11.40Open4.60Pre Close5 Volume15 Open Interest235.00Strike Price5.76KTurnover50.75%IV0.12%PremiumOct 4, 2024Expiry Date11.33Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.8741Delta0.0222Gamma18.88Leverage Ratio-0.3362Theta-0.0116Rho-16.50Eff Leverage0.0385Vega