Expiry Date4.23Intrinsic Value100Multiplier16DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.7267Delta0.0583Gamma7.55Leverage Ratio-0.0570Theta-0.0120Rho-5.49Eff Leverage0.0263Vega