5.80Open4.80Pre Close10 Volume8 Open Interest212.50Strike Price5.70KTurnover51.58%IV0.17%PremiumDec 13, 2024Expiry Date5.22Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.8403Delta0.0450Gamma38.20Leverage Ratio-0.7996Theta0.0041Rho32.09Eff Leverage0.0254Vega