0.11Open0.27Pre Close532 Volume650 Open Interest105.00Strike Price5.37KTurnover27.21%IV7.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0992Delta0.0320Gamma389.48Leverage Ratio-0.0314Theta0.0040Rho38.65Eff Leverage0.0350Vega