5.90Open5.50Pre Close4 Volume821 Open Interest80.00Strike Price2.32KTurnover9.14%IV0.75%PremiumDec 20, 2024Expiry Date5.06Intrinsic Value100Multiplier23DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.9975Delta0.0039Gamma15.19Leverage Ratio-0.0098Theta0.0501Rho15.15Eff Leverage0.0018Vega