5.30Open3.90Pre Close11 Volume353 Open Interest180.00Strike Price5.71KTurnover16.31%IV0.90%PremiumDec 20, 2024Expiry Date2.45Intrinsic Value100Multiplier6DDays to Expiry1.65Extrinsic Value100Contract SizeAmericanOptions Type0.7472Delta0.0802Gamma57.02Leverage Ratio-0.1158Theta0.0238Rho42.60Eff Leverage0.0780Vega