5.72Open4.95Pre Close9 Volume376 Open Interest65.00Strike Price5.15KTurnover94.58%IV0.44%PremiumNov 29, 2024Expiry Date5.75Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.8249Delta0.0379Gamma10.97Leverage Ratio-0.2412Theta0.0054Rho9.05Eff Leverage0.0185Vega