0.09Open0.10Pre Close379 Volume2.89K Open Interest6.00Strike Price5.24KTurnover34.11%IV0.34%PremiumDec 27, 2024Expiry Date0.20Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8667Delta1.2650Gamma27.62Leverage Ratio-0.0058Theta-0.0003Rho-23.94Eff Leverage0.0011Vega