0.54Open0.55Pre Close58 Volume526 Open Interest21.50Strike Price3.65KTurnover31.40%IV0.23%PremiumNov 8, 2024Expiry Date0.55Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8486Delta0.4241Gamma36.75Leverage Ratio-0.0293Theta0.0012Rho31.18Eff Leverage0.0041Vega