3.97Open5.86Pre Close15 Volume47 Open Interest89.00Strike Price5.54KTurnover41.84%IV1.35%PremiumDec 20, 2024Expiry Date0.68Intrinsic Value100Multiplier4DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type0.5836Delta0.1025Gamma47.20Leverage Ratio-0.2184Theta0.0052Rho27.54Eff Leverage0.0355Vega