5.50Open11.19Pre Close11 Volume5 Open Interest29.00Strike Price6.05KTurnover95.63%IV4.77%PremiumAug 16, 2024Expiry Date3.93Intrinsic Value100Multiplier24DDays to Expiry1.57Extrinsic Value100Contract SizeAmericanOptions Type0.7414Delta0.0393Gamma5.99Leverage Ratio-0.0565Theta0.0129Rho4.44Eff Leverage0.0279Vega