0.90Open1.17Pre Close79 Volume23 Open Interest116.00Strike Price5.51KTurnover17.52%IV0.34%PremiumDec 13, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.5281Delta0.4418Gamma297.56Leverage Ratio-0.2642Theta0.0012Rho157.13Eff Leverage0.0205Vega