0.25Open0.25Pre Close206 Volume660 Open Interest10.50Strike Price5.46KTurnover79.63%IV3.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.4851Delta0.4359Gamma31.58Leverage Ratio-0.0443Theta0.0006Rho15.32Eff Leverage0.0046Vega