5.21Open5.60Pre Close11 Volume37 Open Interest146.00Strike Price5.27KTurnover53.26%IV0.09%PremiumSep 27, 2024Expiry Date4.62Intrinsic Value100Multiplier1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9041Delta0.0468Gamma31.38Leverage Ratio-0.4220Theta0.0027Rho28.37Eff Leverage0.0116Vega