0.10Open0.07Pre Close554 Volume3.20K Open Interest8.50Strike Price5.36KTurnover76.53%IV6.11%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.3342Delta0.6188Gamma108.07Leverage Ratio-0.0362Theta0.0002Rho36.12Eff Leverage0.0028Vega