0.50Open0.55Pre Close64 Volume220 Open Interest119.00Strike Price4.64KTurnover23.71%IV0.56%PremiumDec 6, 2024Expiry Date0.23Intrinsic Value100Multiplier2DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.5537Delta0.1945Gamma126.17Leverage Ratio-0.2597Theta0.0034Rho69.86Eff Leverage0.0339Vega